[SciPy-dev] Multivariate normal support gone?

Robert Kern rkern at ucsd.edu
Sat Nov 12 21:23:40 CST 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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