6.3.9.6.2.1.6. statsmodels.sandbox.distributions.mv_normal.MVElliptical.marginal

MVElliptical.marginal(indices)

return marginal distribution for variables given by indices

this should be correct for normal and t distribution

Parameters:

indices : array_like, int

list of indices of variables in the marginal distribution

Returns:

mvdist : instance

new instance of the same multivariate distribution class that contains the marginal distribution of the variables given in indices