multivariate-normal/index.js

Port of NumPy's random.multivariate_normal to Node.JS

"use strict";

Object.defineProperty(exports, "__esModule", {
    value: true
});

var _lodash = require("lodash.isarray");

var _lodash2 = _interopRequireDefault(_lodash);

var _validation = require("./validation.js");

var _distribution = require("./distribution.js");

var _distribution2 = _interopRequireDefault(_distribution);

function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }

var MultivariateNormal = function MultivariateNormal(unvalidatedMean, unvalidatedCov) {
    if (!(0, _lodash2.default)(unvalidatedMean)) {
        throw new Error("mean must be an array");
    }

    var n = unvalidatedMean.length;
    var mean = (0, _validation.validateMean)(unvalidatedMean, n);

    var _validateCovAndGetSVD = (0, _validation.validateCovAndGetSVD)(unvalidatedCov, n),
        cov = _validateCovAndGetSVD.cov,
        svd = _validateCovAndGetSVD.svd;

    return (0, _distribution2.default)(n, mean, cov, svd);
};

exports.default = MultivariateNormal;