Issue 58: Improve gaussian copula parameter sampling #85
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csala
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Feb 10, 2019
JonathanDZiegler
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Feb 7, 2022
* Test case for sample function * Fixed data format * Fix syntax error. * Fix lint * Fix lint, take 2
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Improved the sampling of parameters for model
GaussianMultivariate:Instead of modelling and sampling the whole covariance matrix, now only the lower half is modelled, and after sampling, the upper half is generated used symetry.
Covariance matrix is now enforced to be positive semidefinite.
Standard deviation for distributions are now enforced to be positive.
Resolves #58