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

Dorian wizzard028wise@gmail....
Sun Jan 11 10:02:07 CST 2009

I've used the R package "copula"  which is easy to handle.

And I've written already many pieces of code to play with copula based on
the previous R package.
I'm not a programmer, but  mathematician so I really don't  know,  how to
put them together and made them available for others  [?]

2009/1/11 <josef.pktd@gmail.com>

> 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.
> Josef
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