### 13 breaking releases

0.14.0 | Jan 16, 2023 |
---|---|

0.13.0 | May 2, 2022 |

0.12.0 | Jan 2, 2022 |

0.11.0 | Aug 11, 2021 |

0.1.1 | Sep 26, 2019 |

#**647** in Development tools

**1,448** downloads per month

**MIT/Apache**

17KB

277 lines

# nalgebra-mvn

Multivariate normal distribution using nalgebra.

## Example of usage

`use` `nalgebra``::``{` Vector2`,` Matrix2`,` OMatrix`,` `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 `=` `OMatrix``::``<``_`,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.

License: MIT/Apache-2.0

#### Dependencies

~3MB

~57K SLoC