{"id":20526389,"url":"https://github.com/powerbroker2/multivariatenormal","last_synced_at":"2026-02-03T04:08:37.195Z","repository":{"id":98990603,"uuid":"485142696","full_name":"PowerBroker2/MultivariateNormal","owner":"PowerBroker2","description":"Arduino library for sampling from a multivariate normal distribution","archived":false,"fork":false,"pushed_at":"2022-05-06T00:32:39.000Z","size":20,"stargazers_count":2,"open_issues_count":0,"forks_count":1,"subscribers_count":2,"default_branch":"main","last_synced_at":"2025-01-16T11:27:02.525Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"lgpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/PowerBroker2.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-04-24T21:18:39.000Z","updated_at":"2023-10-18T02:22:53.000Z","dependencies_parsed_at":"2023-04-25T14:12:20.647Z","dependency_job_id":null,"html_url":"https://github.com/PowerBroker2/MultivariateNormal","commit_stats":null,"previous_names":[],"tags_count":2,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/PowerBroker2%2FMultivariateNormal","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/PowerBroker2%2FMultivariateNormal/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/PowerBroker2%2FMultivariateNormal/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/PowerBroker2%2FMultivariateNormal/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/PowerBroker2","download_url":"https://codeload.github.com/PowerBroker2/MultivariateNormal/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":242133430,"owners_count":20077095,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-15T23:13:58.943Z","updated_at":"2026-02-03T04:08:37.189Z","avatar_url":"https://github.com/PowerBroker2.png","language":"C++","funding_links":[],"categories":[],"sub_categories":[],"readme":"# MultivariateNormal\n[![GitHub version](https://badge.fury.io/gh/PowerBroker2%2FMultivariateNormal.svg)](https://badge.fury.io/gh/PowerBroker2%2FMultivariateNormal) [![arduino-library-badge](https://www.ardu-badge.com/badge/MultivariateNormal.svg?)](https://www.ardu-badge.com/MultivariateNormal)\u003cbr /\u003e\u003cbr /\u003e\nArduino library for sampling from and evaluating points in a multivariate normal distribution\n\n# API:\nExample initialization:\n```C++\nVector2d mean;\nmean \u003c\u003c 0,\n        0;\n\nMatrix2d covar;\ncovar \u003c\u003c 10, 0,\n          0, 1;\n\nEigenMultivariateNormal\u003cdouble, 2\u003e multVNorm(mean, covar);\n```\n\nTo take N number of samples from the distribution (Note that the distribution has M number of dimensions):\n```C++\nMatrix\u003cdouble, N, M\u003e samples = multVNorm.samples(N).transpose();\n```\n\nTo evaluate the probability of a given vector against the distribution:\n```C++\ndouble prob = multVNorm.eval(vector);\n```\n\n# Credit:\n[https://github.com/beniz/eigenmvn](https://github.com/beniz/eigenmvn)\n[https://stackoverflow.com/a/41548972/9860973](https://stackoverflow.com/a/41548972/9860973)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fpowerbroker2%2Fmultivariatenormal","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fpowerbroker2%2Fmultivariatenormal","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fpowerbroker2%2Fmultivariatenormal/lists"}