statsmodels.sandbox.stats.multicomp.randmvn

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 – nobs by nvars where each row is a independent random draw of nvars- dimensional correlated rvs
Return type:	ndarray