bundles / scipy latest / scipy / stats / _multivariate / random_correlation_gen / rvs

function

`scipy.stats._multivariate:random_correlation_gen.rvs`

source: /scipy/stats/_multivariate.py :4763

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