statsmodels.sandbox.stats.multicomp.randmvn(rho, size=(1, 2), standardize=False)
[source]
create random draws from equi-correlated multivariate normal distribution
Parameters: |
|
---|---|
Returns: |
rvs – nobs by nvars where each row is a independent random draw of nvars- dimensional correlated rvs |
Return type: |
ndarray |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.stats.multicomp.randmvn.html