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MultivariateGaussianMultivariateGaussian


final class MultivariateGaussianMultivariateGaussian(m:MultivariateGaussian, S:Expression<LLT>) < MultivariateGaussian(m.μ, llt(canonical(m.Σ) + canonical(S)))

Multivariate Gaussian-Gaussian distribution.

Factory Functions

Name Description
MultivariateGaussianMultivariateGaussian

Member Variables

Name Description
m:MultivariateGaussian Mean.
S:Expression<LLT> Likelihood covariance.

Factory Function Details

function MultivariateGaussianMultivariateGaussian(μ:MultivariateGaussian, Σ:Expression<LLT>) -> MultivariateGaussianMultivariateGaussian