Wrapped Bivariate Normal Distribution

A Java implementation of the Wrapped Bivariate Normal distribution on the torus [0, 2π) × [0, 2π).

Overview

The Wrapped Bivariate Normal distribution is useful for modeling circular/angular data in two dimensions, such as:

• Wind directions at different altitudes
• Phase angles in signal processing
• Directional data in circular statistics
• Angular measurements with correlation

Features

• Probability Density Function (PDF) computation with numerical stability
• Random sampling from the distribution
• Circular statistics (means and variances)
• Log-PDF computation for numerical stability
• Correlation support between angular components

Installation

Maven

<dependency>
    <groupId>wrappednormal</groupId>
    <artifactId>wrapped-bivariate-normal</artifactId>
    <version>1.0.0</version>
</dependency>