Function multivariate_normal_samples 

pub fn multivariate_normal_samples<R: Rng>(
    mean: &Array1<Float>,
    n_samples: usize,
    rng: &mut R,
) -> Array2<Float>

Generate samples from a multivariate normal distribution

Generates samples from a multivariate normal distribution with specified mean and identity covariance matrix (independent components with unit variance).

Arguments

• mean - Mean vector of the distribution
• n_samples - Number of samples to generate
• rng - Random number generator

Returns

Array of shape (n_samples, n_features) containing the generated samples

Example

use sklears_core::utils::multivariate_normal_samples;
use scirs2_core::ndarray::array;
use scirs2_core::random::rngs::StdRng;
use scirs2_core::random::SeedableRng;

let mean = array![0.0, 1.0];
let mut rng = StdRng::seed_from_u64(42);
let samples = multivariate_normal_samples(&mean, 100, &mut rng);
assert_eq!(samples.shape(), &[100, 2]);