[SciPy-user] pdf of multivariate normal

Andrew Straw strawman@astraw....
Mon Nov 26 21:34:16 CST 2007


John Reid wrote:
> LB wrote:
>>>>> info(numpy.random.multivariate_normal)
>> Return an array containing multivariate normally distributed random
>> numbers
> 
> Thanks but I don't want random variates, I would like to calculate the 
> probability density function.

I have the same question myself. I found one implementation:
scikits.learn.machine.em.densities.gauss_den()

Is there a version in scipy (or numpy)? After searching, I think not,
but it does seems this belongs in there -- perhaps in scipy.stats. Any
reason beyond the usual (lack of time) why it's not there already?

-Andrew


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