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Commit 60ff4707 authored by Scott Linderman's avatar Scott Linderman
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fixing minor scale issue in sampling student t regression

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......@@ -972,7 +972,7 @@ class RobustRegression(Regression):
# Sample precisions and t-distributed residuals
tau = np.random.gamma(nu / 2.0, 2.0 / nu, size=(N,))
resid = np.random.randn(N, D).dot(np.linalg.cholesky(sigma).T)
resid /= tau[:, None]
resid /= np.sqrt(tau[:, None])
y = mu + resid
return np.hstack((x,y)) if return_xy else y
......
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