[SciPy-user] cdf and integration for multivariate normal distribution in stats.kde

josef.pktd@gmai... josef.pktd@gmai...
Sat Jan 10 20:53:29 CST 2009

On Sat, Jan 10, 2009 at 9:35 PM, Robert Kern <robert.kern@gmail.com> wrote:
> On Sat, Jan 10, 2009 at 20:29,  <josef.pktd@gmail.com> 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.


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