[SciPy-User] Multivariate Student's t distribution in python

[eneide.odissea]

Hi all

Just a quick info that I cannot sort it out. 

Do you know if it is available in Python a Multivariate Student's t distribution?

I cannot find it anywhere.There is a multivariate normal in the package 'numpy.random' ( http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.multivariate_normal.html ) ,but nothing in 'scipy.stats'.

Can you help me?

Kind Regards

EO

[josef...@gmail.com]

Which methods do you need?

I have most of it in scikits.statsmodels, but it's in the sandbox,
mostly tested. If you just need rvs, then it's just a few lines of
code.

Josef

> Kind Regards
> EO
>
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[eneide.odissea]

Hi Joseph

Thanks for your response. I didn't know about your http://scikits.appspot.com/statsmodels

I need just 'rvs'

EO

[eneide.odissea]

Hi again Joseph

quick and dummy one. Can you point me out where I can find that function in the sandbox?

I am looking at it now, but I cannot find it

EO

[josef...@gmail.com]

On Sun, Oct 9, 2011 at 10:38 AM, eneide.odissea
<eneide....@gmail.com> wrote:
> Hi again Joseph
> quick and dummy one. Can you point me out where I can find that function in
> the sandbox?
> I am looking at it now, but I cannot find it

here is the rvs as function
https://github.com/statsmodels/statsmodels/blob/master/scikits/statsmodels/sandbox/distributions/multivariate.py#L87

here is the class MVT
https://github.com/statsmodels/statsmodels/blob/master/scikits/statsmodels/sandbox/distributions/mv_normal.py#L1010

I'm actually not quite sure what the status in master is since I was
also working on other branches on some of these things.

Josef

[eneide.odissea]

HI Joseph!

Thanks a lot for your help

Mn