The covariance matrix of the distribution
The covariance matrix of the distribution
Returns the log-density of this multivariate Gaussian at given point, x
Returns the log-density of this multivariate Gaussian at given point, x
The mean vector of the distribution
The mean vector of the distribution
Returns density of this multivariate Gaussian at given point, x
Returns density of this multivariate Gaussian at given point, x
This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. In the event that the covariance matrix is singular, the density will be computed in a reduced dimensional subspace under which the distribution is supported. (see here)