Class Factor

Contains commonly used factor methods.

Inheritance
Object
Factor
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Factors
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
[Quality(QualityBand.Stable)]
public static class Factor

Methods

AllTrue(IList<Boolean>)

True if all array elements are true.

Declaration
public static bool AllTrue(IList<bool> array)
Parameters
Type Name Description
IList<Boolean> array
Returns
Type Description
Boolean

AND_i array[i]

And(Boolean, Boolean)

Logical and of two booleans

Declaration
public static bool And(bool a, bool b)
Parameters
Type Name Description
Boolean a

First bool
Boolean b

Second bool
Returns
Type Description
Boolean

a&b

AreEqual(Boolean, Boolean)

Test if two booleans are equal.

Declaration
public static bool AreEqual(bool a, bool b)
Parameters
Type Name Description
Boolean a

First bool
Boolean b

Second bool
Returns
Type Description
Boolean

True if a==b.

AreEqual(Double, Double)

Test if two doubles are equal.

Declaration
public static bool AreEqual(double a, double b)
Parameters
Type Name Description
Double a

First double
Double b

Second double
Returns
Type Description
Boolean

True if a==b.

AreEqual(Int32, Int32)

Test if two integers are equal.

Declaration
public static bool AreEqual(int a, int b)
Parameters
Type Name Description
Int32 a

First integer
Int32 b

Second integer
Returns
Type Description
Boolean

True if a==b.

AreEqual(String, String)

Tests if two strings are equal.

Declaration
public static bool AreEqual(string str1, string str2)
Parameters
Type Name Description
String str1

The first string.
String str2

The second string.
Returns
Type Description
Boolean

true if the strings are equal, false otherwise.

ArrayFromVector(Vector)

Convert a Vector into an array of doubles.

Declaration
[ParameterNames(new string[]{"array", "vector"})]
public static double[] ArrayFromVector(Vector vector)
Parameters
Type Name Description
Vector vector
Returns
Type Description
Double[]

A new array

Bernoulli(Double)

Sample from a Bernoulli distribution.

Declaration
[ParameterNames(new string[]{"sample", "probTrue"})]
public static bool Bernoulli(double probTrue)
Parameters
Type Name Description
Double probTrue

The probability that the result is true.
Returns
Type Description
Boolean

A random boolean value.

BernoulliFromBoolean(Boolean, Double, Double)

Sample from one of two Bernoulli distributions. This factor is DEPRECATED. Use Gates instead.

Declaration
[Obsolete("Use Gates instead")]
[ParameterNames(new string[]{"sample", "choice", "probTrue0", "probTrue1"})]
public static bool BernoulliFromBoolean(bool choice, double probTrueElseChoice, double probTrueIfChoice)
Parameters
Type Name Description
Boolean choice

Indicates which distribution to sample from.
Double probTrueElseChoice

The probability that the result is true, if choice is false.
Double probTrueIfChoice

The probability that the result is true, if choice is true.
Returns
Type Description
Boolean

A random boolean value.

BernoulliFromBoolean(Boolean, Double[])

Sample from one of two Bernoulli distributions. This factor is DEPRECATED. Use Gates instead.

Declaration
[ParameterNames(new string[]{"sample", "choice", "probTrue"})]
[Obsolete("Use Gates instead")]
public static bool BernoulliFromBoolean(bool choice, params double[] probTrue)
Parameters
Type Name Description
Boolean choice

Indicates which distribution to sample from.
Double[] probTrue

The probability that the result is true, for each choice.
Returns
Type Description
Boolean

A random boolean value.

BernoulliFromDiscrete(Int32, Double[])

Sample from one of many Bernoulli distributions. This factor is DEPRECATED. Use Gates instead.

Declaration
[ParameterNames(new string[]{"sample", "index", "probTrue"})]
[Obsolete("Use Gates instead")]
public static bool BernoulliFromDiscrete(int index, params double[] probTrue)
Parameters
Type Name Description
Int32 index

The index of the distribution to sample from.
Double[] probTrue

The probability that the result is true, for each index.
Returns
Type Description
Boolean

A random boolean value.

