io.improbable.keanu.distributions.continuous

Class MultivariateGaussian

java.lang.Object

io.improbable.keanu.distributions.continuous.MultivariateGaussian

All Implemented Interfaces:

ContinuousDistribution, Distribution<DoubleTensor>

public class MultivariateGaussian
extends java.lang.Object
implements ContinuousDistribution

Method Summary

Modifier and Type	Method and Description
Diffs	dLogProb(DoubleTensor x)
DoubleTensor	logProb(DoubleTensor x)
static DoubleVertex	logProbGraph(LogProbGraph.DoublePlaceholderVertex x, LogProbGraph.DoublePlaceholderVertex mu, LogProbGraph.DoublePlaceholderVertex covariance)
DoubleTensor	sample(long[] shape, KeanuRandom random)
static ContinuousDistribution	withParameters(DoubleTensor mu, DoubleTensor covariance)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

withParameters

public static ContinuousDistribution withParameters(DoubleTensor mu,
                                                    DoubleTensor covariance)

sample

public DoubleTensor sample(long[] shape,
                           KeanuRandom random)

Specified by:

sample in interface Distribution<DoubleTensor>

logProb

public DoubleTensor logProb(DoubleTensor x)

Specified by:

logProb in interface Distribution<DoubleTensor>

dLogProb

public Diffs dLogProb(DoubleTensor x)

Specified by:

dLogProb in interface ContinuousDistribution

logProbGraph

public static DoubleVertex logProbGraph(LogProbGraph.DoublePlaceholderVertex x,
                                        LogProbGraph.DoublePlaceholderVertex mu,
                                        LogProbGraph.DoublePlaceholderVertex covariance)