Multivariate normal distribution in ndarray-rand

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#582 2 comments 0 reactions 0 assignees View on GitHub

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
25/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
rust
Domain
data

Research direction

Start by reviewing the ndarray-rand crate and the proposed use of ndarray-linalg for Cholesky decomposition. The issue names no files or tests; first establish the desired multivariate-normal API, dependency expectations, and validation coverage, then define completion around a reviewed implementation and tests for the distribution.

Written by the indexing model from the issue text.

Description

enhancement ndarray-rand

Implementing multivariate normal distributions involves a bit of boilerplate, and maybe the use of ndarray-linalg to perform a Cholesky decomposition. Would it be interesting to implement it on the crate's end ? I made a fork and started writing some code.

Dominant language
Rust
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Forks
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