package distribution
Type Members
-
class
MultivariateGaussian extends Serializable
:: DeveloperApi :: This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution.
:: 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()