cassiopy.stats.SkewT.rvs

The rvs method generates values from a skew-t distribution.

cassiopy.stats.SkewT.rvs(mean, sigma, nu, lamb, n_samples=100)

Generate skew-t distribution.

Parameters:

meanarray-like

The mean of the distribution with shape (n_dim).

sigmaarray-like

The standard deviation of the distribution with shape (n_dim).

nuarray-like

The degree of freedom of the distribution with shape (n_dim).

lambarray-like

The skewness of the distribution with shape (n_dim).

n_samplesint

Number of samples to generate.

Returns:

dataarray-like

Generated data with shape (n_samples, n_dim).

y_truearray-like

Labels for the generated data with shape (n_samples,).

Notes

For more information, refer to the documentation Statistic

Examples

>>> from cassiopy.stats import SkewT
>>> sm = SkewT()
>>> data = sm.rvs(mean=np.array([0, 0]), sigma=np.array([1, 1]), nu=np.array([10, 10]), lamb=np.array([0.5, 0.5]), n_samples=200)
>>> data.shape
(200, 2)