Clojure library for working with Multivariate Gaussian Distributions
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test/multivariate_gaussian
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README.md
project.clj

README.md

multivariate-gaussian

A Clojure library for working with multivariate Gaussian distributions.

Inspired by week 9 of Andrew Ng's Machine Learning course.

Usage

(use 'multivariate-gaussian.core)
(use 'clojure.core.matrix) ;; Vector arguments should be clojure.core.matrix arrays

(def mu (array [0 0]))
(def sigma (array [[0.2 0] [0 0.2]]))
(def x (array [0.1 0.1]))

(probability mu sigma x)
;; 0.75696

License

Copyright © 2016 Joshua Miller

Distributed under the Eclipse Public License either version 1.0 or (at your option) any later version.