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protip: Matrix distributions #38

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CamDavidsonPilon opened this issue Apr 19, 2013 · 0 comments
Open

protip: Matrix distributions #38

CamDavidsonPilon opened this issue Apr 19, 2013 · 0 comments
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@CamDavidsonPilon
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Since matrix distributions, like Wishart etc. involve on the order of N^2 variables, it is really useful to give it a good starting value. Unfortunately, setting value = M, where M is usually the emprical scatter matrix, in the initialization call for Stochastic often fails. This is (likely) due to numerical imprecision in M not being truly symmetric. It is useful then to use M = np.round(M, 8 ), which Fortran will like.

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