dimanche 26 mars 2017

Scipy Multivariate Normal: How to draw deterministic samples?

I am using Scipy.stats.multivariate_normal to draw samples from a multivariate normal distribution. Like this:

from scipy.stats import multivariate_normal
# Assume we have means and covs
mn = multivariate_normal(mean = means, cov = covs)
# Generate some samples
samples = mn.rvs()

The samples are different at every run. How do I get always the same sample? I was expecting something like:

mn = multivariate_normal(mean = means, cov = covs, seed = aNumber)

or

samples = mn.rsv(seed = aNumber)




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