Crate nalgebra_mvn[−][src]
Multivariate normal distribution using nalgebra.
Example of usage
use nalgebra::{ Vector2, Matrix2, MatrixMN, U2, U3}; use nalgebra_mvn::MultivariateNormal; // specify mean and covariance of our multi-variate normal let mu = Vector2::from_row_slice(&[9.0, 1.0]); let sigma = Matrix2::from_row_slice( &[1.0, 0.0, 0.0, 1.0]); let mvn = MultivariateNormal::from_mean_and_covariance(&mu, &sigma).unwrap(); // input samples are row vectors vertically stacked let xs = MatrixMN::<_,U3,U2>::new( 8.9, 1.0, 9.0, 1.0, 9.1, 1.0, ); // evaluate the density at each of our samples. let result = mvn.pdf(&xs); // result is a vector with num samples rows assert!(result.nrows()==xs.nrows());
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.
Structs
Error | An error |
MultivariateNormal | An |
Enums
ErrorKind | Kind of error |