nalgebra-mvn
Multivariate normal distribution using nalgebra.
Example of usage
use ;
use MultivariateNormal;
// specify mean and covariance of our multi-variate normal
let mu = from_row_slice;
let sigma = from_row_slice;
let mvn = from_mean_and_covariance.unwrap;
// input samples are row vectors vertically stacked
let xs = new;
// evaluate the density at each of our samples.
let result = mvn.pdf;
// result is a vector with num samples rows
assert!;
License
Licensed under either of
- Apache License, Version 2.0, (./LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
- MIT license (./LICENSE-MIT or http://opensource.org/licenses/MIT)
at your option.
License: MIT/Apache-2.0