jax.scipy.stats.multivariate_normal.logpdf#
- jax.scipy.stats.multivariate_normal.logpdf(x, mean, cov, allow_singular=None)[source]#
Log of the multivariate normal probability density function.
LAX-backend implementation of
scipy.stats._multivariate.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, default:
[0]) – Mean of the distribution.cov (array_like or Covariance, default:
[1]) – Symmetric positive (semi)definite covariance matrix of the distribution.allow_singular (bool, default:
False) – Whether to allow a singular covariance matrix. This is ignored if cov is a Covariance object.
- Returns:
pdf – Log of the probability density function evaluated at x
- Return type:
ndarray or scalar