multinormal distribution

TG girodt at gmail.com
Fri Jul 7 04:51:02 EDT 2006


hi there.

I'm struggling with a function of numpy. Here it is :


import numpy as NP
mean = NP.array([0,0])
cov = NP.array([[1,0.25],[0.25,1]])
v = NP.random.multivariate_normal(mean,cov)

Quite simple code : it is supposed to generate an array of two random
values taken from a multinormal distribution, with respect to means and
covariance matrix given as parameters.

What happens on my computer is simple : it freezes ! I can't even stop
the process with ctrl-C in my python interpreter i have to kill it from
outside.

I'm running : 
- python 2.4.1
- numpy 0.9.8




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