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const error #43
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adamwang15 committed Aug 9, 2024
1 parent dc4daa2 commit 0e5ec95
Showing 1 changed file with 13 additions and 13 deletions.
26 changes: 13 additions & 13 deletions src/sample_hyper.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -110,25 +110,25 @@ double log_ml(

double log_ml = 0;
mat inv_Omega = diagmat(1 / Omega.diag());

try {
mat XX = X.t() * X + inv_Omega;
mat Bhat = solve(XX, X.t() * Y + inv_Omega * b, solve_opts::likely_sympd);
mat ehat = Y - X * Bhat;
log_ml += - N * T / 2.0 * log(M_PI);
log_ml += log_mvgamma(N, (T + d) / 2.0);
log_ml += -log_mvgamma(N, d / 2.0);
log_ml += - N / 2.0 * log_det_sympd(Omega);
log_ml += d / 2.0 * log_det_sympd(Psi);
log_ml += - N / 2.0 * log_det_sympd(XX);
mat A = Psi + ehat.t() * ehat + (Bhat - b).t() * inv_Omega * (Bhat - b);
log_ml += - (T + d) / 2.0 * log_det_sympd(A);
} catch(std::runtime_error) {

log_ml += - N * T / 2.0 * log(M_PI);
log_ml += log_mvgamma(N, (T + d) / 2.0);
log_ml += -log_mvgamma(N, d / 2.0);
log_ml += - N / 2.0 * log_det_sympd(Omega);
log_ml += d / 2.0 * log_det_sympd(Psi);
log_ml += - N / 2.0 * log_det_sympd(XX);
mat A = Psi + ehat.t() * ehat + (Bhat - b).t() * inv_Omega * (Bhat - b);
log_ml += - (T + d) / 2.0 * log_det_sympd(A);

} catch(const std::runtime_error& e) {
log_ml = -1e+10;
}

return log_ml;
}

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