On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva <ol...@adacore.com> wrote:
> normal_mv_distribution maintains the variance-covariance matrix param > in Cholesky-decomposed form. Existing param_type constructors, when > taking a full or lower-triangle varcov matrix, perform Cholesky > decomposition to convert it to the internal representation. This > internal representation is visible both in the varcov() result, and in > the streamed-out representation of a normal_mv_distribution object. > > […] > > Tested on x86_64-linux-gnu. Ok to install? > Yes. Thanks.
