Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

simulate_data_correlation(): ERROR: PosDefException: matrix is not positive definite; Cholesky factorization failed. #11

Open
DominiqueMakowski opened this issue Sep 3, 2018 · 0 comments
Labels
bug Something isn't working help us if you're reading this Help is needed to implement something what's your opinion Collectively discuss something

Comments

@DominiqueMakowski
Copy link
Member

DominiqueMakowski commented Sep 3, 2018

Bug in some cases (e.g., simulate_data_correlation([0.2, 0.9, 0.5])) related to failure in Cholesky factorization.

How can we address this?

@DominiqueMakowski DominiqueMakowski added bug Something isn't working help us if you're reading this Help is needed to implement something what's your opinion Collectively discuss something labels Sep 3, 2018
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working help us if you're reading this Help is needed to implement something what's your opinion Collectively discuss something
Projects
None yet
Development

No branches or pull requests

1 participant