BernoulliFromLogOdds(Double)

Sample from a Bernoulli distribution with specified log odds

Declaration
[ParameterNames(new string[]{"sample", "logOdds"})]
public static bool BernoulliFromLogOdds(double logOdds)
Parameters
Type Name Description
Double logOdds
Returns
Type Description
Boolean

BetaFromMeanAndTotalCount(Double, Double)

Sample from a Beta distribution

Declaration
[ParameterNames(new string[]{"prob", "mean", "totalCount"})]
public static double BetaFromMeanAndTotalCount(double mean, double totalCount)
Parameters
Type Name Description
Double mean

Mean of the distribution.
Double totalCount

Total count (precision) of the distribution.
Returns
Type Description
Double

A sample from the distribution, i.e. a value in [0,1].

Char(Vector)

Samples a character from a given probability distribution over characters.

Declaration
[ParameterNames(new string[]{"character", "probabilities"})]
public static char Char(Vector probabilities)
Parameters
Type Name Description
Vector probabilities

A vector storing probabilities of individual characters.
Returns
Type Description
Char

The sampled character.

Concat(Char, String)

Concatenates a character and a string.

Declaration
[ParameterNames(new string[]{"concat", "ch", "str"})]
public static string Concat(char ch, string str)
Parameters
Type Name Description
Char ch

The character.
String str

The string.
Returns
Type Description
String

The concatenation result.

Concat(IList<Vector>)

Declaration
public static Vector Concat(IList<Vector> array)
Parameters
Type Name Description
IList<Vector> array
Returns
Type Description
Vector

Concat(String, Char)

Concatenates a string and a character.

Declaration
[ParameterNames(new string[]{"concat", "str", "ch"})]
public static string Concat(string str, char ch)
Parameters
Type Name Description
String str

The string.
Char ch

The character.
Returns
Type Description
String

The concatenation result.

Concat(String, String)

Concatenates given strings.

Declaration
[ParameterNames(new string[]{"concat", "str1", "str2"})]
public static string Concat(string str1, string str2)
Parameters
Type Name Description
String str1

The first string.
String str2

The second string.
Returns
Type Description
String

The concatenation result.

CountTrue(Boolean[])

Count the number of true values in the given boolean array.

Declaration
[ParameterNames(new string[]{"count", "array"})]
public static int CountTrue(bool[] array)
Parameters
Type Name Description
Boolean[] array

The array of booleans.
Returns
Type Description
Int32

Number of true values in the given array.

Difference(Double, Double)

Returns the difference of the two arguments: (a - b).

Declaration
public static double Difference(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

a-b

Difference(Int32, Int32)

Returns the difference of the two arguments: (a - b).

Declaration
public static int Difference(int a, int b)
Parameters
Type Name Description
Int32 a
Int32 b
Returns
Type Description
Int32

a-b

DirichletFromMeanAndTotalCount(Vector, Double)

Sample from a Dirichlet distribution

Declaration
[ParameterNames(new string[]{"prob", "mean", "totalCount"})]
public static Vector DirichletFromMeanAndTotalCount(Vector mean, double totalCount)
Parameters
Type Name Description
Vector mean

Mean of the distribution.
Double totalCount

Total count (precision) of the distribution.
Returns
Type Description
Vector

A sample from the distribution, a probability vector.

DirichletSymmetric(Int32, Double)

Sample from a symmetric Dirichlet distribution Dir(alpha,...,alpha)

Declaration
[ParameterNames(new string[]{"prob", "K", "alpha"})]
public static Vector DirichletSymmetric(int K, double alpha)
Parameters
Type Name Description
Int32 K

Dimension of the distribution.
Double alpha

The hyperparameter.
Returns
Type Description
Vector

A sample from the distribution, a probability vector.

Discrete(Vector)

Sample from a discrete distribution.

Declaration
[ParameterNames(new string[]{"sample", "probs"})]
public static int Discrete(Vector probs)
Parameters
Type Name Description
Vector probs

The probability of each outcome.
Returns
Type Description
Int32

A random integer from 0 to probs.Length-1

Discrete(Int32, Matrix)

Sample from one of several discrete distributions.

