[SciPy-user] pdf of multivariate normal
LB
berthe.loic@gmail....
Sat Nov 10 11:52:36 CST 2007
Have a look at the numpy.random module :
>>> info(numpy.random.multivariate_normal)
Return an array containing multivariate normally distributed random
numbers
with specified mean and covariance.
multivariate_normal(mean, cov) -> random values
multivariate_normal(mean, cov, [m, n, ...]) -> random values
mean must be a 1 dimensional array. cov must be a square two
dimensional
array with the same number of rows and columns as mean has elements.
The first form returns a single 1-D array containing a multivariate
normal.
The second form returns an array of shape (m, n, ..., cov.shape[0]).
In this case, output[i,j,...,:] is a 1-D array containing a
multivariate
normal.
--
LB
More information about the SciPy-user
mailing list