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)