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Bump for correlation #13

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MarcusRainbow opened this issue Jun 28, 2018 · 0 comments
Open

Bump for correlation #13

MarcusRainbow opened this issue Jun 28, 2018 · 0 comments

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@MarcusRainbow
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There are two basic types of bump we'd like to support:

  1. A bump to all correlations, designed to preserve positive-semi-definiteness of the correlation matrix.
  2. A bump to one correlation pair. This is quite likely to pull the matrix into non-positive-semi-definite territory, so we'd need some way to handle that, for example bumping the pair in the other direction or by a different amount, which we'd have to report.
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