6.3.9.6.4.1.3. statsmodels.sandbox.distributions.mv_normal.MVNormal0.logpdf

MVNormal0.logpdf(x)[source]

logarithm of probability density function

Parameters:

x : array_like

can be 1d or 2d, if 2d, then each row is taken as independent multivariate random vector

Returns:

logpdf : float or array

probability density value of each random vector

this should be made to work with 2d x,

with multivariate normal vector in each row and iid across rows

doesn’t work now because of dot in whiten