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bundles / scipy 1.17.1 / scipy / stats / _multivariate / multivariate_normal_frozen / __init__

function

scipy.stats._multivariate:multivariate_normal_frozen.__init__

source: /scipy/stats/_multivariate.py :961

Signature

def   __init__ ( self mean = None cov = 1 allow_singular = False seed = None maxpts = None abseps = 1e-05 releps = 1e-05 )

Summary

Create a frozen multivariate normal distribution.

Parameters

mean : array_like, default: ``[0]``

Mean of the distribution.

cov : array_like, default: ``[1]``

Symmetric positive (semi)definite covariance matrix of the distribution.

allow_singular : bool, default: ``False``

Whether to allow a singular covariance matrix.

seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional

If seed is None (or np.random), the numpy.random.RandomState singleton is used. If seed is an int, a new RandomState instance is used, seeded with seed. If seed is already a Generator or RandomState instance then that instance is used.

maxpts : integer, optional

The maximum number of points to use for integration of the cumulative distribution function (default 1000000*dim)

abseps : float, optional

Absolute error tolerance for the cumulative distribution function (default 1e-5)

releps : float, optional

Relative error tolerance for the cumulative distribution function (default 1e-5)

Examples

When called with the default parameters, this will create a 1D random variable with mean 0 and covariance 1:
from scipy.stats import multivariate_normal
r = multivariate_normal()
r.mean
r.cov

Aliases

  • scipy.stats._multivariate.multivariate_normal_frozen.__init__