NewDirichlet creates a new dirichlet distribution with the given parameters alpha.

NewNormal creates a new Normal with the given mean and covariance matrix.

NewNormalChol creates a new Normal distribution with the given mean and covariance matrix represented by its Cholesky decomposition.

NewNormalPrecision creates a new Normal distribution with the given mean and precision matrix (inverse of the covariance matrix).

NewStudentsT creates a new StudentsT with the given nu, mu, and sigma parameters.

NewUniform creates a new uniform distribution with the given bounds.

NewUnitUniform creates a new Uniform distribution over the dim-dimensional unit hypercube.

Bhattacharyya is a type for computing the Bhattacharyya distance between probability distributions.

CrossEntropy is a type for computing the cross-entropy between probability distributions.

Dirichlet implements the Dirichlet probability distribution.

Hellinger is a type for computing the Hellinger distance between probability distributions.

KullbackLiebler is a type for computing the Kullback-Leibler divergence from l to r.

Normal is a multivariate normal distribution (also known as the multivariate Gaussian distribution).

StudentsT is a multivariate Student's T distribution.

Uniform represents a multivariate uniform distribution.

Wasserstein is a type for computing the Wasserstein distance between two probability distributions.

LogProber computes the log of the probability of the point x.

Quantiler returns the multi-dimensional inverse cumulative distribution function.

Rander generates a random number according to the distributon.

RandLogProber is both a Rander and a LogProber.