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LKJL with TransformVariables #9
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The lower and upper cholesky factors are just transposes of each other, so the |
@sethaxen is correct. I will just close this, but feel free to ping me here if anything comes up and I will reopen. |
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I'd like to adapt LKJL for MeasureTheory.jl. I have a proof of concept, but @sethaxen found an inconsistency (JuliaMath/MeasureTheory.jl#100), and I'm not sure of the right way to work around it.
LKJL
in this package works with the lower Cholesky factor. TransformVariables hasCorrCholeskyFactor
that seems like it would work, but it works with the upper Cholesky factor.Do you have a way of using TransformVariables with
LKJL
?The text was updated successfully, but these errors were encountered: