FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia
MIT License
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SubSet returns NaN cov for 1 rv #130

Closed FriesischScott closed 9 months ago

FriesischScott commented 10 months ago

This is probably related to the correlation estimation of the markov chains. For 1 rv we can most likely fall back to the standard MC way of computing the pf.

FriesischScott commented 9 months ago

Turns out it was the Uniform proposal not the single rv. Proposal distributions must be centered at 0.