Declaration
[ParameterNames(new string[]{"sample", "selector", "probs"})]
public static int Discrete(int selector, Matrix probs)
Parameters
Type Name Description
Int32 selector

Integer selecting which row of probs to sample from.
Matrix probs

Matrix holding discrete distributions as rows.
Returns
Type Description
Int32

DiscreteFromStickBreaking(Double[])

Sample from a stick breaking distribution

Declaration
[ParameterNames(new string[]{"c", "v"})]
public static int DiscreteFromStickBreaking(double[] v)
Parameters
Type Name Description
Double[] v

Stick lengths. The last value is ignored.
Returns
Type Description
Int32

A random integer in 0..(v.Length-1)

DiscreteUniform(Int32)

Sample from a uniform discrete distribution

Declaration
[ParameterNames(new string[]{"sample", "size"})]
public static int DiscreteUniform(int size)
Parameters
Type Name Description
Int32 size

The dimension of the distribution (how many possibke distinct values
Returns
Type Description
Int32

A random integer from 0 to size-1

Double(Int32)

Convert an integer to a double-precision value

Declaration
public static double Double(int integer)
Parameters
Type Name Description
Int32 integer
Returns
Type Description
Double

FunctionEvaluate(IFunction, Vector)

Function evaluate factor

Declaration
[ParameterNames(new string[]{"y", "func", "x"})]
public static double FunctionEvaluate(IFunction func, Vector x)
Parameters
Type Name Description
IFunction func

Function
Vector x

Function input
Returns
Type Description
Double

Function output

GammaFromShapeAndRate(Double, Double)

Sample from a Gamma with specified shape and scale

Declaration
[ParameterNames(new string[]{"sample", "shape", "rate"})]
public static double GammaFromShapeAndRate(double shape, double rate)
Parameters
Type Name Description
Double shape
Double rate
Returns
Type Description
Double

Gaussian(Double, Double)

Sample from a Gaussian distribution.

Declaration
[ParameterNames(new string[]{"sample", "mean", "precision"})]
public static double Gaussian(double mean, double precision)
Parameters
Type Name Description
Double mean

The mean of the distribution.
Double precision

The precision of the distribution. The variance will be 1/precision.
Returns
Type Description
Double

A random real number.

GaussianArrayArray(Int32, Double[], out Int32[][])

Generate a jagged array of Gaussian random variables.

Declaration
[ParameterNames(new string[]{"samples", "sampleCount", "precisions", "indices"})]
public static double[][] GaussianArrayArray(int sampleCount, double[] precisions, out int[][] indices)
Parameters
Type Name Description
Int32 sampleCount
Double[] precisions
Int32[][] indices
Returns
Type Description
Double[][]

GaussianFromMeanAndVariance(Double, Double)

Sample from a Gaussian distribution.

Declaration
[ParameterNames(new string[]{"sample", "mean", "variance"})]
public static double GaussianFromMeanAndVariance(double mean, double variance)
Parameters
Type Name Description
Double mean

The mean of the distribution.
Double variance

The variance of the distribution. The precision will be 1/variance.
Returns
Type Description
Double

A random real number.

InnerProduct(Double[], Vector)

Returns the inner product between two vectors.

Declaration
[ParameterNames(new string[]{"X", "A", "B"})]
public static double InnerProduct(double[] a, Vector b)
Parameters
Type Name Description
Double[] a
Vector b
Returns
Type Description
Double

sum_i a[i]*b[i]

InnerProduct(Double[], Double[])

Returns the inner product between two vectors.

Declaration
public static double InnerProduct(double[] a, double[] b)
Parameters
Type Name Description
Double[] a
Double[] b
Returns
Type Description
Double

sum_i a[i]*b[i]

IsBetween(Double, Double, Double)

Test if a number is between two bounds.

Declaration
public static bool IsBetween(double x, double lowerBound, double upperBound)
Parameters
Type Name Description
Double x

Any number besides NaN.
Double lowerBound

Any number besides NaN.
Double upperBound

Any number besides NaN.
Returns
Type Description
Boolean

True if (lowerBound <= x) and (x < upperBound)

IsGreaterThan(Double, Double)

Test if A is greater than B.

Declaration
public static bool IsGreaterThan(double a, double b)
Parameters
Type Name Description
Double a

First number
Double b

Second number
Returns
Type Description
Boolean

True if a > b

IsGreaterThan(Int32, Int32)

Test if A is greater than B.

Declaration
public static bool IsGreaterThan(int a, int b)
Parameters
Type Name Description
Int32 a

First number
Int32 b

Second number
Returns
Type Description
Boolean

True if a > b

IsGreaterThan(UInt32, UInt32)

Test if A is greater than B.

