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.