Change diagm() to Diagonal() for 1.1 functionality

FRBNY-DSGE · Aug 20, 2021 · 47aab0c · 47aab0c
1 parent 6584f57
commit 47aab0c
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/distributions_ext.jl b/src/distributions_ext.jl
@@ -136,7 +136,7 @@ function DegenerateMvNormal(μ::Vector, σ::Matrix; stdev::Bool = true)
                                   false, Matrix{eltype(μ)}(undef,0,0))
     else
         U, λ_vals, Vt = svd(σ)
-        stdevs = diagm(sqrt.(λ_vals)) * Vt'
+        stdevs = Diagonal(sqrt.(λ_vals)) * Vt'
         #Q,R = qr(stdevs)
         return DegenerateMvNormal(μ, stdevs,
                                   Matrix{eltype(μ)}(undef,0,0), Vector{eltype(μ)}(undef,0),