mv

Documentation

Index

• type Normal
  • func NewNormal(loc, cov []float64) (n *Normal, err error)
  • func (n *Normal) Dim() int

Types

type Normal

type Normal struct {
	Location   []float64
	Covariance []float64
}

Normal is a multivariate normal distribution with full rank covariance.

func NewNormal

func NewNormal(loc, cov []float64) (n *Normal, err error)

NewNormal constructs a Normal with the given location, covariance (if possible).

func (*Normal) Dim

func (n *Normal) Dim() int

Dim returns the dimensionality of the mv Normal distribution.