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10 changes: 5 additions & 5 deletions multivariate-normal.rkt
Original file line number Diff line number Diff line change
Expand Up @@ -70,12 +70,12 @@
(define L (array->flarray (cholesky covariance)))

(: sample : (Sample [Matrix Flonum]))
(define (sample [samples #f])
(if samples
(for/list: : [Listof [Matrix Flonum]]
(define sample
(case-lambda:
[() (matrix+ mean (matrix* L (base-mvn (square-matrix-size covariance))))]
[(samples) (for/list: : [Listof [Matrix Flonum]]
([i (in-range 0 samples)])
(matrix+ mean (matrix* L (base-mvn (square-matrix-size covariance)))))
(matrix+ mean (matrix* L (base-mvn (square-matrix-size covariance))))))
(matrix+ mean (matrix* L (base-mvn (square-matrix-size covariance)))))]))

sample)

Expand Down