MultivariateNormalVariable

Multivariate normal distribution. Beta version (has not properly tested).

struct MultivariateNormalVariable (

) if (

isFloatingPoint!T

) {

}

Constructors

this this(Slice!(const(T)*) mu, Slice!(T*, 2) sigma, bool chol)
this(Slice!(T*, 2) sigma, bool chol): Constructor computes the Cholesky decomposition of sigma in place without memory allocation. Furthermore it is assumed to be a symmetric matrix, but only the lower/left half is actually accessed.

cholesky bool cholesky(Slice!(T*, 2) m): Compute Cholesky decomposition in place. Only accesses lower/left half of the matrix. Returns false if the matrix is not positive definite.