multivariate-gaussian
v3.1.0 multivariate Gaussian normal distribution density probability n-dimensional nd multidimensional and 5 more...
multivariate-gaussian
Multivariate normal distribution density function implemented in javascript
How to use
var Gaussian = require('multivariate-gaussian');
var distribution_parameters = {
// n*n covariance matrix
sigma : [[1, 0.5], [0.5, 1]],
// n-dimensional mean vector
mu : [0, 0]
}
var my_gaussian = new Gaussian(distribution_parameters);
my_gaussian.density([0, 0]); // Returns the value of the density function at (0,0)
Tests
You can run tests with npm test
in the main folder of this repo.
This library uses standard ES5 syntax, and works in all versions node and in the browser.
npm i [email protected]
Metadata
- ISC
- Whatever
- Ophir LOJKINE
- released 12/19/2016