FK83 / bvarsv

Analysis of the Primiceri (REStud, 2005) model
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warning: chol(): given matrix is not symmetric #9

Closed fedemolina closed 2 years ago

fedemolina commented 4 years ago

Hi,

I'm getting this warning repeteadly:

warning: chol(): given matrix is not symmetric

sessionInfo() R version 3.6.2 (2019-12-12) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 18.04.3 LTS

Matrix products: default BLAS: /usr/lib/x86_64-linux-gnu/openblas/libblas.so.3 LAPACK: /usr/lib/x86_64-linux-gnu/libopenblasp-r0.2.20.so

locale: [1] LC_CTYPE=es_ES.UTF-8 LC_NUMERIC=C LC_TIME=es_UY.UTF-8 LC_COLLATE=es_ES.UTF-8 LC_MONETARY=es_UY.UTF-8
[6] LC_MESSAGES=es_ES.UTF-8 LC_PAPER=es_UY.UTF-8 LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=es_UY.UTF-8 LC_IDENTIFICATION=C

attached base packages: [1] stats graphics grDevices utils datasets methods base

other attached packages: [1] vars_1.5-3 lmtest_0.9-37 urca_1.3-0 strucchange_1.5-2 sandwich_2.5-1 zoo_1.8-7 MASS_7.3-51.5 bvarsv_1.1
[9] data.table_1.12.8 plotly_4.9.1 forecast_8.10 ggplot2_3.2.1

loaded via a namespace (and not attached): [1] Rcpp_1.0.3 here_0.1 lattice_0.20-38 tidyr_1.0.0 assertthat_0.2.1 zeallot_0.1.0 rprojroot_1.3-2
[8] digest_0.6.23 packrat_0.5.0 mime_0.8 R6_2.4.1 cellranger_1.1.0 backports_1.1.5 httr_1.4.1
[15] pillar_1.4.3 rlang_0.4.2 lazyeval_0.2.2 curl_4.2 readxl_1.3.1 rstudioapi_0.10 fracdiff_1.5-0
[22] TTR_0.23-6 htmlwidgets_1.5.1 munsell_0.5.0 shiny_1.4.0 compiler_3.6.2 httpuv_1.5.2 pkgconfig_2.0.3
[29] htmltools_0.4.0 nnet_7.3-12 tidyselect_0.2.5 tibble_2.1.3 quadprog_1.5-8 viridisLite_0.3.0 crayon_1.3.4
[36] dplyr_0.8.3 withr_2.1.2 later_1.0.0 grid_3.6.2 nlme_3.1-143 jsonlite_1.6 xtable_1.8-3
[43] gtable_0.3.0 lifecycle_0.1.0 magrittr_1.5 scales_1.1.0 quantmod_0.4-15 stringi_1.4.5 farver_2.0.1
[50] promises_1.1.0 tseries_0.10-47 timeDate_3043.102 xts_0.11-2 vctrs_0.2.1 RColorBrewer_1.1-2 tools_3.6.2
[57] glue_1.3.1 purrr_0.3.3 crosstalk_1.0.0 rsconnect_0.8.16 parallel_3.6.2 fastmap_1.0.1 yaml_2.2.0
[64] colorspace_1.4-1

Why I got this error at every iteration? And how can I turn it off? I don't understand why the matrix is not symmetric. I read some post in stack that may be because of RcppArmadillo

Well, looks like that when I run bvarsv::bvar.sv.tvp with p = 1 there are no warnings at all, but with p = 2 they appears again.

Also, if I add some constant to the data, the warnings appears. (It doesn't matter if I add a diferent constant to every variable)

