prob140.multivariate_normal_regression

prob140.multivariate_normal_regression(mu, cov, n=100, figsize=(8, 6))

Draws a scatter plot of points drawn from a trivariate normal distribution and the corresponding regresson plane.

Random vectors should be of the form [Y X1 X2]^T.

Parameters:

mu : array

[mu_Y, mu_X1, mu_X2].

cov : array

3x3 covariance matrix.

n : int (optional)

Number of points to plot.

figsize : tuple (optional)

Size of figure.