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bsvars / bsvarSIGNs

Bayesian SVARs with Sign, Zero, and Narrative Restrictions
http://bsvars.org/bsvarSIGNs/
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iwishrnd bug #30

Closed adamwang15 closed 4 months ago

adamwang15 commented 4 months ago

multiplying data matrix by constants makes the scale matrix for inverse-Wishart not symmetric positive definite

data(optimism)
spec = specify_bsvarSIGN$new(optimism*10, p = 4)
post = estimate(spec, S = 2)

Error in estimate.BSVARSIGN(spec, S = 2) : 
  iwishrnd(): given matrix is not symmetric positive definite and/or df is too low
adamwang15 commented 4 months ago

okay I just forgot to remove the old code after updating