package distribution
Type Members
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        class
      
      
        MultivariateGaussian extends Serializable
      
      
      
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 Degenerate case in Multivariate normal distribution (Wikipedia))
- Annotations
 - @Since( "1.3.0" )