Open
Description
Since matrix distributions, like Wishart etc. involve on the order of N^2 variables, it is really useful to give it a good starting value. Unfortunately, setting value = M, where M is usually the emprical scatter matrix, in the initialization call for Stochastic often fails. This is (likely) due to numerical imprecision in M not being truly symmetric. It is useful then to use M = np.round(M, 8 ), which Fortran will like.