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An alternate form of covariance in PLN #85

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jchiquet opened this issue Sep 13, 2021 · 0 comments

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enhancement feature

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jchiquet commented Sep 13, 2021

We should implement a variant of PLN for structuring the covariance matrix on top of 'diagonal', "spherical" and "full", with the following form:

where C is a positive definite given correlation matrix, and sigma and nu are to be estimated

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