per freem wrote: > hi all, > > i'm trying to find the function for the pdf of a multivariate normal > pdf. i know that the function "multivariate_normal" can be used to > sample from the multivariate normal distribution, but i just want to > get the pdf for a given vector of means and a covariance matrix. is > there a function to do this?
AFAIK, there is no such function in scipy. There is one in the em subpackage of the learn scikits. The file which implements it is self-contained, so you could use this in the meantime: http://projects.scipy.org/scikits/browser/trunk/learn/scikits/learn/machine/em/densities.py I wrote this code some time ago, so it is not optimal in various ways, but it should get the job done. cheers, David _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
