Type Alias MatrixCovariance 

pub type MatrixCovariance = Covariance<Matrix<f64>>;

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

Aliased Type

pub struct MatrixCovariance(pub ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>);

Tuple Fields

0: ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>

Implementations

impl MatrixCovariance

pub fn matrix(Sigma: Matrix<f64>) -> Result<Self, Error>

Construct an \(n\)-dimensional covariance matrix parameter \(\bm{\Sigma}\).

Arguments

• Sigma - the covariance matrix \(\bm{\Sigma}\).

Constraints

1. The covariance matrix is square.
2. The covariance matrix is positive semi-definite.

Trait Implementations

impl Param for MatrixCovariance

type Value = ArrayBase<OwnedRepr<f64>, Dim<[usize; 2]>>

fn value(&self) -> &Self::Value

Returns a reference to the parameter’s value.

fn into_value(self) -> Self::Value

Converts the parameter into it’s value.

fn constraints() -> Constraints<Self::Value>

Returns the constraints associated with this parameter type.