6.3.9.6.3.1.12. statsmodels.sandbox.distributions.mv_normal.MVNormal.rvs

MVNormal.rvs(size=1)

random variable

Parameters:

size : int or tuple

the number and shape of random variables to draw.

Returns:

rvs : ndarray

the returned random variables with shape given by size and the dimension of the multivariate random vector as additional last dimension

Notes

uses numpy.random.multivariate_normal directly