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[ENH] Implement Multivariatenormal #527

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Reference Issues/PRs

#22

What does this implement/fix? Explain your changes.

Implement MultiVariate_Normal by interfacing scipy.stats.multivariate_normal

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

Not sure if the _tags variable is right for this distribution

Did you add any tests for the change?

No

Any other comments?

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Parameters
----------
mean : array_like, default: ``[0]``

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Suggested change
mean : array_like, default: ``[0]``
mean : array_like, default = ``[0]``

you are using another style at the lines 35/36. Which is the correct one?

Other question: From the implementation, it seems that mean has not a default value. Or ?

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Yes, it should be = instead of :

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@fkiraly fkiraly left a comment

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Thanks for the contribution!

The _ScipyAdapter works only for univariate distributions - for multivariate, you would have to extend the API.

@HarshvirSandhu
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@fkiraly Just wanted to confirm what methods have to implemented using numpy ?

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fkiraly commented Feb 16, 2025

@fkiraly Just wanted to confirm what methods have to implemented using numpy ?

can you kindly rephrase? this sentence seems to be missing parts.

@HarshvirSandhu
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Some of the distributions (like Normal, Empirical) compute the energy of the distribution.
But I'm not sure how to compute this for multivariate normal.

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3 participants