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. |