While using the rmvnorm function, I get the error: Error in eigen(sigma, sym = TRUE) : error code 5 from Lapack routine 'dsyevr'
The same thing happens when I try the eigen() function on my covariance matrix. The matrix is a symmetric 111x111 matrix. Well, it is almost symmetric; there are slight deviations from symmetry (the largest is 3e-18). I have this in an MCMC loop, and it happens about once in every 40 iterations or so. What does this error mean? Thanks. -- Richard D. Morey, M.A. Research Assistant, Perception and Cognition Lab University of Missouri-Columbia ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
