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jax.scipy.stats.multivariate_normal.logpdf

jax.scipy.stats.multivariate_normal.logpdf(x, mean, cov)

Log of the multivariate normal probability density function.

LAX-backend implementation of logpdf(). Original docstring below.

xarray_like

Quantiles, with the last axis of x denoting the components.

meanarray_like, optional

Mean of the distribution (default zero)

covarray_like, optional

Covariance matrix of the distribution (default one)

allow_singularbool, optional

Whether to allow a singular covariance matrix. (Default: False)

pdfndarray or scalar

Log of the probability density function evaluated at x

Setting the parameter mean to None is equivalent to having mean

be the zero-vector. The parameter cov can be a scalar, in which case the covariance matrix is the identity times that value, a vector of diagonal entries for the covariance matrix, or a two-dimensional array_like.