https://github.com/lovasoa/multivariate-gaussian

Multivariate normal distribution density function implemented in javascript
https://github.com/lovasoa/multivariate-gaussian

Last synced: 10 months ago
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Multivariate normal distribution density function implemented in javascript

• Host: GitHub
• URL: https://github.com/lovasoa/multivariate-gaussian
• Owner: lovasoa
• Created: 2016-12-15T20:08:37.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2016-12-20T12:50:28.000Z (about 9 years ago)
• Last Synced: 2025-03-19T01:59:43.002Z (10 months ago)
• Language: JavaScript
• Homepage:
• Size: 16.6 KB
• Stars: 3
• Watchers: 2
• Forks: 4
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# multivariate-gaussian

[![Build Status](https://travis-ci.org/lovasoa/multivariate-gaussian.svg?branch=master)](https://travis-ci.org/lovasoa/multivariate-gaussian)

Multivariate normal distribution density function implemented in javascript

## How to use

```js

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.

[![browser support](https://ci.testling.com/lovasoa/multivariate-gaussian.png)

](https://ci.testling.com/lovasoa/multivariate-gaussian)