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MultivariateGaussianMultivariateGaussianDistribution


final class MultivariateGaussianMultivariateGaussianDistribution<Arg1, Arg2, Arg3>(μ:Arg1, Σ:Arg2, S:Arg3) < Distribution<Real[_]>

Multivariate Gaussian-Gaussian distribution.

Member Variables

Name Description
μ:Arg1 Mean of mean.
Σ:Arg2 Covariance of mean.
S:Arg3 Covariance.