limix.stats.multivariate_normal

limix.stats.multivariate_normal(random, mean, cov)[source]

Draw random samples from a multivariate normal distribution.

Parameters
  • random (np.random.RandomState instance) – Random state.

  • mean (array_like) – Mean of the n-dimensional distribution.

  • cov (array_like) – Covariance matrix of the distribution. It must be symmetric and positive-definite for proper sampling.

Returns

out – The drawn sample.

Return type

ndarray