Unverified Commit ae54ba2b authored by Alexandre ANDORRA's avatar Alexandre ANDORRA Committed by GitHub

Simplify MvNormal Cholesky decomposition API (#3881)

* Defined wrapper function on top of LKJCholeskyCov class

* Added possibility of changing stds and rho names

* Reorganized docs for LKJCholeskyCov

* Updated examples for MvNormal

* Integrated Adrian's comments

* Added release note

* Replaced name_stds and name_rho args by postfix

* Modified docstring accordingly

* Started updated LKJ notebook

* Finished updating LKJ NB

* Finished updating Radon example NB

* Ran Black on NBs
parent 60cca231
......@@ -13,6 +13,7 @@
- `SamplerReport` (`MultiTrace.report`) now has properties `n_tune`, `n_draws`, `t_sampling` for increased convenience (see [#3827](https://github.com/pymc-devs/pymc3/pull/3827))
- `pm.sample` now has support for adapting dense mass matrix using `QuadPotentialFullAdapt` (see [#3596](https://github.com/pymc-devs/pymc3/pull/3596), [#3705](https://github.com/pymc-devs/pymc3/pull/3705) and [#3858](https://github.com/pymc-devs/pymc3/pull/3858))
- `Moyal` distribution added (see [#3870](https://github.com/pymc-devs/pymc3/pull/3870)).
- `pm.LKJCholeskyCov` now automatically computes and returns the unpacked Cholesky decomposition, the correlations and the standard deviations of the covariance matrix (see [#3881](https://github.com/pymc-devs/pymc3/pull/3881)).
### Maintenance
- Remove `sample_ppc` and `sample_ppc_w` that were deprecated in 3.6.
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