If statement for when matrix is close to singular

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Jacob Thompson
Jacob Thompson 2020-9-4
回答： David Hill 2020-9-4
Hi all,
I'm running an MCMC to estimate a model and for several parameter draws I get a warning that a matrix is close to singular or badly scaled when trying to invert it. I want to embed an if-statement in order to discard such draws and end evaluation of the function to speed up my MCMC and focus only on those parameters with high density.
Is there a way I can do this?

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David Hill
David Hill 2020-9-4

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