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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.
The text was updated successfully, but these errors were encountered:
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, settingvalue = M
, whereM
is usually the emprical scatter matrix, in the initialization call forStochastic
often fails. This is (likely) due to numerical imprecision inM
not being truly symmetric. It is useful then to useM = np.round(M, 8 )
, which Fortran will like.The text was updated successfully, but these errors were encountered: