sweepystats.gaussian.Normal

class sweepystats.gaussian.Normal(mu, sigma)

A class that computes the density and conditional distributions of the multivariate Gaussian using the sweep operation.

__init__(mu, sigma)

Methods

__init__(mu, sigma)
cond_mean(y, yidx)	Computes the conditional expectation E(Z | Y = y) where (Y, Z) is assumed to be jointly Gaussian with mean mu and cov sigma.
cond_var(y, yidx)	Computes the conditional variance Var(Z | Y = y) where (Y, Z) is assumed to be jointly Gaussian with mean mu and cov sigma.
loglikelihood(x[, verbose])	Evaluates the loglikelihood of obsering X=x.