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tlrmvnmvt #90

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jeroen opened this issue Dec 3, 2019 · 2 comments
Open

tlrmvnmvt #90

jeroen opened this issue Dec 3, 2019 · 2 comments

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@jeroen
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@jeroen jeroen commented Dec 3, 2019

Could be random:

  > val1 = pmvnorm(a, b, sigma = covM)[[1]]
  > val2 = pmvn.tlr(a, b, 0, covM, NULL, NULL, NULL, FALSE, m, epsl)[[1]]
  Error in tlrmvn_internal(lower, upper, sigma, uselog2, m, epsl, N) :
    TLR Cholesky failed. Either the original covariance matrix is not positive definite or the error in Cholesky factorization is significant
  Calls: pmvn.tlr -> tlrmvn_internal
  Execution halted
@jeroen jeroen added the 32bit label Dec 3, 2019
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@jeroen jeroen commented Dec 3, 2019

The problem does not appear with the openblas build. It likely originates in blas.

@jeroen jeroen added the blas/lapack label Dec 3, 2019
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@jeroen jeroen commented Dec 12, 2019

Can't reproduce this (anymore)? Maybe it's random.

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