jax.scipy.stats.multivariate_normal.logpdfΒΆ

jax.scipy.stats.multivariate_normal.logpdf(x, mean, cov, allow_singular=None)[source]ΒΆ

Log of the multivariate normal probability density function.

LAX-backend implementation of logpdf().

In the JAX version, the allow_singular argument is not implemented.

Original docstring below.

Parameters
  • x (array_like) – Quantiles, with the last axis of x denoting the components.

  • mean (array_like, optional) – Mean of the distribution (default zero)

  • cov (array_like, optional) – Covariance matrix of the distribution (default one)

  • allow_singular (bool, optional) – Whether to allow a singular covariance matrix. (Default: False)

Returns

pdf – Log of the probability density function evaluated at x

Return type

ndarray or scalar