multivariate gaussian probability density function python on Mac

Question

I'm unable to use SciPy and its modules for calculating the probability density function of a multivariate Gaussian distribution. I know that such modules exist, but I'm unable to use them (I can't even import scipy: I get the message: ImportError: No module named scipy).

I was wondering if there were any good tool or other way to calculate the pdf of a multivariate Gaussian distribution in python. Thanks in advance for the help!

Answer 1

It is provided by scipy.stats.multivariate_normal.pdf(): http://docs.scipy.org/doc/scipy-dev/reference/generated/scipy.stats.multivariate_normal.html. You will need to specify the mean and variance-covariance matrix.

Before that you need to install scipy if you have not done so. You can either download a .dmg installation package. Or try an 'distribution' such as Anaconda Python.