Repository navigation
DOC: note the covariance of GaussianChiEffChiP - #150
Merged
Merged
Conversation
unnormalized_2d_gaussian divides the quadratic form by (1 - rho) rather than (1 - rho^2), so the covariance matrix is Sigma / (1 + rho): the correlation coefficient is rho, but the standard deviations are sigma / sqrt(1 + rho), e.g., twice sigma for rho = -0.75. Note this in the docstrings of unnormalized_2d_gaussian and GaussianChiEffChiP; the behaviour is unchanged. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #150 +/- ##
=======================================
Coverage 95.12% 95.12%
=======================================
Files 14 14
Lines 1085 1085
=======================================
Hits 1032 1032
Misses 53 53
Flags with carried forward coverage won't be shown. Click here to find out more. ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
|
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
unnormalized_2d_gaussian divides the quadratic form by (1 - rho) rather than (1 - rho^2), so the covariance matrix is Sigma / (1 + rho): the correlation coefficient is rho, but the standard deviations are sigma / sqrt(1 + rho), e.g., twice sigma for rho = -0.75. Note this in the docstrings of unnormalized_2d_gaussian and GaussianChiEffChiP; the behaviour is unchanged.