MultivariateGaussianMultivariateGaussianDistribution

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final class MultivariateGaussianMultivariateGaussianDistribution<Arg1, Arg2, Arg3, Arg4, Arg5>(A:Arg1, μ:Arg2, Σ:Arg3, c:Arg4, Ω:Arg5) < MultivariateGaussianDistribution<Expression<Real[_]>, Expression<Real[_,_]>>(box(A * μ + c), box(A * Σ * transpose(A) + Ω))

Multivariate linear-Gaussian-Gaussian distribution.

Member Variables

Name	Description
A:Arg1	Scale.
μ:Arg2	Mean of mean.
Σ:Arg3	Covariance of mean.
c:Arg4	Offset.
Ω:Arg5	Covariance.