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Refactor Multivariate RandomWalk distributions #6131

Merged
merged 6 commits into from
Oct 10, 2022
Merged

Refactor Multivariate RandomWalk distributions #6131

merged 6 commits into from
Oct 10, 2022

Commits on Oct 8, 2022

  1. Ignore explicit size or shape of None

    @ricardoV94
    ricardoV94 committed Oct 8, 2022
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Commits on Oct 9, 2022

  1. Refactor get_support_shape 

    * Do not call `at.stack` until the end
* Allow to pass single shape_offset
    @ricardoV94
    ricardoV94 committed Oct 9, 2022
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  2. Fix RandomWalk dist checks

    @ricardoV94
    ricardoV94 committed Oct 9, 2022
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  3. Test RandomWalk change size and fix bug

    @ricardoV94
    ricardoV94 committed Oct 9, 2022
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  4. Extend RandomWalk to handle multivariate cases 

    Also create abstract class for predefined RandomWalks
    @ricardoV94
    ricardoV94 committed Oct 9, 2022
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  5. Refactor MvGaussianRandomWalk and MvStudentTRandomWalk

    @ricardoV94
    ricardoV94 committed Oct 9, 2022
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