multimin 0.5.1

MultiMin: Multivariate Gaussian fitting

Introducing MultiMin

MultiMin is a Python package designed to provide numerical tools for fitting composed multivariate distributions to data. It is particularly useful for modelling complex multimodal distributions in N-dimensions.

These are the main features of MultiMin:

• Multivariate Fitting: Tools for fitting composed multivariate normal distributions (CMND).
• Visualization: Corner plots and specific visualization utilities.
• Statistical Analysis: Tools for handling covariance matrices and correlations.

Documentation

Full API documentation is available at https://multimin.readthedocs.io.

Installation

From PyPI

MultiMin will be available on PyPI at https://pypi.org/project/multimin/. Once published, you can install it with:

pip install -U multimin

From Sources

You can also install from the GitHub repository:

git clone https://github.com/seap-udea/multimin
cd multimin
pip install .

For development, use an editable installation:

cd multimin
pip install -e .

In Google Colab

If you use Google Colab, you can install MultiMin by executing:

!pip install -U multimin

Quick Start

Getting started with MultiMin is straightforward. Import the package:

import multimin as mn

NOTE: If you are working in Google Colab, load the matplotlib backend before producing plots:

%matplotlib inline

Here is a basic example of how to use MultiMin to fit a 3D distribution composed of 2 Multivariate Normals.

1. Define a true distribution

First, we define a distribution from which we will generate synthetic data. We use a Composed Multivariate Normal Distribution (CMND) with 2 Gaussian components (Ngauss=2) in 3 dimensions (Nvars=3).

import numpy as np
import multimin as mn

# Define parameters for 2 Gaussian components
weights = [0.5, 0.5]
mus = [[1.0, 0.5, -0.5], [1.0, -0.5, +0.5]]
sigmas = [[1, 1.2, 2.3], [0.8, 0.2, 3.3]]
deg = np.pi/180
angles = [
    [10*deg, 30*deg, 20*deg],
    [-20*deg, 0*deg, 30*deg],
] 

# Calculate covariance matrices from rotation angles
Sigmas = mn.Stats.calc_covariance_from_rotation(sigmas, angles)

# Create the CMND object
CMND = mn.ComposedMultiVariateNormal(mus=mus, weights=weights, Sigmas=Sigmas)

2. Generate sample data

We generate 5000 random samples from this distribution to serve as our "observed" data.

np.random.seed(1)
data = CMND.rvs(5000)

3. Visualize the data

We can check the distribution of the generated data using CornerPlot.

import matplotlib.pyplot as plt

# Define properties labels
properties = dict(
    x=dict(label=r"$x$", range=None),
    y=dict(label=r"$y$", range=None),
    z=dict(label=r"$z$", range=None),
)

# Plot the corner plot
G = mn.CornerPlot(properties, figsize=3)
hargs = dict(bins=30, cmap='Spectral_r')
sargs = dict(s=1.2, edgecolor='None', color='r')
hist = G.scatter_plot(data, **sargs)

4. Initialize the Fitter and Run the Fit

We initialize the FitCMND handler with the expected number of Gaussians (2) and variables (3). We then run the fitting procedure.

# Initialize the fitter
F = mn.FitCMND(Ngauss=2, Nvars=3)

# Run the fit (using advance=True for better convergence on complex models)
F.fit_data(data, advance=True)

5. Check and Plot Results

Finally, we visualize the fitted distribution compared to the data.

# Plot the fit result
G = F.plot_fit(
    props=["x", "y", "z"],
    hargs=dict(bins=30, cmap='YlGn'),
    sargs=dict(s=0.2, edgecolor='None', color='r'),
    figsize=3
)

Citation

The numerical tools and codes provided in this package have been developed and tested over several years of scientific research.

If you use MultiMin in your research, please cite:

@software{multimin2026,
  author = {Zuluaga, Jorge I.},
  title = {MultiMin: Multivariate Gaussian fitting},
  year = {2026},
  url = {https://github.com/seap-udea/multimin}
}

What's New

For a detailed list of changes and new features, see WHATSNEW.md.

Authors and Licensing

This project is developed by the Solar, Earth and Planetary Physics Group (SEAP) at Universidad de Antioquia, Medellín, Colombia. The main developers are:

• Jorge I. Zuluaga - [e-mail]

This project is licensed under the GNU Affero General Public License v3.0 (AGPL-3.0) - see the LICENSE file for details.

Contributing

We welcome contributions! If you're interested in contributing to MultiMin, please:

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Submit a pull request

Please read the CONTRIBUTING.md file for more information.