Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Set allow_singular=True when calculating probability_density #374

Closed
frances-h opened this issue Feb 13, 2024 · 0 comments · Fixed by #375
Closed

Set allow_singular=True when calculating probability_density #374

frances-h opened this issue Feb 13, 2024 · 0 comments · Fixed by #375
Assignees
@fealho
Labels
bug There is an error in the code that needs to be fixed
Milestone
0.10.1

Comments

@frances-h
Copy link
Contributor

Environment Details

  • Copulas version:
  • Python version:
  • Operating System:

Error Description

Currently, likelihood match in HMA often fails due to a LinAlg error from Scipy. Setting the flag allow_singular=True fixes the issue.

Copulas/copulas/multivariate/gaussian.py

Line 151 in ceebde9

return stats.multivariate_normal.pdf(transformed, cov=self.correlation)

Steps to reproduce
@frances-h frances-h added the bug There is an error in the code that needs to be fixed label Feb 13, 2024
@fealho fealho mentioned this issue Feb 21, 2024
Merged
@amontanez24 amontanez24 added this to the 0.10.1 milestone Mar 13, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@fealho fealho

Labels
bug There is an error in the code that needs to be fixed
Projects
None yet
Milestone
0.10.1
Development

Successfully merging a pull request may close this issue.

Set allow_singular=True for multivariate_normal's pdf sdv-dev/Copulas
3 participants
@amontanez24 @frances-h @fealho