From 3c8e6ebbfd3a1c1ed8851bd84e876e595f3a9145 Mon Sep 17 00:00:00 2001
From: Aidan Gleich <41960733+aidan-cg@users.noreply.github.com>
Date: Wed, 25 Aug 2021 15:47:59 -0400
Subject: [PATCH] Add additional constructor for DegenerateMvNormal
 distribution

---
 src/distributions_ext.jl | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

diff --git a/src/distributions_ext.jl b/src/distributions_ext.jl
index 649cf43..35df9c7 100644
--- a/src/distributions_ext.jl
+++ b/src/distributions_ext.jl
@@ -143,6 +143,16 @@ function DegenerateMvNormal(μ::Vector, σ::Matrix; stdev::Bool = true)
                                   true, σ)
     end
 end
+
+"""
+```
+DegenerateMvNormal(μ::Vector, σ::Matrix,  σ_inv::Matrix, λ_vals::Vector; stdev::Bool = true))
+```
+Constructor for DegenerateMvNormal type.
+"""
+function DegenerateMvNormal(μ::Vector, σ::Matrix, σ_inv::Matrix, λ_vals::Vector; stdev::Bool = true)
+    return DegenerateMvNormal(μ, σ, σ_inv, λ_vals, false, Matrix{eltype(μ)}(undef,0,0))
+end
 """
 ```
 function init_deg_mvnormal(μ::Vector, σ::Matrix)
@@ -154,7 +164,7 @@ function init_deg_mvnormal(μ::Vector, σ::Matrix; stdev::Bool = true)
         U, λ_vals, Vt = svd(σ)
         λ_inv = [λ > 1e-12 ? 1/λ : 0.0 for λ in λ_vals]
         σ_inv = Vt' * Diagonal(λ_inv) * U'
-        return DegenerateMvNormal(μ, σ, σ_inv, λ_vals)
+        return DegenerateMvNormal(μ, σ, σ_inv, λ_vals, false, Matrix{eltype(μ)}(undef,0,0))
     else
         return DegenerateMvNormal(μ, σ, Matrix{eltype(μ)}(undef,0,0), Vector{eltype(μ)}(undef,0),
                                   false, Matrix{eltype(μ)}(undef,0,0))