11 #ifndef GAUSSIANDISTRIBUTION_H
12 #define GAUSSIANDISTRIBUTION_H
50 bool cov_is_factor=
false);
87 return "GaussianDistribution";
106 #endif // GAUSSIANDISTRIBUTION_H
107 #endif // HAVE_EIGEN3
virtual ~CGaussianDistribution()
A base class for representing n-dimensional probability distribution over the real numbers (64bit) fo...
virtual SGVector< float64_t > log_pdf_multiple(SGMatrix< float64_t > samples) const
Dense version of the well-known Gaussian probability distribution, defined as .
SGVector< float64_t > m_mean
SGMatrix< float64_t > m_L
virtual SGVector< float64_t > sample() const
virtual const char * get_name() const