nalgebra-mvn

使用nalgebra实现多元正态分布。

使用示例

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());

许可证

根据您的选择许可如下：

• Apache许可证2.0版（./LICENSE-APACHE或http://www.apache.org/licenses/LICENSE-2.0）
• MIT许可证（./LICENSE-MIT或http://opensource.org/licenses/MIT）

。

许可证：MIT/Apache-2.0