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Add support for CorrCholeskyTransform #48041

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wants to merge 13 commits into from
Closed

Add support for CorrCholeskyTransform #48041

wants to merge 13 commits into from

Commits on Nov 30, 2020

  1. Add CorrCholesky transform

    neerajprad committed Nov 30, 2020
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  2. Add support for CorrCholeskyTransform

    neerajprad committed Nov 30, 2020
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  3. remove LKJ; fix lint

    neerajprad committed Nov 30, 2020
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  4. fix lint

    neerajprad committed Nov 30, 2020
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  5. Use mask indexing to enable jit

    neerajprad committed Nov 30, 2020
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  6. add test for jacobian computation

    neerajprad committed Nov 30, 2020
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  7. remove duplicate tests

    neerajprad committed Nov 30, 2020
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  8. remove unused import

    neerajprad committed Nov 30, 2020
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Commits on Dec 1, 2020

  1. fix error msg

    neerajprad committed Dec 1, 2020
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  2. address comments

    neerajprad committed Dec 1, 2020
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  3. add constraint test

    neerajprad committed Dec 1, 2020
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  4. address comments

    neerajprad committed Dec 1, 2020
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Commits on Dec 2, 2020

  1. take sqrt first

    neerajprad committed Dec 2, 2020
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