Code

draft MvNormal#122

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cscherrer wants to merge 31 commits intomasterJuliaMath/MeasureTheory.jl:masterfrom cs-mvnormalJuliaMath/MeasureTheory.jl:cs-mvnormalCopy head branch name to clipboard

+12-369

Commits

Commits on Jul 28, 2021

• draft MvNormal

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Commits on Jul 29, 2021

• make sizes static

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• bugfixes

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• zero allocations!

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• version from @chriselrod with column-major traversal

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• CorrCholesky update

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• add InlineTest and ReTest

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Commits on Aug 3, 2021

• mucking about

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• updates

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Commits on Aug 4, 2021

• more MvNormal work

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• moar turbo

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• combine loops

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Commits on Aug 5, 2021

• Merge remote-tracking branch 'origin/master' into cs-mvnormal

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• drop InlineTest

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• Merge branch 'cs-mvnormal' of github.com:cscherrer/MeasureTheory.jl into cs-mvnormal

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• add Static

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• version bound for Static.jl

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Commits on Aug 6, 2021

• reorg

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  33c9452

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• update

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• Move code to MultivariateMeasures.jl

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• drop using LoopVectorization

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• delete benchmarks (moved to MultivariateMeasures)

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• drop old array code (moved to MultivariateMeasures)

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• Move multivariate transforms to MultivariateMeasures

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• moved CorrCholesky test

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• move LKJCholesky to MultivariateMeasures

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Commits on Aug 8, 2021

• drop refernce to lkj-cholesky.jl (moved to MultivariateMeasures

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• drop corrcholesky reference

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• drop ordered reference

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Commits on Aug 9, 2021

• drop PositiveFactorizations dependency (not used)

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  f36b8c5

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• drop old LKJCholesky test

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