Handling for matrix-type records. Specifically check for positive-definiteness and include handling for different formats of OMEGA and SIGMA matrices, such as:
VARIANCE (default) orSTANDARD controls whether diagonals are taken as variance or standard deviation, respectively
COVARIANCE (default) or CORRELATION controls whether the off-diagonals are taken as covariance or correlations, respectively
CHOLESKY representations
handling for SAME blocks and records defined like the one below:
Handling for matrix-type records. Specifically check for positive-definiteness and include handling for different formats of OMEGA and SIGMA matrices, such as:
VARIANCE
(default) orSTANDARD
controls whether diagonals are taken as variance or standard deviation, respectivelyCOVARIANCE
(default) orCORRELATION
controls whether the off-diagonals are taken as covariance or correlations, respectivelyCHOLESKY
representationsSAME
blocks and records defined like the one below:closes https://github.com/metrumresearchgroup/bbr/issues/640