Hello, I fitted a multivariate normal distribution over a rhee dimension matrix of random variables using the following code: model = pm.Model() shape = x.shape[1] # shape of x is [N, 3] with model: packed_L = pm.LKJCholeskyCov('packed_L', n=shape, eta=2., sd_…

Conditional multivariate sampling

junpenglao June 20, 2018, 10:27am 2

You mean like fixing μ[0] = scalar with the observed being the same observed=x? or you would like to marginalized the MvNormal to have the observed=x[:, 1:]?

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Conditional multivariate sampling

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