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Multivariate gaussian distribution

Open ncharchut opened this issue 5 years ago • 1 comments

This includes the multivariate gaussian distribution, including sampling and score methods, which were both accounted for in unit tests.

ncharchut avatar Jul 23 '19 04:07 ncharchut

One of the reasons why the build is failing is because metaprob.distributions gets compiled as both Clojure and ClojureScript, and this new distribution uses functions from Incanter which is JVM-only. You'll want to use reader conditionals to either provide an alternate ClojureScript implementation or to mark metaprob.distributions/multivariate-gaussian as being Clojure-only (see metaprob.distributions/gamma and metaprob.distributions/beta for examples of how to do that).

zane avatar Jul 23 '19 07:07 zane