[SciPy-user] pdf of multivariate normal

LB berthe.loic@gmail....
Sat Nov 10 11:52:36 CST 2007


Have a look at the numpy.random module :

>>> info(numpy.random.multivariate_normal)
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.

--
LB



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