FactorizedDistribution

class FactorizedDistribution<T>(distributions: Collection<NamedDistribution<T>>) : NamedDistribution<T>

A multivariate distribution that has independent distributions for separate axis.

Constructors

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

Functions

probability
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common
open override fun probability(arg: Map<String, T>): Double
A probability value for given argument arg.
sample
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common
open override fun sample(generator: RandomGenerator): Chain<Map<String, T>>
Generates a chain of samples.

Properties

distributions
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common
val distributions: Collection<NamedDistribution<T>>

Sources

common source
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