Week 9

This blogs describes the week 9, the beginning week of the final phase. This week, I continued to work on the extension of Compound Distributions as well as completing the Matrix Distributions. Some of the highlights of this week are:

Open PRs

• Change return type of P and E with evaluate=False

  • This PR aims at changing the return type of P, E and density with evaluate=False. Currently, they return unevaluated Integral or Sum but this needs be changed to return their respective symbolic classes.

• Allowing more than one RV in Compound Distributions

  • This PR is an extension of PR#19648 to change the marginalisation algorithm and handle more than one random variables in Compound Distributions.

• Added Wishart and MatrixNormal Distributions

  • This PR was completed last week but was stalled because SymPy didn’t have any Set class to represent the set of matrices. However, I opened a new PR which added the required Set and this is now ready for merging.

Merged PRs

• Added MatrixSet

  • This PR added a new set class to represent the set of matrices over a given set. This was added as a result of PR#19795