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Fix to Matrix T distribution
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  • dynaml-core/src/main/scala-2.11/io/github/mandar2812/dynaml/probability/distributions

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dynaml-core/src/main/scala-2.11/io/github/mandar2812/dynaml/probability/distributions/MatrixT.scala

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@@ -77,7 +77,7 @@ case class MatrixT(
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override def draw() = {
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val w = math.sqrt(mu/chisq.draw())
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val z: DenseMatrix[Double] = DenseMatrix.rand(m.rows, m.cols, rand.gaussian(0.0, 1.0))
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mean + (rootOmega*z*rootSigma.t)*w
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mean + (rootSigma*z*rootOmega.t)*w
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}
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//TODO: Check and correct calculation of entropy for Matrix Students T
@@ -97,7 +97,7 @@ case class MatrixT(
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val z = ones*multiplier
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val bar: DenseMatrix[Double] = rootOmega*z*rootSigma.t
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val bar: DenseMatrix[Double] = rootSigma*z*rootOmega.t
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(mean - bar, mean + bar)
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