Struct compute::distributions::MVN

pub struct MVN { /* fields omitted */ }

Multivariate normal distribution.

Implementations

impl MVN

pub fn new<V, M>(mean: V, covariance_matrix: M) -> Self where
    V: Into<Vector>,
    M: Into<Matrix>, 

Trait Implementations

impl Clone for MVN

fn clone(&self) -> MVN

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Continuous for &'a MVN

type PDFType = &'a [f64]

fn pdf(&self, x: Self::PDFType) -> f64

Calculates the probability density function at some value x.

fn ln_pdf(&self, x: Self::PDFType) -> f64

impl Debug for MVN

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Distribution for MVN

type Output = Vector

fn sample(&self) -> Vector

Samples from the given probability distribution.

impl DistributionND for MVN

fn get_dim(&self) -> usize

fn sample_n(&self, n: usize) -> Matrix

Generate a matrix of samples, where each row in the matrix is a random sample from the given distribution.

impl<'a> Mean for &'a MVN

type MeanType = &'a [f64]

fn mean(&self) -> Self::MeanType

Calculates the mean of the distribution.

impl<'a> Variance for &'a MVN

type VarianceType = &'a Matrix

fn var(&self) -> Self::VarianceType