Skip to content

LinearMultivariateGaussianMultivariateGaussianDistribution


final class LinearMultivariateGaussianMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(A:Arg1, μ:Arg2, Σ:Arg3, c:Arg4, S:Arg5) < Distribution<Real[_]>

Multivariate linear-Gaussian-Gaussian distribution.

Member Variables

Name Description
A:Arg1 Scale.
μ:Arg2 Mean.
Σ:Arg3 Covariance.
c:Arg4 Offset.
S:Arg5 Likelihood covariance.