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