kmath-stat/space.kscience.kmath.distributions/FactorizedDistribution

FactorizedDistribution

class FactorizedDistribution<T>(distributions: Collection<NamedDistribution<T>>) : NamedDistribution<T>
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A multivariate distribution that has independent distributions for separate axis.

Constructors

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fun <T> FactorizedDistribution(distributions: Collection<NamedDistribution<T>>)
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Functions

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open override fun probability(arg: Map<String, T>): Double
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A probability value for given argument arg. For continuous distributions returns PDF

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open override fun sample(generator: RandomGenerator): Chain<Map<String, T>>
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Generates a chain of samples.

Properties

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val distributions: Collection<NamedDistribution<T>>
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Sources

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