narrow catch condition #43

bsvars · Aug 9, 2024 · c89c23b · c89c23b
1 parent ebd40f5
commit c89c23b
Showing 1 changed file with 5 additions and 3 deletions.
diff --git a/src/sample_hyper.cpp b/src/sample_hyper.cpp
@@ -1,4 +1,5 @@
 
+#define ARMA_WARN_LEVEL 1
 #include <RcppArmadillo.h>
 
 #include "utils.h"
@@ -111,19 +112,20 @@ double log_ml(
   mat    inv_Omega = diagmat(1 / Omega.diag());
 
   try {
-    mat Bhat = inv_sympd(X.t() * X + inv_Omega) * (X.t() * Y + inv_Omega * b);
+    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(X.t() * X + inv_Omega);
+    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(...) {
+  } catch(std::runtime_error) {
     log_ml = -1e+10;
   }