This PR adds support for triangular covariance and correlations matrices to the MultivariateNormalDistribution class, filling missing values by reflecting the upper triangle at the diagonal. Similar constructions in the functions loading the form factor parameters are removed and these functions are simplified.
This PR adds support for triangular covariance and correlations matrices to the
MultivariateNormalDistribution
class, filling missing values by reflecting the upper triangle at the diagonal. Similar constructions in the functions loading the form factor parameters are removed and these functions are simplified.