Fixed Normal and EllipticalDistribution

Now, degenerate covariances are accepted.
regislebrun · Dec 2, 2024 · 0e40ca2 · 0e40ca2
1 parent 86c3386
commit 0e40ca2
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Showing 2 changed files with 12 additions and 5 deletions.
diff --git a/lib/src/Uncertainty/Distribution/Normal.cxx b/lib/src/Uncertainty/Distribution/Normal.cxx
@@ -111,10 +111,17 @@ Normal::Normal(const Point & mean,
   {
     const Scalar cii = C(i, i);
     if (!(cii > 0.0))
-      throw InvalidArgumentException(HERE) << "Diagonal elements of covariance matrix must be strictly positive";
-    sigma[i] = std::sqrt(cii);
-    for (UnsignedInteger j = 0; j < i; ++ j)
-      R(i, j) = C(i, j) / (sigma[i] * sigma[j]);
+      {
+	sigma[i] = 0.0;
+	// throw InvalidArgumentException(HERE) << "Diagonal elements of covariance matrix must be strictly positive";
+      }
+    else
+      {
+	sigma[i] = std::sqrt(cii);
+	for (UnsignedInteger j = 0; j < i; ++ j)
+	  if (sigma[j] > 0.0)
+	    R(i, j) = C(i, j) / (sigma[i] * sigma[j]);
+      }
   }
   *this = Normal(mean, sigma, R);
 }

diff --git a/lib/src/Uncertainty/Model/EllipticalDistribution.cxx b/lib/src/Uncertainty/Model/EllipticalDistribution.cxx
@@ -70,7 +70,7 @@ EllipticalDistribution::EllipticalDistribution(const Point & mu,
         << " mu dimension=" << mu.getDimension();
   // We check that the marginal standard deviations are > 0
   for(UnsignedInteger i = 0; i < dimension; ++i)
-    if (!(sigma[i] > 0.0)) throw InvalidArgumentException(HERE) << "The marginal standard deviations must be > 0 sigma=" << sigma[i];
+    if (!(sigma[i] >= 0.0)) throw InvalidArgumentException(HERE) << "The marginal standard deviations must be >= 0 sigma=" << sigma[i];
   // Then we set the dimension of the Elliptical distribution
   setDimension(dimension);
   // The mean attribute is stored at an upper level