class MultivariateGaussian extends Serializable
:: DeveloperApi :: This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. In the event that the covariance matrix is singular, the density will be computed in a reduced dimensional subspace under which the distribution is supported. (see Degenerate case in Multivariate normal distribution (Wikipedia))
- Annotations
 - @Since( "1.3.0" ) @DeveloperApi()
 
- Alphabetic
 - By Inheritance
 
- MultivariateGaussian
 - Serializable
 - Serializable
 - AnyRef
 - Any
 
- Hide All
 - Show All
 
- Public
 - All
 
Instance Constructors
Value Members
- 
      
      
      
        
      
    
      
        final 
        def
      
      
        !=(arg0: Any): Boolean
      
      
      
- Definition Classes
 - AnyRef → Any
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        ##(): Int
      
      
      
- Definition Classes
 - AnyRef → Any
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        ==(arg0: Any): Boolean
      
      
      
- Definition Classes
 - AnyRef → Any
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        asInstanceOf[T0]: T0
      
      
      
- Definition Classes
 - Any
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        clone(): AnyRef
      
      
      
- Attributes
 - protected[java.lang]
 - Definition Classes
 - AnyRef
 - Annotations
 - @native() @throws( ... )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        eq(arg0: AnyRef): Boolean
      
      
      
- Definition Classes
 - AnyRef
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        equals(arg0: Any): Boolean
      
      
      
- Definition Classes
 - AnyRef → Any
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        finalize(): Unit
      
      
      
- Attributes
 - protected[java.lang]
 - Definition Classes
 - AnyRef
 - Annotations
 - @throws( classOf[java.lang.Throwable] )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        getClass(): Class[_]
      
      
      
- Definition Classes
 - AnyRef → Any
 - Annotations
 - @native()
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        hashCode(): Int
      
      
      
- Definition Classes
 - AnyRef → Any
 - Annotations
 - @native()
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        isInstanceOf[T0]: Boolean
      
      
      
- Definition Classes
 - Any
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        logpdf(x: Vector): Double
      
      
      
Returns the log-density of this multivariate Gaussian at given point, x
Returns the log-density of this multivariate Gaussian at given point, x
- Annotations
 - @Since( "1.3.0" )
 
 - 
      
      
      
        
      
    
      
        
        val
      
      
        mu: Vector
      
      
      
- Annotations
 - @Since( "1.3.0" )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        ne(arg0: AnyRef): Boolean
      
      
      
- Definition Classes
 - AnyRef
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        notify(): Unit
      
      
      
- Definition Classes
 - AnyRef
 - Annotations
 - @native()
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        notifyAll(): Unit
      
      
      
- Definition Classes
 - AnyRef
 - Annotations
 - @native()
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        pdf(x: Vector): Double
      
      
      
Returns density of this multivariate Gaussian at given point, x
Returns density of this multivariate Gaussian at given point, x
- Annotations
 - @Since( "1.3.0" )
 
 - 
      
      
      
        
      
    
      
        
        val
      
      
        sigma: Matrix
      
      
      
- Annotations
 - @Since( "1.3.0" )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        synchronized[T0](arg0: ⇒ T0): T0
      
      
      
- Definition Classes
 - AnyRef
 
 - 
      
      
      
        
      
    
      
        
        def
      
      
        toString(): String
      
      
      
- Definition Classes
 - AnyRef → Any
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        wait(): Unit
      
      
      
- Definition Classes
 - AnyRef
 - Annotations
 - @throws( ... )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        wait(arg0: Long, arg1: Int): Unit
      
      
      
- Definition Classes
 - AnyRef
 - Annotations
 - @throws( ... )
 
 - 
      
      
      
        
      
    
      
        final 
        def
      
      
        wait(arg0: Long): Unit
      
      
      
- Definition Classes
 - AnyRef
 - Annotations
 - @native() @throws( ... )