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bundles / scipy latest / scipy / stats / _multivariate / multivariate_normal_gen / logpdf

function

scipy.stats._multivariate:multivariate_normal_gen.logpdf

source: /scipy/stats/_multivariate.py :594

Signature

def   logpdf ( self x mean = None cov = 1 allow_singular = False )

Summary

Log of the multivariate normal probability density function.

Parameters

x : array_like

Quantiles, with the last axis of x denoting the components.

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

Mean of the distribution.

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

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

allow_singular : bool, default: ``False``

Whether to allow a singular covariance matrix. This is ignored if cov is a Covariance object.

Returns

pdf : ndarray or scalar

Log of the probability density function evaluated at x

Notes

Setting the parameter mean to None is equivalent to having mean be the zero-vector. The parameter cov can be a scalar, in which case the covariance matrix is the identity times that value, a vector of diagonal entries for the covariance matrix, a two-dimensional array_like, or a Covariance object.

Aliases

  • scipy.stats._multivariate.multivariate_normal_gen.logpdf