Add a 2d normal random function.#5724
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danking merged 2 commits intohail-is:masterfrom Mar 29, 2019
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tpoterba
previously requested changes
Mar 28, 2019
| The covariance of a 2d normal distribution is a 2x2 symmetric matrix | ||
| [[a, b], [b, c]]. This is specified in `cov` as a length 3 array [a, b, c]. | ||
| The covariance matrix must be positive semi-definite, i.e. a>0, c>0, and | ||
| a*d - c^2 > 0. |
| m1 = 0 | ||
| m2 = 0 | ||
| else: | ||
| m1 = mean[0] |
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we'll need to wrap this in a bind so that we don't evaluate the arguments multiple times.
Something like:
if mean is None:
mean = [0, 0]
if cov is None:
cov = [1, 0, 1]
def f(mean, cov):
m1 = mean[0]
...
return hl.rbind(mean, cov, f)
tpoterba
approved these changes
Mar 29, 2019
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