Created
May 8, 2020 00:30
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Generate multivariate normal distribution samples
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| from scipy.stats import multivariate_normal as multinorm | |
| import numpy as np | |
| mean = np.zeros(3) | |
| cov = np.eye(3) | |
| dist = multinorm(mean=mean, cov=cov) | |
| n_samples = 1000 | |
| samples = dist.rvs(size=n_samples) | |
| samples.shape | |
| # = (1000, 3) |
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