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1 parent b934d1c commit 8c4d40cCopy full SHA for 8c4d40c
src/special_arrays.jl
@@ -103,7 +103,7 @@ If
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- `U` is obtained from `CorrCholeskyFactor(n)`,
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-then `U' * Diagonal(σ) * z` will be a multivariate normal with the given variances and
+then `Diagonal(σ) * U' * z` will be a multivariate normal with the given variances and
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correlation matrix `U' * U`.
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"""
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@calltrans struct CorrCholeskyFactor <: VectorTransform
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