6.3.9.6.2.1.1. statsmodels.sandbox.distributions.mv_normal.MVElliptical.__init__¶
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MVElliptical.
__init__
(mean, sigma, *args, **kwds)[source]¶ initialize instance
Parameters: mean : array_like
parameter mu (might be renamed), for symmetric distributions this is the mean
sigma : array_like, 2d
dispersion matrix, covariance matrix in normal distribution, but only proportional to covariance matrix in t distribution
args : list
distribution specific arguments, e.g. df for t distribution
kwds : dict
currently not used