add back size check

Author: tommyod

src/probabilit/iman_conover.py

@@ -98,9 +98,6 @@ def __init__(self, correlation_matrix):
     def __call__(self, X):
         """Transform an input matrix X.
 
-        The output will have the same marginal distributions, but with
-        induced correlation.
-
         Parameters
         ----------
         X : ndarray
@@ -127,6 +124,10 @@ def __call__(self, X):
             msg += f"correlation matrix ({self.P.shape})"
             raise ValueError(msg)
 
+        if N <= K:
+            msg = f"The matrix X must have rows > columns. Got shape: {X.shape}"
+            raise ValueError(msg)
+
         # Remove existing mean and std from marginal distributions
         mean = np.mean(X, axis=0)
         std = np.std(X, axis=0)