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RfastOfficial / Rfast

A collection of Rfast functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. Note 2: Do not have matrices or vectors with have missing data (i.e NAs). We do no check about them and C++ internally transforms them into zeros (0), so you may get wrong results. Note 3: In general, make sure you give the correct input, in order to get the correct output. We do no checks and this is one of the many reasons we are fast.
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Update multivariate_mle.R #60

Closed JCRichstein closed 2 years ago

JCRichstein commented 2 years ago

Describe the bug The function mvlnorm.mle always throws the error message Error in det(s) : object 's' not found

To Reproduce

  1. A complete example with the same data that the function failed. (screenshots not preferred) x <- matrnorm(100, 4) res<-mvlnorm.mle(x) x <- NULL

Suggested fix

In multivariate_mle.R line 101 (https://github.com/RfastOfficial/Rfast/blob/1f14fbb7a0729b6c4122fc3ce12701ad4801f1a3/R/multivariate_mle.R#L101):

Instead of a <- n d log(2 pi) + n log(det(s)) + n d - sum(y) Should be a <- n d log(2 pi) + n log(det(sigma)) + n d - sum(y)

s is the expected value, and not defined at that point in the code.

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