Interface GaussianReference


public interface GaussianReference
Gaussian prior/reference measure used by elliptical slice and pCN updates.
  • Method Summary

    Modifier and Type
    Method
    Description
    diagonal(double[] mean, double[] standardDeviation)
    Independent Gaussian reference parameterized by marginal standard deviations.
    double[]
     
    double[]
     
  • Method Details

    • mean

      double[] mean()
    • random

      double[] random(RandomEngine random)
    • diagonal

      static GaussianReference diagonal(double[] mean, double[] standardDeviation)
      Independent Gaussian reference parameterized by marginal standard deviations.