Sturla Molden molden.no> writes:
> > Yes, this is what I am computing. I am computing the pdf of a very high-
> > dimensional multivariate normal. Is there a specialized method to compute
> > this?
>
> If you use cho_solve and cho_factor from scipy.linalg, you can proceed
> like this:
>
> c
Wow, this is great! Thanks for all the great questions.
Sebastian Walter gmail.com> writes:
> is it really the covariance matrix you want to invert? Or do you want
> to compute something like
> x^T C^{-1} x,
> where x is an array of size N and C an array of size (N,N)?
Yes, this is what I am c
Hello,
I am new to Python (coming from R and Matlab/Octave). I was preparing
to write my usual compute pdf of a really high dimensional (e.g. 1
dimensions) Gaussian code in Python but I noticed that numpy had a
function for computing the log determinant in these situations.
Is there a functi
