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