[SciPy-dev] Multivariate normal support gone?
Robert Kern
rkern at ucsd.edu
Sat Nov 12 22:23:40 EST 2005
Jonathan Taylor wrote:
> I see there used to be a multivariate_normal rv. I can't seem to find
> it. Is it gone now?
In [1]: from scipy import random
In [2]: random.multivariate_normal?
Type: builtin_function_or_method
Base Class: <type 'builtin_function_or_method'>
String Form: <built-in method multivariate_normal of
mtrand.RandomState object at 0x3e110>
Namespace: Interactive
Docstring:
Return an array containing multivariate normally distributed random
numbers
with specified mean and covariance.
multivariate_normal(mean, cov) -> random values
multivariate_normal(mean, cov, [m, n, ...]) -> random values
mean must be a 1 dimensional array. cov must be a square two dimensional
array with the same number of rows and columns as mean has elements.
The first form returns a single 1-D array containing a multivariate
normal.
The second form returns an array of shape (m, n, ..., cov.shape[0]).
In this case, output[i,j,...,:] is a 1-D array containing a multivariate
normal.
--
Robert Kern
rkern at ucsd.edu
"In the fields of hell where the grass grows high
Are the graves of dreams allowed to die."
-- Richard Harter
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