Declaration
public static bool IsGreaterThan(uint a, uint b)
Parameters
Type Name Description
UInt32 a

First number
UInt32 b

Second number
Returns
Type Description
Boolean

True if a > b

IsPositive(Double)

Test if a real number is positive.

Declaration
public static bool IsPositive(double x)
Parameters
Type Name Description
Double x

Any number besides NaN.
Returns
Type Description
Boolean

True if x>0.

MatrixMultiply(Double[,], Double[,])

Returns the product of two matrices.

Declaration
public static double[, ] MatrixMultiply(double[, ] A, double[, ] B)
Parameters
Type Name Description
Double[,] A

A two-dimensional array indexed by [row,col].
Double[,] B

A two-dimensional array indexed by [row,col].
Returns
Type Description
Double[,]

A two-dimensional array indexed by [row,col].

MaxOfOthers(Double[])

Compute an array where maxOfOthers[i] = max(array except i)

Declaration
public static double[] MaxOfOthers(double[] array)
Parameters
Type Name Description
Double[] array
Returns
Type Description
Double[]

MultinomialList(Int32, Vector)

Sample from a Multinomial distribution with specified probabilities and number of trials.

Declaration
[ParameterNames(new string[]{"sample", "trialCount", "p"})]
public static IList<int> MultinomialList(int trialCount, Vector probs)
Parameters
Type Name Description
Int32 trialCount

Number of trials, >= 0
Vector probs

Must sum to 1
Returns
Type Description
IList<Int32>

A list of length probs.Count of integers between 0 and trialCount, whose sum is trialCount.

Negate(Int32)

Returns the negation of the argument.

Declaration
public static int Negate(int a)
Parameters
Type Name Description
Int32 a
Returns
Type Description
Int32

Not(Boolean)

Negate a boolean

Declaration
public static bool Not(bool b)
Parameters
Type Name Description
Boolean b

The bool
Returns
Type Description
Boolean

The negation of a boolean argument

Or(Boolean, Boolean)

Logical or of two booleans

Declaration
public static bool Or(bool a, bool b)
Parameters
Type Name Description
Boolean a

First bool
Boolean b

Second bool
Returns
Type Description
Boolean

a|b

Plus(Vector, Vector)

Returns the sum of the two arguments: (a + b).

Declaration
[ParameterNames(new string[]{"Sum", "A", "B"})]
public static Vector Plus(Vector a, Vector b)
Parameters
Type Name Description
Vector a
Vector b
Returns
Type Description
Vector

a+b

Plus(Double, Double)

Returns the sum of the two arguments: (a + b).

Declaration
[ParameterNames(new string[]{"Sum", "A", "B"})]
public static double Plus(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

a+b

Plus(Int32, Int32)

Returns the sum of the two arguments: (a + b).

Declaration
[ParameterNames(new string[]{"Sum", "A", "B"})]
public static int Plus(int a, int b)
Parameters
Type Name Description
Int32 a
Int32 b
Returns
Type Description
Int32

a+b

Poisson(Double)

Sample from a Poisson distribution with a specified mean

Declaration
[ParameterNames(new string[]{"sample", "mean"})]
public static int Poisson(double mean)
Parameters
Type Name Description
Double mean

The mean of the Poisson distribution
Returns
Type Description
Int32

An integer sample >= 0

Product(Matrix, Vector)

Multiply matrix times vector

Declaration
public static Vector Product(Matrix a, Vector b)
Parameters
Type Name Description
Matrix a
Vector b
Returns
Type Description
Vector

sum_j a[i,j]*b[j]

Product(PositiveDefiniteMatrix, Double)

Multiply posdef matrix times scalar

Declaration
public static PositiveDefiniteMatrix Product(PositiveDefiniteMatrix a, double b)
Parameters
Type Name Description
PositiveDefiniteMatrix a
Double b
Returns
Type Description
PositiveDefiniteMatrix

a[i,j]*b

Product(Vector, Double)

Multiply vector times scalar

Declaration
public static Vector Product(Vector a, double b)
Parameters
Type Name Description
Vector a
Double b
Returns
Type Description
Vector

a[i]*b

Product(Double, PositiveDefiniteMatrix)

Multiply scalar times posdef matrix

Declaration
public static PositiveDefiniteMatrix Product(double a, PositiveDefiniteMatrix b)
Parameters
Type Name Description
Double a
PositiveDefiniteMatrix b
Returns
Type Description
PositiveDefiniteMatrix

a*b[i,j]

Product(Double, Double)

Returns the product of the two arguments a * b.

