Have ideas to improve npm?Join in the discussion! »

    multivariate-gaussian

    3.3.1 • Public • Published

    multivariate-gaussian

    Build Status

    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.

    browser support

    Install

    npm i multivariate-gaussian

    DownloadsWeekly Downloads

    6

    Version

    3.3.1

    License

    ISC

    Last publish

    Collaborators

    • avatar