multivariate normal cumulative distribution function
This is a wrapper for scipy.stats.kde.mvn.mvndst which calculates a rectangular integral over a multivariate normal distribution.
Parameters: | lower, upper : array_like, 1d
mu : array_lik, 1d
cov : array_like, 2d
optional keyword parameters to influence integration :
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Returns: | cdfvalue : float
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See also
Notes
This function normalizes the location and scale of the multivariate normal distribution and then uses mvstdnormcdf to call the integration.