10 Nov
2007
10 Nov
'07
7:52 p.m.
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