multivariate_normal

class xarray_einstats.stats.multivariate_normal(mean=None, cov=None, dims=None)

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.