Open Nimrais opened 1 year ago
It's not documented because it's deprecated and will be removed: https://github.com/JuliaStats/Distributions.jl/blob/7831193ecbb70967b9f1af71e1c8f0850b89f3a5/src/multivariate/mvnormal.jl#L223
I see now! But not all use Julia with the deprecation flag: if it were possible to make it more visible, it would be nice. Thanks for the clarification.
I found that there is an undocumented working constructor, MvNormal(x::Vector), that works strangely: it converts vector values to their absolute values and puts it on the diagonal and sets the mean vector to zero vector.
Moreover, it is possible to sample from these distributions:
Even more it a bit unintuitive that
rand(MvNormal([1, 1]), 10_000), dims = 2)
will give samples from zero centered distribution and not ones centered.