Dear all, when processing with my project (see previous question here ), I noticed a problem with the MvStudentT distribution. A notebook with a condensed example is here: https://gitlab.com/falkm/code_sharing/blob/master/robust_mv_model.ipynb When trying to use MvStudentT with chol = cholesky_m…

FYI: https://github.com/pymc-devs/pymc3/issues/3100

MvStudentT incorrect with Cholesky matrix argument

junpenglao July 18, 2018, 5:42am 7

Should be fixed on master now thanks to @gBokiau

1 Like

Topic		Replies	Views
Mixture of Multivariate Student-T Questions	1	812	November 7, 2018
Estimate Multivariate Normal or StudentT distribution parameters for three dimensional data Questions	0	344	September 30, 2021
Does pymc3 have a cholesky decomposition function? Questions	5	1155	October 15, 2019
Multivariate Stochastic Volatility: Implementing a Time-Dependent Covariance? Questions	3	556	January 15, 2021
Model multivariate normal with separate means, dimension mismatch error Questions	2	3090	August 7, 2017