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

eneide.odissea eneide.odissea@gmail....
Sun Oct 9 16:59:20 CDT 2011


HI Joseph!
Thanks a lot for your help
Mn

On Sun, Oct 9, 2011 at 2:59 PM, <josef.pktd@gmail.com> wrote:

> 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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