If statement for when matrix is close to singular

16 次查看（过去 30 天）
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?

请先登录，再回答此问题。

回答（1 个）

David Hill
David Hill 2020-9-4

类别

在 Help Center 和 File Exchange 中查找有关 Mathematics 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by