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MultivariateGaussian


class MultivariateGaussian(μ:Expression<Real[_]>, Σ:Expression<LLT>) < Distribution<Real[_]>

Multivariate Gaussian distribution.

Note

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

Member Variables

Name Description
μ:Expression<Real[_]> Mean.
Σ:Expression<LLT> Covariance.