27 Nov
2007
27 Nov
'07
3:34 a.m.
John Reid wrote:
LB wrote:
info(numpy.random.multivariate_normal) Return an array containing multivariate normally distributed random numbers
Thanks but I don't want random variates, I would like to calculate the probability density function.
I have the same question myself. I found one implementation: scikits.learn.machine.em.densities.gauss_den() Is there a version in scipy (or numpy)? After searching, I think not, but it does seems this belongs in there -- perhaps in scipy.stats. Any reason beyond the usual (lack of time) why it's not there already? -Andrew