public class MultivariateGaussian extends Object
Constructor and Description |
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MultivariateGaussian(DenseVector mean,
DenseMatrix cov)
The constructor.
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Modifier and Type | Method and Description |
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double |
logpdf(Vector x)
Returns the log-density of this multivariate Gaussian at given point x .
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double |
pdf(Vector x)
Returns density of this multivariate Gaussian at given point x .
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public MultivariateGaussian(DenseVector mean, DenseMatrix cov)
mean
- The mean vector of the distribution.cov
- The covariance matrix of the distribution.Copyright © 2014–2020 The Apache Software Foundation. All rights reserved.