pythonscipystatisticsprobability-theory# How can I find the source code for scipy.stats.mvn?

I was using the function `mvn.mvnun()`

in the `scipy.stats`

module to calculate the CDF of a given multivariate normal distribution in my paper. The reviewer asked me how I estimated the CDF since the CDF has no closed-form. I guess a sampling method might be used. To find out how it works, I searched the `scipy`

source code repo. However, in the `scipy.stats`

folder, I didn't see `mvn.py`

, I saw `mvn.pyf`

instead.

In the file, `mvn.mvnun`

seems to be defined as follows,

```
! -*- f90 -*-
! Note: the context of this file is case sensitive.
python module mvn ! in
interface ! in :mvn
subroutine mvnun(d,n,lower,upper,means,covar,maxpts,abseps,releps,value,inform) ! in :mvn:mvndst.f
integer intent(hide) :: d=shape(means,0)
integer intent(hide) :: n=shape(means,1)
double precision dimension(d) :: lower
double precision dimension(d) :: upper
double precision dimension(d,n) :: means
double precision dimension(d,d) :: covar
integer intent(optional) :: maxpts=d*1000
double precision intent(optional) :: abseps=1e-6
double precision intent(optional) :: releps=1e-6
double precision intent(out) :: value
integer intent(out) :: inform
end subroutine mvnun
```

However, there is no detailed definition of that function. I was wondering where I can find the source code for `mvnun`

that informs me how it calculates the CDF?

Solution

The implementation is written in Fortran. That `pyf`

file defines the interface for the Fortran function in mvndst.f

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