Hi @fjovan
Check out this notebook for the multivariate Gaussian where a lower-triangular matrix is created:
https://docs.pymc.io/notebooks/LKJ.html
And take a look at the docstring for expand_packed_triangular.
Hi @fjovan
Check out this notebook for the multivariate Gaussian where a lower-triangular matrix is created:
https://docs.pymc.io/notebooks/LKJ.html
And take a look at the docstring for expand_packed_triangular.