statsmodels.sandbox.distributions.extras.mvnormcdf(upper, mu, cov, lower=None, **kwds)
[source]
multivariate normal cumulative distribution function
This is a wrapper for scipy.stats.kde.mvn.mvndst which calculates a rectangular integral over a multivariate normal distribution.
Parameters: |
|
---|---|
Returns: |
cdfvalue – value of the integral |
Return type: |
float |
This function normalizes the location and scale of the multivariate normal distribution and then uses mvstdnormcdf
to call the integration.
See also
mvstdnormcdf
© 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.distributions.extras.mvnormcdf.html