Multivariate Normal Distribution# Computation - 科学计算
w*g
1 楼
How to make draws which follow multivariate normal distribution? used the
subroutine to decompose the covariance matrix into cholesky factor. but can
not guarantee the matrix is positive definite. is all covariance matrix
positive definite?
subroutine to decompose the covariance matrix into cholesky factor. but can
not guarantee the matrix is positive definite. is all covariance matrix
positive definite?
