This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution.
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)
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)