If statement for when matrix is close to singular
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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?
回答（1 个）
David Hill
2020-9-4
0 个投票
Look at cond() function:
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2020-9-4
2020-9-4
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