mvdist_normal

mvdist_normal(
    mean,
    covariance,
    seed=None,
    max_evaluations=None,
    abs_error=None,
    rel_error=None,
)

Construct a multivariate normal distribution.

Mirrors the C# MultivariateNormal class of the Numerics library.

Parameters

Name	Type	Description	Default
mean	array-like of float	Means, length `d`.	required
covariance	array - like	`d x d` symmetric positive-definite covariance matrix.	required
seed	int	Seed for the Genz quasi-Monte-Carlo integrator behind :meth:`MultivariateDistribution.cdf` at dimension three and above; `None` (the default) leaves it clock-seeded. Without a seed, the CDF at dimension >= 3 is not reproducible run to run (it draws from a per-instance Mersenne Twister), so R and Python cannot agree on a value unless `seed` is set explicitly.	`None`
max_evaluations	optional	Integrator tuning; `None` (the default) for each leaves the ported upstream default untouched.	`None`
abs_error	optional	Integrator tuning; `None` (the default) for each leaves the ported upstream default untouched.	`None`
rel_error	optional	Integrator tuning; `None` (the default) for each leaves the ported upstream default untouched.	`None`

Name	Type	Description
	MultivariateDistribution	Family `"MultivariateNormal"`.

>>> mv = mvdist_normal([0, 0], [[1, 0], [0, 1]])
>>> mv.pdf([0, 0]) > 0
True