Class: Distrb::Multivariate::Normal

Inherits:

Distribution

• Object
• Distribution
• Distrb::Multivariate::Normal

Defined in:

lib/distrb/multivariate/normal.rb

Overview

Normal distribution See: en.wikipedia.org/wiki/Multivariate_normal_distribution

Defined Under Namespace

Classes: TransformIndependentSamples

Instance Attribute Summary

• #sampler ⇒ Object readonly

  Returns the value of attribute sampler.

Instance Method Summary

• #initialize(mean, covariance = nil) ⇒ Normal constructor

  A new instance of Normal.

Methods inherited from Distribution

#sample

Constructor Details

#initialize(mean, covariance = nil) ⇒ Normal

Returns a new instance of Normal.

# File 'lib/distrb/multivariate/normal.rb', line 14

def initialize mean, covariance = nil
  @sampler = TransformIndependentSamples.new mean, covariance
end

Instance Attribute Details

#sampler ⇒ Object (readonly)

Returns the value of attribute sampler.

# File 'lib/distrb/multivariate/normal.rb', line 12

def sampler
  @sampler
end