multivariate_normal#
- class xarray_einstats.stats.multivariate_normal(mean=None, cov=None, dims=None)[source]#
An xarray aware multivariate normal random variable.
Notes
This currently is not a wrapper of
scipy.stats.multivariate_normal
. It only implements a subset of the features. The reason for reimplementing some of the features instead of wrapping scipy or numpy is that neither is capable of handling batched inputs yet.Methods
multivariate_normal.__init__
([mean, cov, dims])Initialize the multivariate_normal class.
multivariate_normal.logpdf
(x[, mean, cov, dims])Evaluate the logarithm of the multivariate normal probability density function.
multivariate_normal.pdf
(x[, mean, cov, dims])Evaluate the multivariate normal probability density function.
multivariate_normal.rvs
([mean, cov, dims, ...])Generate random samples from a multivariate normal.