multivariate-normal-distribution.st

numberOfPoints := 10000.
scale := 30.
pointExtent := 2@2.

color1 := Color fromString: '3288BD'.
color2 := Color fromString: 'D53E4F'.

mu1 := #(1 0) asPMVector.
mu2 := #(-1.5 -1) asPMVector.

sigma1 := PMMatrix rows: #(
	(0.5 1)
	(1 3)).
	
sigma2 := PMMatrix rows: #(
	(1 0.8)
	(0.8 1)).

dist1 := PMMultivariateNormalDistribution
	meanVector: mu1
	covarianceMatrix: sigma1.
	
dist2 := PMMultivariateNormalDistribution
	meanVector: mu2
	covarianceMatrix: sigma2.
	
data1 := (1 to: numberOfPoints) collect: [ :i | dist1 random ].
data2 := (1 to: numberOfPoints) collect: [ :i | dist2 random ].

canvas := RSCanvas new.

data1 do: [ :each |	
	canvas add: (RSEllipse new
		extent: pointExtent;
		x: each first * scale;
		y: each second * scale;
		color: color1;
		yourself) ].

data2 do: [ :each |	
	canvas add: (RSEllipse new
		extent: pointExtent;
		x: each first * scale;
		y: each second * scale;
		color: color2;
		yourself) ].

canvas open