hi, when using numpy.random.multivariate_normal, would it make sense to warn the user that they have entered a non-physical covariance matrix? i was recently working on a problem and getting very strange results until i finally realized that i had actually entered a bogus covariance matrix.
its easy to determine when this is the case -- its when the determinant of the covariance matrix is negative. i.e. the multivariate normal distribution has det(C)^1/2 as part of the normalization factor, so when det(C)<0, you end up with an imaginary probability distribution. a warning might be better than an error since there may be cases where the user would intentionally want this type of configuration. mike _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
