Skip to contents

\(N(m, V)\) on \(\mathbb{R}^d\). As a mixing measure over the mean of a gaussian_family() with covariance \(\Sigma\), it induces the mixture \(N(m, \Sigma + V)\) in closed form.

print() shows the mean and covariance, summarising the covariance by its size above eight dimensions.

Usage

gaussian_dist(mean, cov)

Arguments

mean

Numeric mean vector.

cov

Covariance matrix, symmetric positive definite.

Value

A gaussian_dist.

Examples

fam <- gaussian_family(d = 2L)
prior <- gaussian_dist(mean = c(0, 0), cov = diag(2))
log_density(fam(prior), c(0.5, 0.5))
#> [1] -2.656024