Update sim_pte to use specified covariance between predictors

wayfair / pylift

Uplift modeling package.

http://pylift.readthedocs.io

BSD 2-Clause "Simplified" License

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Update sim_pte to use specified covariance between predictors #39

Open cody-somerville opened 4 years ago

cody-somerville commented 4 years ago

Implementation of sim_pte was not utilizing the value of the rho argument to generate covariance matrix for use with generating multivariate normal distribution sample. Updated sim_pte to match behavior of parent R implementation.

cody-somerville commented 4 years ago

@rsyi This change may interest you for your pylift/pylift fork.