logpdf_multivariate_gaussian
function logpdf_multivariate_gaussian(x:Real[_], μ:Real[_], Σ:LLT) -> Real
Observe a multivariate Gaussian variate.
- x: The variate.
- μ: Mean.
- Σ: Covariance.
Returns: the log probability density.
function logpdf_multivariate_gaussian(x:Real[_], μ:Real[_], σ2:Real[_]) -> Real
Observe a multivariate Gaussian distribution with independent elements.
- x: The variate.
- μ: Mean.
- σ2: Variance.
Returns: the log probability density.
function logpdf_multivariate_gaussian(x:Real[_], μ:Real[_], σ2:Real) -> Real
Observe a multivariate Gaussian distribution with independent elements of identical variance.
- x: The variate.
- μ: Mean.
- σ2: Variance.
Returns: the log probability density.