A Clojure library for working with multivariate Gaussian distributions.
Inspired by week 9 of Andrew Ng's Machine Learning course.
(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
Copyright © 2016 Joshua Miller
Distributed under the Eclipse Public License either version 1.0 or (at your option) any later version.