[][src]Module rstat::normal

A generalised implementation of the multivariate Normal distribution.

Re-exports

pub use crate::params::Loc;

Structs

BvNormal
Covariance

Covariance matrix parameter \(\bm{\Sigma}\).

Grad

Gradient of parameters of a Normal distribution.

MvNormal

Multivariate Normal distribution with mean \(\bm{\mu}\) and covariance matrix \(\bm{\Sigma}\).

PairedNormal
Params

Parameter set for Normal distributions.

UvNormal

Type Definitions

BivariateCovariance

Bivariate covariance matrix parameter with variance terms \(\sigma_1^2\) and \(\sigma_2^2\), and correlation coefficient \(\rho\).

BvNormalGrad
BvNormalParams
DiagonalCovariance

Diagonal covariance matrix parameter \(\mathrm{diag}(\sigma_1^2, \ldots, \sigma_n^2)\).

DiagonalNormal

Multivariate Normal distribution with mean \(\bm{\mu}\) and diagonal covariance matrix \(\mathrm{diag}(\sigma_1, \ldots, \sigma_n)\).

DiagonalNormalGrad
DiagonalNormalParams

Parameter set for DiagonalNormal.

IsotropicCovariance

Isotropic covariance matrix parameter \(\sigma^2\bm{I}\).

IsotropicNormal

Multivariate Normal distribution with mean \(\bm{\mu}\) and isotropic covariance matrix \(\sigma^2\bm{I}\).

IsotropicNormalGrad
IsotropicNormalParams

Parameter set for IsotropicNormal.

MatrixCovariance

Dense covariance matrix parameter \(\bm{\Sigma}\).

MvNormalGrad
MvNormalParams
PairedCovariance

Diagonal covariance matrix parameter \(\mathrm{diag}(\sigma_1^2, \sigma_2^2)\) in 2-dimensions.

PairedNormalGrad
PairedNormalParams
UvNormalGrad
UvNormalParams