Set allow_singular=True for multivariate_normal's pdf (#375)

sdv-dev · Feb 22, 2024 · ddc6889 · ddc6889
1 parent ceebde9
commit ddc6889
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/copulas/multivariate/gaussian.py b/copulas/multivariate/gaussian.py
@@ -148,7 +148,9 @@ def probability_density(self, X):
         """
         self.check_fit()
         transformed = self._transform_to_normal(X)
-        return stats.multivariate_normal.pdf(transformed, cov=self.correlation)
+
+        return stats.multivariate_normal.pdf(
+            transformed, cov=self.correlation, allow_singular=True)
 
     def cumulative_distribution(self, X):
         """Compute the cumulative distribution value for each point in X.