The scipy.stats
suite of statistical distributions (scipy.stats.norm
, scipy.stats.uniform
, scipy.stats.t
etc) all produce univariate data series using their own .rvs()
function, and only one has a multivariate rendition: multivariate_normal
, which corresponds to numpy
's numpy.random.randn((N,K))
. In fact, virtually all of the statistical distributions found in numpy.random
can produce multivariate data.
How can I extend the univariate distribution functions found in scipy.stats
to multivariate number generation, given that it possesses some distributions not found in numpy.random
like johnsonsu
? Must I manually make a loop function myself that concatenates multiple univariates together? what should that look like
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