5e329a5e3e9453ae0800ab438d2fa9f991f35a00,pymc3/examples/LKJ_correlation.py,,,#,8

Before Change

    corr_matrix = corr_triangle[tri_index]
    corr_matrix = tt.fill_diagonal(corr_matrix, 1)

    cov_matrix = tt.diag(sigma).dot(corr_matrix.dot(tt.diag(sigma)))

    like = pm.MvNormal("likelihood", mu=mu, cov=cov_matrix, observed=dataset)

After Change

    // Extract the standard deviations etc
    sd = pm.Deterministic("sd", tt.sqrt(tt.diag(cov)))
    corr = tt.diag(sd**-1).dot(cov.dot(tt.diag(sd**-1)))
    r = pm.Deterministic("r", corr[np.triu_indices(n_var, k=1)])

    like = pm.MvNormal("likelihood", mu=mu, chol=chol, observed=dataset)

Instances