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omxMnor() problem

Funky output with non-positive definite input matrix. May be funky otherwise too. See:

but note that there are some issues with the script, which I have fixed in the attached. Data here also, for convenience.

Binary Data curiousProblem.R2.51 KB
File dz.csv1.58 KB
Mon, 02/25/2013 - 22:54
Wed, 12/02/2015 - 16:18


It is unclear based on this post what the real problem is and what the desired behavior is. I've attached a script that demonstrates the odd behavior. (The old one no longer did due to data sorting and which row is returned as the result of an algebra after running.) It still depends on the data file Neale attached.

Remark: throwing an error in the backend when a correlation greater than 1 is observed causes errors in the test suite.

Question 1: Do we just want a frontend error for non-positive definite cov matrices?

Question 2: Is the problem that optimization led to an expected non-positive definite cov matrix?

See for the fix.