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MultivariateNormal Module

Functions and values

Function or value Description

MultivariateNormal.sample cov random

Full Usage: MultivariateNormal.sample cov random

Parameters:
Returns: unit -> Vector<float<'u>>

Unit-generic multivariate normal sampler

cov : Matrix<float<MeasureProduct<MeasureProduct<'u, 'u>, MeasureOne>>>
random : Random
Returns: unit -> Vector<float<'u>>

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