bundles / scipy latest / scipy / stats / _multivariate / multivariate_normal_gen / fit

function

`scipy.stats._multivariate:multivariate_normal_gen.fit`

source: /scipy/stats/_multivariate.py :861

Signature

def fit ( self , x , fix_mean = None , fix_cov = None )

Summary

Fit a multivariate normal distribution to data.

Parameters

x : ndarray (m, n): Data the distribution is fitted to. Must have two axes. The first axis of length m represents the number of vectors the distribution is fitted to. The second axis of length n determines the dimensionality of the fitted distribution.
fix_mean : ndarray(n, ): Fixed mean vector. Must have length n.
fix_cov: ndarray (n, n): Fixed covariance matrix. Must have shape (n, n).

Returns

mean : ndarray (n, ): Maximum likelihood estimate of the mean vector
cov : ndarray (n, n): Maximum likelihood estimate of the covariance matrix

Aliases

scipy.stats._multivariate.multivariate_normal_gen.fit