Jan-05-2020, 11:15 PM
Hi guys,
I need to insert a vector X into the multivariate normal distribution (WIKI), and get its value.
I know that numpy offers sampling from this distribution, but can I also insert a vector and obtain the corresponding value?
If not, I will have to code the calculation up manually...
Best,
SL
I need to insert a vector X into the multivariate normal distribution (WIKI), and get its value.
I know that numpy offers sampling from this distribution, but can I also insert a vector and obtain the corresponding value?
If not, I will have to code the calculation up manually...
Best,
SL