Open afniedermayer opened 9 years ago
I currently use the workaround
degrees_of_freedom = 3.0
td=Distributions.DiagTDist(degrees_of_freedom, [0.,0.], sqrt([1.,4.]/degrees_of_freedom))
to get a distribution with the covariance matrix [1 0 0 4] Either the constructor of DiagTDist and IsoTDist or the functions calculating var and std should be fixed.
outputs
instead of