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