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Implement Cholesky for covariance handling #408

Merged
merged 29 commits into from
Mar 12, 2024
Merged

Implement Cholesky for covariance handling #408

merged 29 commits into from
Mar 12, 2024

Commits on Feb 28, 2024

  1. test if drwaing realizations is close

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    veni-vidi-vici-dormivi committed Feb 28, 2024
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  2. ad mac os and windows to github testing

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    veni-vidi-vici-dormivi committed Feb 28, 2024
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Commits on Feb 29, 2024

  1. Merge branch 'main' into test_draw_close

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    veni-vidi-vici-dormivi committed Feb 29, 2024
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  2. add OS to test job name

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Feb 29, 2024
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Commits on Mar 1, 2024

  1. test with new (macos created) dataset

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    veni-vidi-vici-dormivi committed Mar 1, 2024
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Commits on Mar 4, 2024

  1. test with macos 14

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    veni-vidi-vici-dormivi committed Mar 4, 2024
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  2. print max difference between old and new dataset

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    veni-vidi-vici-dormivi committed Mar 4, 2024
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  3. [pre-commit.ci] auto fixes from pre-commit.com hooks 

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    pre-commit-ci[bot] committed Mar 4, 2024
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Commits on Mar 5, 2024

  1. very dirty first try to reuse A for drawing innovations

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    veni-vidi-vici-dormivi committed Mar 5, 2024
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  2. [pre-commit.ci] auto fixes from pre-commit.com hooks 

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Commits on Mar 7, 2024

  1. revert implementation of A and home baked multivariate normal

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 7, 2024
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  2. Actually revert "very dirty first try to reuse A for drawing innovati… 

    …ons"

This reverts commit 5acaded.
    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 7, 2024
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  3. fix dimensions of innovations

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    veni-vidi-vici-dormivi committed Mar 7, 2024
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  4. [pre-commit.ci] auto fixes from pre-commit.com hooks 

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  5. implement cholesky for drawing realizations

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 7, 2024
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Commits on Mar 8, 2024

  1. adjust tests

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    veni-vidi-vici-dormivi committed Mar 8, 2024
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  2. add test for eigh

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 8, 2024
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  4. fix test

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 8, 2024
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  5. change mac os back to latest

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    veni-vidi-vici-dormivi committed Mar 8, 2024
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  6. Merge branch 'main' into test_draw_close

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    veni-vidi-vici-dormivi committed Mar 8, 2024
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  7. REmove comment for default driver in eigh 

    Co-authored-by: Mathias Hauser <mathause@users.noreply.github.com>
    @veni-vidi-vici-dormivi @mathause
    veni-vidi-vici-dormivi and mathause authored Mar 8, 2024
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Commits on Mar 11, 2024

  1. only run test for windows and macos for python 3.12

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    veni-vidi-vici-dormivi committed Mar 11, 2024
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  2. change warning on eigh to LinAlgWarning

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    veni-vidi-vici-dormivi committed Mar 11, 2024
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  3. change test_draw to only use assert_close

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    veni-vidi-vici-dormivi committed Mar 11, 2024
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  4. use cholesky also in localized_covariance logpdf

    @veni-vidi-vici-dormivi
    veni-vidi-vici-dormivi committed Mar 11, 2024
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  5. CHANGELOG

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    veni-vidi-vici-dormivi committed Mar 11, 2024
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  6. [pre-commit.ci] auto fixes from pre-commit.com hooks 

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