bayespy.utils.random.gaussian_logpdf¶

bayespy.utils.random.gaussian_logpdf(yVy, yVmu, muVmu, logdet_V, D)[source]¶

Log-density of a Gaussian distribution.

$\mathcal{G}(\mathbf{y}|\boldsymbol{\mu},\mathbf{V}^{-1})$

Parameters:

yVy (ndarray or double) – $\mathbf{y}^T\mathbf{Vy}$
yVmu (ndarray or double) – $\mathbf{y}^T\mathbf{V}\boldsymbol{\mu}$
muVmu (ndarray or double) – $\boldsymbol{\mu}^T\mathbf{V}\boldsymbol{\mu}$
logdet_V (ndarray or double) – Log-determinant of the precision matrix, $\log|\mathbf{V}|$ .
D (int) – Dimensionality of the distribution.