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MatrixGaussian


class MatrixGaussian(M:Expression<Real[_,_]>, U:Expression<LLT>, V:Expression<LLT>) < Distribution<Real[_,_]>

Matrix Gaussian distribution.

Note

See Gaussian for associated factory functions for the creation of MatrixGaussian objects.

Member Variables

Name Description
M:Expression<Real[_,_]> Mean.
U:Expression<LLT> Among-row covariance.
V:Expression<LLT> Among-column covariance.