MatrixGaussianDistribution
class MatrixGaussianDistribution<Arg1, Arg2, Arg3>(M:Arg1, U:Arg2, V:Arg3) < Distribution<Real[_,_]>
Matrix Gaussian distribution.
Member Variables
Name | Description |
---|---|
M:Arg1 | Mean. |
U:Arg2 | Among-row covariance. |
V:Arg3 | Among-column covariance. |