ScalarMultivariateGaussian
final class ScalarMultivariateGaussian(μ:Expression<Real[_]>, Σ:Expression<LLT>, σ2:Expression<Real>) < Distribution<Real[_]>
Multivariate Gaussian distribution where the covariance is given as a matrix multiplied by a scalar.
Member Variables
Name | Description |
---|---|
μ:Expression<Real[_]> | Mean. |
Σ:Expression<LLT> | Covariance. |
σ2:Expression<Real> | Covariance scale. |