From 5e2a9ea0fc54d89b8965ec468665554f1a45b0a6 Mon Sep 17 00:00:00 2001 From: Haziq Jamil Date: Wed, 29 May 2024 12:44:45 +0300 Subject: [PATCH] Switch back to choleski inverse --- R/20-rgeneric.R | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/R/20-rgeneric.R b/R/20-rgeneric.R index 157c3e8..51c0ea0 100644 --- a/R/20-rgeneric.R +++ b/R/20-rgeneric.R @@ -130,11 +130,10 @@ inla_sem <- function( front <- Lambda %*% solve(IminB) } Sigma <- front %*% tcrossprod(Psi, front) + Theta - # Sigma <- Sigma + diag(1e-10, nrow(Sigma)) # for stability - # chol2inv(chol(Sigma)) - # MASS::ginv(Sigma) - Sigma <- Matrix::forceSymmetric(Matrix::Matrix(Sigma)) - Matrix::solve(Sigma) + Sigma <- Sigma + diag(1e-5, nrow(Sigma)) # for stability + chol2inv(chol(Sigma)) + # Sigma <- Matrix::forceSymmetric(Matrix::Matrix(Sigma)) + # Matrix::solve(Sigma) } mu <- function() { numeric(0) }