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Red-Portal
changed the title
var and cov on LocationScale secretly assumes the base distribution is standardized var and cov on MvLocationScale secretly assume the base distribution is standardized
Aug 11, 2024
The current way
var
andcov
compute the (co)variance on aLocationScale
is only valid when the base distribution has unit variance. Need to fix this.The text was updated successfully, but these errors were encountered: