update question about brl #248
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clarkliming
commented
Mar 10, 2023
src/empirical.cpp
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| matrix<double> di = chols.block(start_i, start_i, n_visits_i, n_visits_i); | ||
| matrix<double> bi1 = di * i_hxw.block(start_i, 0, n_visits_i, n_observations); | ||
| matrix<double> bi = bi1 * phi * bi1.transpose(); | ||
| matrix<double> bisq = matrix<double>(bi.completeOrthogonalDecomposition().pseudoInverse()).sqrt(); |
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it was used here but seems not very handy (sqrt is from eigen/unspported); this part returns some random nan but not sure why this happens @danielinteractive
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add vignettes about the difference in BRL sandwich estimator