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Correct small negative eigenvalues in covariance #152

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Correct small negative eigenvalues in covariance #152

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mikedeltalima
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#151

Doesn't fail existing tests, but should add a test for this. Could revert some of the auto-whitespace removal if desired.

Deprecated version of the method in utils.py. Should update this as well?

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coveralls commented Nov 22, 2019 •
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Coverage Status

Coverage decreased (-0.04%) to 75.592% when pulling 9363f60 on mikedeltalima:covariance-warn into 8170c84 on QInfer:master.

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mikedeltalima commented Dec 13, 2019 •
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This fixes a warning in an existing test, so I am not going to add a new test unless one is suggested.

src/qinfer/tests/test_smc.py::TestSMCEffectiveSampleSize::test_resample_thresh
  /Users/mdlauria/gitSource/python-qinfer/src/qinfer/distributions.py:397: ApproximationWarning: Numerical error in covariance estimation causing positive semidefinite violation.
    warnings.warn('Numerical error in covariance estimation causing positive semidefinite violation.', ApproximationWarning)

@mikedeltalima mikedeltalima changed the title WIP: suggested change to correct small eigenvalues in covariance Correct small negative eigenvalues in covariance Dec 13, 2019
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