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

josef.pktd@gmai... josef.pktd@gmai...
Sun Oct 9 13:59:55 CDT 2011


On Sun, Oct 9, 2011 at 10:38 AM, eneide.odissea
<eneide.odissea@gmail.com> wrote:
> Hi again Joseph
> quick and dummy one. Can you point me out where I can find that function in
> the sandbox?
> I am looking at it now, but I cannot find it

here is the rvs as function
https://github.com/statsmodels/statsmodels/blob/master/scikits/statsmodels/sandbox/distributions/multivariate.py#L87

here is the class MVT
https://github.com/statsmodels/statsmodels/blob/master/scikits/statsmodels/sandbox/distributions/mv_normal.py#L1010

I'm actually not quite sure what the status in master is since I was
also working on other branches on some of these things.

Josef


> EO
>
> On Sun, Oct 9, 2011 at 8:19 AM, <josef.pktd@gmail.com> wrote:
>>
>> 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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