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  • #9

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Created Nov 14, 2019 by Maximilian Schanner@arthusMaintainer

Numpy warning that the covariance is not PD

Currently numpy.random.multivariate_normal always throws a warning, that even though we clearly have covariances, they are not positive definite. This may be due to the svd algorithm used. In numpy 1.18 there will be a switch to use cholesky instead. Once 1.18 is available via conda, we should use this switch and see wether it makes the warning disappear.

The corresponding line is here.

Edited Nov 18, 2019 by Maximilian Schanner
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