The Multivariate Normal Distribution (Multivariate Distributions, Statistics Library User's Guide) documentation. My comments are mostly theoretical or based on my experience in statsmodels. As I commented in another issue, I never went through the details of the multivariate infrastructure and class hierarchy. The changes here look good when reading through the code, but I never actually used the multivariate normal here and don't know about the deprecation issues. Returns normal distribution (pdf). Gpustats: GPU Library for Statistical Computing Andrew Cron. Table: Multivariate Normal PDF Speedup. Statistics with SciPy. Multivariate normal density in Python?
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January 2017
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