Add covariance shape adapter implementation #57
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #57 +/- ##
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Coverage 100.00% 100.00%
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Files 11 11
Lines 483 511 +28
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+ Hits 483 511 +28 ☔ View full report in Codecov by Sentry. |
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Adds implementation of proposal shape adaptation based on (Cholesky factor of) covariance estimate. Uses rank-1 Cholesky update function from
ramcmc.