6.3.9.6.5.1.11. statsmodels.sandbox.distributions.mv_normal.MVT.rvs¶

MVT.rvs(size=1)[source]¶

random variables with Student T distribution

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 - TODO: Not sure if this works for size tuples with len>1.

Notes

generated as a chi-square mixture of multivariate normal random variables. does this require df>2 ?