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Add tests for nan input.
- [x] #909: check_bounded.hpp
- [x] #910: check_consistent_size.hpp
- [x] #911: check_consistent_sizes.hpp
- [x] #912: check_equal.hpp
- [x] #913: check_finite.hpp
- [x] #…
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I am trying to use an inverse Wishart prior on a covariance matrix, however that is failing miserably no matter how easy the model I try. I have had problems with something as basic as
```
data {
…
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The pdf function for multivariate_normal doesn't seem to behave as it should. Here is my test file:
``` python
mm = [0,0,0]
sigma = [[1, 0, 1],[0, 1, 1],[0, 0, 1]]
var = multivariate_normal(me…
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This seems to work in Octave.
```
a = rand(10,10)
b = rand(10,10)
eig(a+a',b+b')
```
In Julia, we get a `SingularException(12)`.
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Dear MUMPS.jl developers,
I encountered a problem using MUMPS.jl on a fresh install of OS X 10.10.1 when trying the example in the README:
```
julia> using MUMPS
julia> ierr = mumps_initialize_mpi()…
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I'm going to start compiling Ben's comments from the mailing lists, which should go into a chapter on covariance and correlation matrices in the manual.
I assigned the issue to Ben, because he knows…
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Currently, there are some duplicated methods in src/stan/math/error_handling/check_\* and src/stan/math/validate_*.
These should be consolidated.
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The code below, which constructs a sparse discrete lapacian (or –laplacian, actually) inside a cylinder and evaluates the smallest eigenvalue using `eigs`, dies with an `ARPACKException` for me:
Chan…
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I am new to this community therefore I am sorry if the format of my issue report is inappropriate.
I had to calculate the square root of a matrix C of dimension (2000,2000). C is symmetric hence sqrt…
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Matthew Spencer reports on stan-users:
I tried sampling covariance matrices using inv_wishart_rng in Stan with RStan interface. With a 2 x 2 identity matrix as the scale matrix, and degrees of freedo…