LKJ distribution: check if matrix is positive definite. Without this check MCMC strays into neverland with negative eigenvalues for covariance matrix. This is not good at all ( see https://github.com/pymc-devs/pymc3/issues/873 ).
LKJ distribution: check if matrix is positive definite. Without this
check MCMC strays into neverland with negative eigenvalues for
covariance matrix. This is not good at all ( see
https://github.com/pymc-devs/pymc3/issues/873 ).

wanderer2/pymc3,wanderer2/pymc3