7.10.6.24. statsmodels.sandbox.stats.multicomp.randmvn¶

statsmodels.sandbox.stats.multicomp.randmvn(rho, size=(1, 2), standardize=False)[source]¶

create random draws from equi-correlated multivariate normal distribution

Parameters:	rho : float correlation coefficient size : tuple of int size is interpreted (nobs, nvars) where each row
Returns:	rvs : ndarray, (nobs, nvars) where each row is a independent random draw of nvars-dimensional correlated rvs