[SciPy-user] cdf and integration for multivariate normal distribution in stats.kde
Sat Jan 10 20:53:29 CST 2009
On Sat, Jan 10, 2009 at 9:35 PM, Robert Kern <email@example.com> wrote:
> On Sat, Jan 10, 2009 at 20:29, <firstname.lastname@example.org> wrote:
>> I found the fortran code for rectangular integration of the
>> multivariate normal distribution in stats kde, which can be used to
>> calculate the cdf.
>> I didn't see this function exposed anywhere in scipy. Did I miss it?
> No, I didn't expose it. Not for any particular reason; it's just that
> the only use case I had was the KDE stuff.
I will add it to stats.distributions when I find time to clean it up
and add tests.
mvn cdf will be useful to construct normal copulas.
More information about the SciPy-user