Set `allow_singular=True` when calculating probability_density

[Frances Hartwell]

Environment Details

• Copulas version:
• Python version:
• Operating System:

Error Description

Currently, likelihood match in HMA often fails due to a LinAlg error from Scipy. Setting the flag allow_singular=True fixes the issue.

Copulas/copulas/multivariate/gaussian.py

Line 151 in ceebde9

 return stats.multivariate_normal.pdf(transformed, cov=self.correlation) 

Steps to reproduce