Package gmisclib :: Module multivariate_normal :: Class multivariate_normal

Class multivariate_normal

multivariate_normal(mean, cov) or multivariate_normal(mean, cov, [m, n, ...]) returns an array containing multivariate normally distributed random numbers with specified mean and covariance.

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.

Instance Methods

__init__(self, mean, cov)

source code

sample(self, shape=[]) source code

Class Variables
	__doc__ = `"""multivariate_normal(mean, cov) or multivariate_no...`

Class Variable Details

doc

Value:

"""multivariate_normal(mean, cov) or multivariate_normal(mean, cov, [m
, n, ...])
          returns an array containing multivariate normally distribute
d random numbers
          with specified mean and covariance.

          mean must be a 1 dimensional array. cov must be a square two
 dimensional
...

Class multivariate_normal

__doc__

doc