6.1.1.2.1. statsmodels.sandbox.archive.linalg_covmat.AffineTransform¶
-
class
statsmodels.sandbox.archive.linalg_covmat.AffineTransform(const, tmat, dist)[source]¶ affine full rank transformation of a multivariate distribution
no dimension checking, assumes everything broadcasts correctly first version without bound support
provides distribution of y given distribution of x y = const + tmat * x