mv

package
Version: v0.0.0-...-768eb72 Latest Latest
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Published: Mar 15, 2018 License: AGPL-3.0 Imports: 1 Imported by: 0

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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.

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