[SciPy-Dev] Multivariate normal distribution in scipy.stats

Joris Vankerschaver joris.vankerschaver@gmail....
Wed Aug 14 06:57:49 CDT 2013


Hi all, 

I've made a PR for this; see 

 https://github.com/scipy/scipy/pull/2726

I used the design of stats.rv_continuous as my inspiration, so that the calling conventions agree with the 1D case. It should also be relatively straightforward to extend this setup with other methods or incorporate other multivariate random variables.

This is my first contribution to scipy! This was fun, but please let me know what needs to be improved.

With best wishes,
Joris


>>>> +1 to add it without a framework. Can be either a new module or in the
>>> scipy.stats namespace - there aren't that many multivariate distributions
>>> that it would necessarily warrant a new submodule.
>>> 
>>> I only meant implementation-wise. I think we should have a new
>>> scipy/stats/multivariate.py file and import its public names into the
>>> scipy.stats namespace. distributions.py is ... crowded and is
>> (rightfully,
>>> IMO) dedicated to the rv_continuous/rv_discrete framework.
>>> 
>> 
>> Ah OK. I fully agree then (except name it _multivariate.py).



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