def __init__(self, mu, covar=None, icovar=None):
self.mu = mu
self.ndim = len(mu)
if covar is None and icovar is None: # unit covar if unspecified
covar = diag(ones(self.ndim))
if covar != None:
if icovar != None:
raise ValueError('Specify only one of covar/icovar!')
self.covar = covar
ccopy, self.L, self.norm, err = _mvnt.mvnini(covar, 0)
else:
self.icovar = icovar
self.covar, self.L, self.norm, err = _mvnt.mvnini(covar, 1)
if err != 0: raise RuntimeError('Linear algebra failure in MVN init!')
self.work = zeros(self.ndim, float) # workspace for density calc'n
def __init__(self, mu, covar=None, icovar=None):
self.mu = mu
self.ndim = len(mu)
if covar is None and icovar is None: # unit covar if unspecified
covar = diag(ones(self.ndim))
if covar != None:
if icovar != None:
raise ValueError, 'Specify only one of covar/icovar!'
self.covar = covar
ccopy, self.L, self.norm, err = _mvnt.mvnini(covar, 0)
else:
self.icovar = icovar
self.covar, self.L, self.norm, err = _mvnt.mvnini(covar, 1)
if err != 0: raise RuntimeError, 'Linear algebra failure in MVN init!'
self.work = zeros(self.ndim, float) # workspace for density calc'n
def __init__(self, nodes, scale, covar=None, icovar=None):
if covar is None and icovar is None:
raise ValueError('Must specify covar or icovar!')
self.nodes = nodes.copy()
self.tnodes = nodes.transpose().copy()
self.nnodes, self.ndim = nodes.shape
self.scale = scale
if covar != None:
if icovar != None:
raise ValueError('Specify only one of covar/icovar!')
self.covar = covar
ccopy, self.L, self.norm, err = _mvnt.mvnini(covar, 0)
else:
self.icovar = icovar
self.covar, self.L, self.norm, err = _mvnt.mvnini(covar, 1)
if err != 0: raise RuntimeError('Linear algebra failure in MVN init!')
self.work = zeros(self.ndim, float) # workspace for density calc'n
self.origin = zeros(self.ndim, float)
self.randint = randint(0, self.nnodes)
def __init__(self, nodes, scale, covar=None, icovar=None):
if covar is None and icovar is None:
raise ValueError, 'Must specify covar or icovar!'
self.nodes = nodes.copy()
self.tnodes = nodes.transpose().copy()
self.nnodes, self.ndim = nodes.shape
self.scale = scale
if covar != None:
if icovar != None:
raise ValueError, 'Specify only one of covar/icovar!'
self.covar = covar
ccopy, self.L, self.norm, err = _mvnt.mvnini(covar, 0)
else:
self.icovar = icovar
self.covar, self.L, self.norm, err = _mvnt.mvnini(covar, 1)
if err != 0: raise RuntimeError, 'Linear algebra failure in MVN init!'
self.work = zeros(self.ndim, float) # workspace for density calc'n
self.origin = zeros(self.ndim, float)
self.randint = randint(0, self.nnodes)
