[SciPy-user] multivariate distributions

[Robert Kern]

Scott Bray wrote:
> Hey,
>  
> I'm looking to build the joint pdf for a multivariate distribution. is 
> there any way of doing this in scipy? i have N observations for 5 
> variables. i have done this for 2 variables and 1 using the cauchy 
> distribution and am looking to extend to 5 variables. can scipy help me 
> here? (or anyone out there?)

You're going to have to derive the formulae on paper first. Then you can 
write a function that takes a 5-vector (x) and an array of the 
observations (data) as input and returns the (scalar) pdf value for the 
  posterior distribution P(x|data). There's nothing specific to SciPy here.

> Thanks
> Scott

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
  Are the graves of dreams allowed to die."
   -- Richard Harter