Declaration
public static double Product(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

a*b

Product(Double[,], Vector)

Multiply matrix times vector

Declaration
public static Vector Product(double[, ] a, Vector b)
Parameters
Type Name Description
Double[,] a
Vector b
Returns
Type Description
Vector

sum_j a[i,j]*b[j]

Product(Int32, Int32)

Returns the product of the two arguments a * b.

Declaration
public static int Product(int a, int b)
Parameters
Type Name Description
Int32 a
Int32 b
Returns
Type Description
Int32

a*b

Product_SHG09(Double, Double)

Returns the product of the two arguments a * b.

Declaration
[ParameterNames(new string[]{"Product", "A", "B"})]
public static double Product_SHG09(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

a*b

ProductExp(Double, Double)

Returns the product a * exp(b).

Declaration
public static double ProductExp(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

Random<DomainType>(Sampleable<DomainType>)

Random factor - samples from a given distribution

Declaration
public static DomainType Random<DomainType>(Sampleable<DomainType> dist)
Parameters
Type Name Description
Sampleable<DomainType> dist

Distribution to sample from
Returns
Type Description
DomainType

Sample
Type Parameters
Name Description
DomainType

Domain type

Ratio(Double, Double)

Returns the ratio of the two arguments a / b.

Declaration
public static double Ratio(double a, double b)
Parameters
Type Name Description
Double a
Double b
Returns
Type Description
Double

a-b

Rotate(Double, Double, Double)

Rotate a 2D vector about the origin

Declaration
public static Vector Rotate(double x, double y, double angle)
Parameters
Type Name Description
Double x

First coordinate of vector
Double y

Second coordinate of vector
Double angle

Counter-clockwise rotation angle in radians
Returns
Type Description
Vector

The rotated vector

Single(String)

If a given string contains a single character, extracts the character, otherwise fails.

Declaration
[ParameterNames(new string[]{"character", "str"})]
public static char Single(string str)
Parameters
Type Name Description
String str

The string.
Returns
Type Description
Char

The extracted character.

String(Int32, DiscreteChar)

Samples a string from a uniform distribution over strings of length greater or equal to a given one, with characters restricted to the support of a given distribution.

Declaration
[ParameterNames(new string[]{"str", "minLength", "allowedChars"})]
public static string String(int minLength, DiscreteChar allowedChars)
Parameters
Type Name Description
Int32 minLength

The minimum length of a string.
DiscreteChar allowedChars

The distribution specifying allowed string characters.
Returns
Type Description
String

The sampled string.
Remarks

The method always throws InvalidOperationException since the distribution is improper.

String(Int32, Int32, DiscreteChar)

Samples a string from a uniform distribution over strings of length within given bounds, with characters restricted to the support of a given distribution.

Declaration
[ParameterNames(new string[]{"str", "minLength", "maxLength", "allowedChars"})]
public static string String(int minLength, int maxLength, DiscreteChar allowedChars)
Parameters
Type Name Description
Int32 minLength

The minimum length of a string.
Int32 maxLength

The maximum length of a string.
DiscreteChar allowedChars

The distribution specifying allowed string characters.
Returns
Type Description
String

The sampled string.

StringCapitalized(Int32)

Samples a string from Capitalized(Int32, Nullable<Int32>, Boolean) with a specified minimum string length.

Declaration
[ParameterNames(new string[]{"str", "minLength"})]
public static string StringCapitalized(int minLength)
Parameters
Type Name Description
Int32 minLength

The minimum length of a string.
Returns
Type Description
String

The sampled string.
Remarks

The method always throws InvalidOperationException since the distribution is improper.

StringCapitalized(Int32, Int32)

Samples a string from Capitalized(Int32, Nullable<Int32>, Boolean) with a specified minimum and maximum string length.

Declaration
[ParameterNames(new string[]{"str", "minLength", "maxLength"})]
public static string StringCapitalized(int minLength, int maxLength)
Parameters
Type Name Description
Int32 minLength

The minimum length of a string.
Int32 maxLength

The maximum length of a string.
Returns
Type Description
String

The sampled string.

