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feat: further improvement of inverse of cholesky decomposed correlation

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matrix.
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Fabian Joswig 2022-05-27 14:00:46 +01:00
parent 30297a4f83
commit 328c564fdd
1 changed files with 1 additions and 1 deletions
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pyerrors/fits.py
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@ -477,7 +477,7 @@ def _standard_fit(x, y, func, silent=False, **kwargs):
if condn > 1 / np.sqrt(np.finfo(float).eps): if condn > 1 / np.sqrt(np.finfo(float).eps):
warnings.warn("Correlation matrix may be ill-conditioned, condition number: {%1.2e}" % (condn), RuntimeWarning) warnings.warn("Correlation matrix may be ill-conditioned, condition number: {%1.2e}" % (condn), RuntimeWarning)
chol = np.linalg.cholesky(corr) chol = np.linalg.cholesky(corr)
chol_inv = scipy.linalg.solve(chol, covdiag) chol_inv = scipy.linalg.solve_triangular(chol, covdiag, lower=True)
def chisqfunc_corr(p): def chisqfunc_corr(p):
model = func(p, x) model = func(p, x)