`scipy.stats._multivariate:multivariate_normal_gen.rvs`

source: /scipy/stats/_multivariate.py :804

Signature

   def     rvs (    self    ,    mean    =  None   ,    cov    =  1   ,    size    =  1   ,    random_state    =  None     )

Summary

Draw random samples from a multivariate normal distribution.

Parameters

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.
size : integer, optional: Number of samples to draw (default 1).
seed : {None, int, np.random.RandomState, np.random.Generator}, optional: Used for drawing random variates. If seed is None, the ~np.random.RandomState singleton is used. If seed is an int, a new RandomState instance is used, seeded with seed. If seed is already a RandomState or Generator instance, then that object is used. Default is None.

Returns

rvs : ndarray or scalar: Random variates of size (size, N), where N is the dimension of the random variable.

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.rvs