6.3.9.6.5.1.1. statsmodels.sandbox.distributions.mv_normal.MVT.__init__

MVT.__init__(mean, sigma, df)

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