Hello Everyone
I have a MCMC loop to calculate a time varying hierarchical Bayesian
structure.
This requires me to use around 5-6 matrix inversions in the loop.
I use cholesky and chol2inv for the matrix decomposition.
Because of the data I am working with I am required to invert a 167 by 167
matrix twice in one iteration.
I need to run the iteration for 10000 times, but I get the error "System
is computationally singular" after 5 iterations of the MCMC.
Are there any "usual suspects", frequently occurring errors that I should
pay attention to ? My code is 200 lines so I don't write it here.
Naive question 1: Is it possible that the error is occurring for any other
reason other than "matrix inversion" ?
Naive question 2: Any suggestions on which debugging function (out of the
many functions that R provides) would be the best to detect the error
given my programming setup. I haven't used any of the debugging functions
in R yet - in the past have been able to debug by going through the code.
Thanks a lot !
Best
Shantanu
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