rename cov_matrix to spd_matrix

[bob-carpenter]

"spd" is for symmetric positive definite. The problem with "cov_matrix" is that they can be used for precision matrices, too, making the declaration look confusing.

This will also match the functions Marcus has added (but aren't quite yet through the pipe into the Stan language).

We should just deprecate cov_matrix with a warning.

We should also rename the Cholesky factors to match.

(Thanks to Ben for noticing the problem and Marcus for suggesting a better name.)

[jgabry]

Is the plan still to deprecate cov_matrix in favor of spd_matrix? If so I'll add this to the v3 milestone (since it will break backwards compatibility) and keep it open. If not I'll close this.

[bob-carpenter]

Let me bring it up on stan-dev.

• Bob

On Mar 4, 2016, at 1:52 PM, Jonah Gabry [email protected] wrote:

Is the plan still to deprecate cov_matrix in favor of spd_matrix? If so I'll add this to the v3 milestone (since it will break backwards compatibility) and keep it open. If not I'll close this.

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[VMatthijs]

Is this still desired, or should we close the issue?

[bob-carpenter]

Yes, it's still desired.

"cov_matrix" should be deprecated and replaced with "spd_matrix".

"cholesky_factor_cov" should be deprecated and replaced with either just plain "cholesky_factor" or "cholesky_factor_spd" (the latter clarifies it's full rank).

I don't like that "cov" ("spd") is a prefix in one type and a suffix in another, but we should probably stick with this now unless people feel strongly that it should be rationalized going forward.

On Dec 13, 2018, at 8:27 AM, Matthijs Vákár [email protected] wrote:

Is this still desired, or should we close the issue?

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