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MultivariateNormal

scirs2_stats::bayesian

Struct MultivariateNormal 

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pub struct MultivariateNormal {
    pub mean: Array1<f64>,
    pub precision: Array2<f64>,
    pub log_det_precision: f64,
}
Expand description

Example multivariate normal target distribution for testing

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§mean: Array1<f64>§precision: Array2<f64>§log_det_precision: f64

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impl MultivariateNormal

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pub fn new(mean: Array1<f64>, covariance: Array2<f64>) -> Result<Self>

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impl Clone for MultivariateNormal

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fn clone(&self) -> MultivariateNormal

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for MultivariateNormal

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

Formats the value using the given formatter. Read more
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impl LogDensity for MultivariateNormal

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fn log_density(&self, theta: &ArrayView1<'_, f64>) -> Result<f64>

Compute log probability density at given point
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fn gradient(&self, theta: &ArrayView1<'_, f64>) -> Result<Option<Array1<f64>>>

Compute gradient of log density (if available)
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fn ndim(&self) -> usize

Number of dimensions

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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