bundles / scipy 1.18.0 / scipy / stats / _multivariate / random_correlation_gen / rvs

function

`scipy.stats._multivariate:random_correlation_gen.rvs`

source: /scipy/stats/_multivariate.py:4765

Signature

def rvs(self, eigs, random_state = None, tol = 1e-13, diag_tol = 1e-07)

Summary

Draw random correlation matrices.

Parameters

eigs : 1d ndarray: Eigenvalues of correlation matrix
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

Returns

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

Raises

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

Aliases

scipy.stats._multivariate.random_correlation_gen.rvs