Are there any built-in libraries in Python or Numpy to generate random numbers based on various common distributions, such as:
- Normal
- Poisson
- Exponential
- Bernoulli
And various others?
Are there any such libraries with multi-variate distributions?
Are there any built-in libraries in Python or Numpy to generate random numbers based on various common distributions, such as:
And various others?
Are there any such libraries with multi-variate distributions?
#!/usr/bin/env python
from scipy.stats import bernoulli,poisson,norm,expon
bernoulli, poisson, norm, expon and many others are documented here
print(norm.rvs(size=30))
print(bernoulli.rvs(.3,size=30))
print(poisson.rvs(1,2,size=30))
print(expon.rvs(5,size=30))
All the distributions defined in scipy.stats have a common interface to the pdf, cdf, rvs (random variates). More info here.
The random
module has tons of functions for generating random numbers in lots of way. Not sure it has multi-variate.
Numpy.random would be the next place to look.