`scipy.stats._multivariate:random_correlation_frozen.init`

Signature

def __init__(self, eigs, seed = None, tol = 1e-13, diag_tol = 1e-07)

Create a frozen random correlation matrix distribution.

eigs : 1d ndarray: Eigenvalues of correlation 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.
tol : float, optional: Tolerance for input parameter checks
diag_tol : float, optional: Tolerance for deviation of the diagonal of the resulting matrix. Default: 1e-7

rvs : ndarray or scalar: Random size N-dimensional matrices, dimension (size, dim, dim), each having eigenvalues eigs.

: RuntimeError: Floating point error prevented generating a valid correlation matrix.