-0.067;0.418;5.675 0.014;0.396;5.66 0.085;0.376;6.934 -0.076;0.326;8.223 -0.096;0.287;10.412 -0.012;0.225;11.276 0.032;0.192;11.583 -0.004;0.166;14.299 -0.145;0.156;15.545 0.017;0.174;16.011 -0.015;0.173;15.05 0.091;0.199;15.154 -0.087;0.221;14.242 -0.013;0.236;14.033 0.013;0.251;14.51 0.066;0.239;13.224 -0.043;0.224;13.348 -0.042;0.226;13.113 0.018;0.223;13.399 0.106;0.255;12.425 -0.062;0.283;11.758 0.032;0.264;10.667 0.048;0.292;10.789 0.079;0.293;9.569 -0.059;0.306;9.58 0.024;0.353;9.108 0.031;0.379;8.783 0.05;0.389;9.715 -0.108;0.403;9.986 0.029;0.447;8.715 0.016;0.435;8.357 0.065;0.428;9.239 -0.101;0.414;8.337 0.037;0.452;8.491 0.007;0.448;9.085 0.068;0.469;8.306 -0.109;0.48;9.088 -0.005;0.473;8.524 0.065;0.55;9.497 0.076;0.526;10.108 -0.114;0.516;9.703 0.023;0.579;9.291 0.047;0.594;8.113 0.08;0.618;8.646 -0.072;0.633;11.134 0.031;0.665;8.031 0.048;0.641;8.297 0.048;0.591;8.599 -0.094;0.633;8.796 0.006;0.67;8.697 0.068;0.697;8.174 0.051;0.743;7.928 -0.088;0.74;7.968 0.074;0.757;8.817 0.036;0.716;10.25 0.044;0.675;9.484 -0.124;0.647;10.485 0.047;0.624;10.323 -0.031;0.59;10.71 0.083;0.575;11.573 -0.076;0.593;12.12 0.031;0.614;12.607 0.062;0.671;12.451 0.065;0.788;12.183 -0.114;0.839;11.411 0.072;0.793;12.645 0.007;0.773;12.113 0.073;0.827;10.224 -0.061;0.802;9.869 -0.016;0.794;9.477 0.052;0.796;10.537 0.062;0.781;10.956 -0.097;0.715;12.047 -0.016;0.748;12.033 0.01;0.806;11.72 0.069;0.772;11.479 -0.056;0.762;11.858 -0.05;0.761;15.08 0.016;0.679;13.591 0.052;0.645;15.027 -0.054;0.651;14.335 -0.048;0.616;15.666 0.003;0.597;16.25 0.06;0.582;15.652 -0.103;0.516;14.734 -0.001;0.44;15.565 -0.054;0.404;18.715 0.063;0.381;19.41 -0.081;0.396;18.985 0.043;0.447;16.937 0.019;0.509;15.075 0.101;0.576;15.762 -0.065;0.645;12.656 -0.02;0.712;13.779 0.016;0.788;12.811 0.102;0.805;12.428 -0.062;0.867;12.159 0.027;0.825;11.805 0.019;0.76;11.827 0.098;0.729;11.39 -0.071;0.7;11.988 -0.011;0.734;10.266 0.016;0.773;9.956 0.086;0.798;9.734 -0.047;0.837;8.735 0.006;0.884;8.845 0.028;0.884;9.494 0.088;0.973;8.787 -0.068;1.028;8.526 0.025;1.059;7.709 0.036;1.138;7.732 0.077;1.036;7.4 -0.098;0.988;8.456 0.013;0.979;8.636 0.051;0.952;7.359 0.088;0.991;7.215 -0.06;0.97;7.459 0.02;0.945;7.189 0.016;0.936;6.807 0.071;1.026;6.766 -0.052;0.998;6.255 0.01;1.072;6.549 0.042;1.127;6.472 0.03;1.082;6.307 -0.05;1.048;6.047 0.006;0.98;7.096 0.041;0.954;7.055 0.051;0.94;6.727 -0.06;0.942;7.014 0.025;0.899;6.488 0.015;0.869;6.257 0.071;0.843;6.193 -0.079;0.822;6.43 0.03;0.774;6.624 0.016;0.757;6.534 0.053;0.724;7.336 -0.06;0.771;6.755 -0.018;0.697;7.859 0.024;0.66;8.055 0.041;0.612;8.521 -0.047;0.572;8.007 -0.006;0.594;8.232 0.031;0.565;9.044 0.057;0.578;7.695 -0.039;0.622;8.466 -0.021;0.576;8.527 0.022;0.597;7.802 0.054;0.583;8.01 -0.036;0.564;9.261 -0.019;0.584;8.155 0.018;0.567;8.327 0.043;0.586;9.101

ronanalexand commented 4 years ago

did you resolve this problem?

TyroLiu commented 6 months ago

did you solve this problem? I have the same problem