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ScaledMultivariateGaussianMultivariateGaussianDistribution


final class ScaledMultivariateGaussianMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4>(A:Arg1, μ:Arg2, Σ:Arg3, S:Arg4) < Distribution<Real[_]>

Multivariate linear-Gaussian-Gaussian distribution.

Member Variables

Name Description
A:Arg1 Scale.
μ:Arg2 Mean of mean.
Σ:Arg3 Covariance of mean.
S:Arg4 Covariance.