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

[Dave Hirschfeld]

 <josef.pktd <at> gmail.com> writes:

> 
> A question on copulas got me initially started to look for the
> multivariate normal cdf. I would be nice to have also the cdf of the
> multivariate t distribution by Alan Genz, the author of mvndst.
> 
> Do you have a simple example for the normal copula that you are
> willing to share for the cookbook?
> 
> Thanks for the comments,
> 
> Josef
> 

The multivariate t-distribution would also be very useful! I did have plans to
post the working copula function to the list in the hope that others may find it
useful and to get any feedback but unfortunately my hard drive crashed and I
hadn't committed the code to my repository :(

I'll still look to post it to the list or as a cookbook recipe once I find the
time to re-create it.

-Dave