[SciPy-User] Multivariate Student's t distribution in python

josef.pktd@gmai... josef.pktd@gmai...
Sun Oct 9 07:19:09 CDT 2011


On Sun, Oct 9, 2011 at 8:06 AM, eneide.odissea <eneide.odissea@gmail.com> wrote:
> Hi all
> Just a quick info that I cannot sort it out.
> Do you know if it is available in Python a Multivariate Student's t
> distribution?
> I cannot find it anywhere.There is a multivariate normal in the package
> 'numpy.random'
>http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.multivariate_normal.html ) ,but
> nothing in 'scipy.stats'.
> Can you help me?

Which methods do you need?

I have most of it in scikits.statsmodels, but it's in the sandbox,
mostly tested. If you just need rvs, then it's just a few lines of
code.

Josef

> Kind Regards
> EO
>
>
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