Re: [R] System is computationally singular error when using cholesky decompostion in MCMC

For question 2, my personal favorite is options(error=recover) which will let you take a look at all levels of the call stack as soon as an error is signaled. The debug package on CRAN is popular but I've never used it. Michael On Mon, Feb 20, 2012 at 7:18 PM, Shantanu MULLICK wrote: > Hello Eve

[R] System is computationally singular error when using cholesky decompostion in MCMC

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 m