That sigma's determinant > 0 (or > than some larger number)? This should at least be required, since otherwise division by zero is possible. But should sigma also be positive definite? Currently I don't limit the value of sigma, so you just have to stop the simulation before it gets below zero and makes things wacky.
That sigma's determinant > 0 (or > than some larger number)? This should at least be required, since otherwise division by zero is possible. But should sigma also be positive definite? Currently I don't limit the value of sigma, so you just have to stop the simulation before it gets below zero and makes things wacky.