Perform cholesky decomposition before sending to mvnfast, due to wier…

…d warnings
Kss2k · Nov 19, 2024 · fc316a5 · fc316a5
1 parent 86276ea
commit fc316a5
Showing 1 changed file with 5 additions and 2 deletions.
diff --git a/R/utils_da.R b/R/utils_da.R
@@ -31,8 +31,11 @@ removeInteractions <- function(model) {
 # there are some drawbacks to using mvnfast. In particular,
 # its a little less consistent
 dmvn <- function(X, mean, sigma, log = FALSE) {
-  return(tryCatch(mvnfast::dmvn(X, mean, sigma, log, ncores = 2), #ThreadEnv$n.threads),
-                  error = function(e) mvtnorm::dmvnorm(X, mean, sigma, log)))
+  tryCatch({
+    csigma <- suppressWarnings(chol(sigma))
+    mvnfast::dmvn(X, mu=mean, sigma=csigma, log=log, 
+                  ncores = ThreadEnv$n.threads, isChol=TRUE)
+  }, error = function(e) mvtnorm::dmvnorm(X, mean, sigma, log))
 }