# \#covariance

**URL:** https://discourse.pymc.io/tag/covariance/28.md

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## [Cholesky Factor Invariance and Traceplot Errors](https://discourse.pymc.io/t/cholesky-factor-invariance-and-traceplot-errors/9643)

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**Author:** [@Mike\_Johns](https://discourse.pymc.io/u/Mike_Johns)\
**Replies:** 2\
**Last updated:** [September 2, 2022, 9:58am UTC](https://discourse.pymc.io/t/cholesky-factor-invariance-and-traceplot-errors/9643 "2022-09-02T09:58:16Z")

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I’m updating a model in Pymc 4 that follows the same basic structure of the Radon example. In my case, individuals are clusters and measurements are timepoints, i.e., a repeated measures design. The covariance model (ce…

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## [Covariance Estimation including uncertainties](https://discourse.pymc.io/t/covariance-estimation-including-uncertainties/8342)

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**Author:** [@HNLala](https://discourse.pymc.io/u/HNLala)\
**Replies:** 4\
**Last updated:** [July 3, 2022, 5:45pm UTC](https://discourse.pymc.io/t/covariance-estimation-including-uncertainties/8342 "2022-07-03T17:45:10Z")

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I have a variable X with shape (100, 2) with uncertainties X\_error (100, 2). I would like to estimate the covariance matrix between the 2 features X\[:, 0\] and X\[:, 1\]. How can I do that using a LKJCholesky prior and MvN…

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## [Problems with Gaussian Random Walk Model](https://discourse.pymc.io/t/problems-with-gaussian-random-walk-model/9012)

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**Author:** [@Simon](https://discourse.pymc.io/u/Simon)\
**Replies:** 9\
**Last updated:** [April 5, 2022, 6:12pm UTC](https://discourse.pymc.io/t/problems-with-gaussian-random-walk-model/9012 "2022-04-05T18:12:41Z")

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Hi everyone. I’m currently trying to model some EEG data via a Gaussian random walk (GRW). In particular, I have some difference waves from event-related potentials (ERP) epochs in a 32 X 2 X 282 matrix, where electrodes…

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## [Selecting covariance function](https://discourse.pymc.io/t/selecting-covariance-function/9086)

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**Author:** [@lucie-jackson](https://discourse.pymc.io/u/lucie-jackson)\
**Replies:** 1\
**Last updated:** [March 25, 2022, 10:55pm UTC](https://discourse.pymc.io/t/selecting-covariance-function/9086 "2022-03-25T22:55:03Z")

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For a Gaussian process I run I have chosen to use the Matern52 covariance function, as from research this is practical to use for physical data as it does not overally smooth the function. However is there a numerical wa…

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## [Multiple covariance structures](https://discourse.pymc.io/t/multiple-covariance-structures/9057)

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**Author:** [@sham\_doran](https://discourse.pymc.io/u/sham_doran)\
**Replies:** 0\
**Last updated:** [March 19, 2022, 2:13am UTC](https://discourse.pymc.io/t/multiple-covariance-structures/9057 "2022-03-19T02:13:41Z")

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Fitting models to vectors of data with two distinct means and distinct variance structures is no problem using indexing, e.g.: import numpy as np import pymc3 as pm import theano.tensor as tt #univariate data (uv) num…