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object MultivariateNormalDistribution extends Serializable

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  4. def apply(mean: DenseVector[Double], mainAxis: Seq[(DenseVector[Double], Double)]): MultivariateNormalDistribution

    Create a multivariate normal distribution given the mean and the orthonormal directions with associated variance

    Create a multivariate normal distribution given the mean and the orthonormal directions with associated variance

    mean

    the mean vector

    mainAxis

    a sequence of tuples (phi, sigma2) where phi is a unit vector and sigma2 the variance in the direction of phi

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  9. def estimateFromData(samples: Seq[DenseVector[Double]]): MultivariateNormalDistribution
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