Rust implementation of a multivariate normal distribution with WebAssembly bindings.
To build the Rust library normally:
cargo buildTo build the WebAssembly package (requires wasm-pack):
wasm-pack build -t node --release -- --features wasmThis will generate an npm package in the pkg directory that can be published to npm.
use mvn::MultivariateNormal;
let mean = vec![0.0, 0.0];
let cov = vec![1.0, 0.0, 0.0, 1.0];
let mvn = MultivariateNormal::new(mean, cov, 2);
let sample = mvn.sample();After building the WebAssembly package, you can access the distribution from Node.js:
const mvn = require('./mvn/pkg');
const dist = new mvn.MultivariateNormal([0, 0], [1, 0, 0, 1], 2);
console.log(dist.sample());Simple performance benchmarks can be run with:
npm run benchmarkThis compares the WebAssembly implementation with a pure JavaScript fallback located in js/simple_mvn.js.