| Package | Description | 
|---|---|
| org.apache.commons.math3.distribution | Implementations of common discrete and continuous distributions. | 
| org.apache.commons.math3.distribution.fitting | Fitting of parameters against distributions. | 
| org.apache.commons.math3.filter | Implementations of common discrete-time linear filters. | 
| org.apache.commons.math3.linear | Linear algebra support. | 
| Constructor and Description | 
|---|
| MultivariateNormalDistribution(double[] means,
                              double[][] covariances)Creates a multivariate normal distribution with the given mean vector and
 covariance matrix. | 
| MultivariateNormalDistribution(RandomGenerator rng,
                              double[] means,
                              double[][] covariances)Creates a multivariate normal distribution with the given mean vector and
 covariance matrix. | 
| Modifier and Type | Method and Description | 
|---|---|
| void | MultivariateNormalMixtureExpectationMaximization. fit(MixtureMultivariateNormalDistribution initialMixture)Fit a mixture model to the data supplied to the constructor. | 
| void | MultivariateNormalMixtureExpectationMaximization. fit(MixtureMultivariateNormalDistribution initialMixture,
   int maxIterations,
   double threshold)Fit a mixture model to the data supplied to the constructor. | 
| Modifier and Type | Method and Description | 
|---|---|
| void | KalmanFilter. correct(double[] z)Correct the current state estimate with an actual measurement. | 
| void | KalmanFilter. correct(RealVector z)Correct the current state estimate with an actual measurement. | 
| Modifier and Type | Method and Description | 
|---|---|
| RealMatrix | DecompositionSolver. getInverse()Get the pseudo-inverse
 of the decomposed matrix. | 
| DiagonalMatrix | DiagonalMatrix. inverse()Computes the inverse of this diagonal matrix. | 
| DiagonalMatrix | DiagonalMatrix. inverse(double threshold)Computes the inverse of this diagonal matrix. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix)Computes the inverse of the given matrix. | 
| static RealMatrix | MatrixUtils. inverse(RealMatrix matrix,
       double threshold)Computes the inverse of the given matrix. | 
| RealMatrix | DecompositionSolver. solve(RealMatrix b)Solve the linear equation A × X = B for matrices A. | 
| RealVector | DecompositionSolver. solve(RealVector b)Solve the linear equation A × X = B for matrices A. | 
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