statsmodels.sandbox.stats.multicomp.randmvn¶
-
statsmodels.sandbox.stats.multicomp.randmvn(rho, size=(1, 2), standardize=False)[source]¶ create random draws from equi-correlated multivariate normal distribution
- Parameters
- rhofloat
correlation coefficient
- sizetuple of int
size is interpreted (nobs, nvars) where each row
- Returns
- rvsndarray
nobs by nvars where each row is a independent random draw of nvars- dimensional correlated rvs