StringFormat(String, String[])

Replaces argument placeholders such as {0}, {1} etc with arguments having the corresponding index, similar to what Format(String, Object[]) does.

Declaration
[ParameterNames(new string[]{"str", "format", "args"})]
public static string StringFormat(string format, string[] args)
Parameters
Type Name Description
String format

The string with argument placeholders.
String[] args

The array of arguments.
Returns
Type Description
String

format with argument placeholders replaced by arguments.
Remarks

This method has the following notable differences from Format(String, Object[]):

    Placeholder for each of the arguments must be present in the format string exactly once. No braces are allowed except for those used to specify placeholders.

    StringFromArray(Char[])

    Converts a given character array to a string.

    Declaration
    [ParameterNames(new string[]{"str", "characters"})]
public static string StringFromArray(char[] characters)
    Parameters
    Type Name Description
    Char[] characters

    The character array to convert.
    Returns
    Type Description
    String

    A string made of characters in the array.

    StringOfLength(Int32, DiscreteChar)

    Samples a string from a uniform distribution over strings of a given length, with characters restricted to the support of a given distribution.

    Declaration
    [ParameterNames(new string[]{"str", "length", "allowedChars"})]
public static string StringOfLength(int length, DiscreteChar allowedChars)
    Parameters
    Type Name Description
    Int32 length

    The length of a string.
    DiscreteChar allowedChars

    The distribution specifying allowed string characters.
    Returns
    Type Description
    String

    The sampled string.

    Substring(String, Int32, Int32)

    Extracts a substring from a given string.

    Declaration
    [ParameterNames(new string[]{"sub", "str", "start", "length"})]
public static string Substring(string str, int start, int length)
    Parameters
    Type Name Description
    String str

    The string.
    Int32 start

    The start index of the substring.
    Int32 length

    The length of the substring.
    Returns
    Type Description
    String

    The extracted substring.

    Sum(IList<Vector>)

    Sums the specified list of vectors.

    Declaration
    public static Vector Sum(IList<Vector> array)
    Parameters
    Type Name Description
    IList<Vector> array

    The list of vectors.
    Returns
    Type Description
    Vector

    The sum over all vectors in the array.

    Sum(IList<Double>)

    Sum the numbers in an array.

    Declaration
    public static double Sum(IList<double> array)
    Parameters
    Type Name Description
    IList<Double> array
    Returns
    Type Description
    Double

    sum_i array[i]

    Sum(IList<Int32>)

    Sum the numbers in an array.

    Declaration
    public static int Sum(IList<int> array)
    Parameters
    Type Name Description
    IList<Int32> array
    Returns
    Type Description
    Int32

    sum_i array[i]

    SumExcept(Double[], Int32)

    Sum the numbers in an array, excluding one index.

    Declaration
    public static double SumExcept(double[] array, int index)
    Parameters
    Type Name Description
    Double[] array
    Int32 index
    Returns
    Type Description
    Double

    TruncatedGammaFromShapeAndRate(Double, Double, Double, Double)

    Sample from a Gamma with specified shape and scale

    Declaration
    [ParameterNames(new string[]{"sample", "shape", "rate", "lowerBound", "upperBound"})]
public static double TruncatedGammaFromShapeAndRate(double shape, double rate, double lowerBound, double upperBound)
    Parameters
    Type Name Description
    Double shape
    Double rate
    Double lowerBound
    Double upperBound
    Returns
    Type Description
    Double

    UniformPlusMinus(Double)

    Generate a real number uniformly between [-upperBound,upperBound]

    Declaration
    [ParameterNames(new string[]{"sample", "upperBound"})]
public static double UniformPlusMinus(double upperBound)
    Parameters
    Type Name Description
    Double upperBound
    Returns
    Type Description
    Double

    VectorGaussian(Vector, PositiveDefiniteMatrix)

    Sample from a VectorGaussian distribution.

    Declaration
    [ParameterNames(new string[]{"sample", "mean", "precision"})]
public static Vector VectorGaussian(Vector mean, PositiveDefiniteMatrix precision)
    Parameters
    Type Name Description
    Vector mean

    The mean vector of the distribution.
    PositiveDefiniteMatrix precision

    The precision matrix of the distribution. The variance matrix will be inv(precision).
    Returns
    Type Description
    Vector

    A random real vector.