Support multivariate scipy.stats
continuous random vectors
#144
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scipy.stats
continuous random vectors
#144
Extend the
scipy.stats
joint/multivariate distributions with L-comoment (ratio) methods, usinglmo.theoretical.l_comoment_from_pdf
and lmo.theoretical.l_coratio_from_pdf.This requires the joint PDF, and the marginal CDF's.
Unfortunately, the marginals are nowhere to be found in
scipy.stats._multivariate.multi_rv_generic
or its subtypes.So the only way to implement this feature, is by figuring out the marginals of each joint-distribution, and manually add the
l_co(moment|ratio|stats|loc|scale|rr|skew|kurtosis)
methods to their respectivescipy.stats._multivariate.{}_(gen|frozen)
types.
multivariate_normal
(norm
marginals)dirichlet
(beta
marginals)multivariate_t
(t
marginals)The 13 other ones are either discrete, matrix-valued, directional, or have no
.pdf()
method, and therefore out-of-scope.The text was updated successfully, but these errors were encountered: