jax.scipy.stats.multivariate_normal.pdf

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jax.scipy.stats.multivariate_normal.pdf#

jax.scipy.stats.multivariate_normal.pdf(x, mean, cov)[source]#

Multivariate normal probability density function.

LAX-backend implementation of scipy.stats._multivariate.pdf().

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 – Probability density function evaluated at x

Return type:

ndarray or scalar