feat: a warning is now issued when an estimated covariance matrix is not

positive semi-definite. Docstrings extended.
This commit is contained in:
Fabian Joswig 2022-02-24 16:12:37 +00:00
parent b960ce0e3d
commit 24a0df6a2a
2 changed files with 17 additions and 6 deletions

View file

@ -1341,10 +1341,10 @@ def covariance(obs1, obs2, correlation=False, **kwargs):
If abs(covariance(obs1, obs2)) > obs1.dvalue * obs2.dvalue, the covariance
is constrained to the maximum value.
Keyword arguments
-----------------
correlation -- if true the correlation instead of the covariance is
returned (default False)
Parameters
----------
correlation : bool
if true the correlation instead of the covariance is returned (default False)
"""
def expand_deltas(deltas, idx, shape, new_idx):