[][src]Module rstat::multivariate::normal

Structs

Normal

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

Type Definitions

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.

Grad
IsotropicNormal

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

IsotropicNormalGrad
IsotropicNormalParams

Parameter set for IsotropicNormal.

Params