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. |