Multivariate normal density in Python?Is there any python package that allows the efficient computation of the PDF (probability density function) of a multivariate normal distribution? It doesn't seem to be included in Numpy/Scipy, and surprisingly a Google search didn't turn up any useful thing.
http://fseoane.net/blog/2012/learning-to-rank-with-scikit-learn-the-pairwise-transform/
Optimization and root finding (scipy.optimize) — SciPy v1.14.1 Manual
