On 09/08/19 10:20 +0200, Ulrich Drepper wrote:
On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva wrote:
normal_mv_distribution maintains the variance-covariance matrix param
in Cholesky-decomposed form. Existing param_type constructors, when
taking a full or lower-triangle varcov matrix, perform
On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva wrote:
> normal_mv_distribution maintains the variance-covariance matrix param
> in Cholesky-decomposed form. Existing param_type constructors, when
> taking a full or lower-triangle varcov matrix, perform Cholesky
> decomposition to convert it to t
normal_mv_distribution maintains the variance-covariance matrix param
in Cholesky-decomposed form. Existing param_type constructors, when
taking a full or lower-triangle varcov matrix, perform Cholesky
decomposition to convert it to the internal representation. This
internal representation is vis