Commit Graph

10 Commits

Author SHA1 Message Date
Brendan Tracey
6d596f2b27 Store sigma in Normal and StudentsT
Currently, we throw sigma away, and recompute it if necessary. This PR keeps sigma. This fixes an issue with concurrent calling of methods. In addition, however, it removes any possible issues with reconstructing a badly-conditioned sigma from its Cholesky decomposition, and avoids an extra n^3 work if sigma does need to be recomputed. The complexity of the implementation and difficulties listed above is not worth the memory savings in some cases, especially since the memory of the type is already O(n^2)
2017-03-07 16:03:44 -07:00
Brendan Tracey
ef6396f289 add normal quantile 2017-02-19 00:12:41 -07:00
Brendan Tracey
2d6a9d6dfc Fix NewNormalChol to actually set the Cholesky decomposition 2017-02-08 22:27:39 -07:00
btracey
fac834f7a9 Add MarginalNormalSingle 2016-04-23 00:07:01 -06:00
kortschak
e65a547b1f {dist,distmv,sample,stat}: add missing copyright headers and package docs 2016-03-08 10:09:59 +10:30
btracey
23074539d6 Add MarginalNormal and CovarianceMatrix to normal 2015-11-11 22:19:34 -07:00
btracey
db9cfea7b0 Add ConditionNormal 2015-11-10 07:17:43 -07:00
btracey
409914ddf5 Update stat to new Col function 2015-09-25 07:16:28 -06:00
btracey
345f124214 Update to EqualApprox 2015-09-20 23:06:46 -06:00
btracey
57c99903a6 Initial commit for distmv package. Adds Multivariate Gaussian and Multivariate Uniform distribution
minor fixes

Code fixes

comment fix

Added header

Many fixes

documentation fixes
2015-06-01 19:05:54 -07:00