`scipy.stats._multivariate:matrix_t_frozen.pdf`

Signature

def pdf(self, X)

Matrix t probability density function.

X : array_like: Quantiles, with the last two axes of X denoting the components.

See class definition for a detailed description of parameters.

import numpy as np
from scipy.stats import matrix_t

✓

M = np.arange(6).reshape(3,2); M
Sigma = np.diag([1,2,3]); Sigma
Omega = 0.3*np.identity(2); Omega
X = M + 0.1; X

✗

array([[0.1, 1.1],
       [2.1, 3.1],
       [4.1, 5.1]])

df = 3; df

✓

matrix_t.logpdf(X, mean=M, row_spread=Sigma, col_spread=Omega, df=df)

✗

np.float64(-0.002715656044663173)