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| - <color #113399>**How does WOMBAT deal** with matrices that are not p.d.?</color> During estimation, WOMBAT constrains estimated matrices to have these properties, checking eigenvalues at each iteration step.\\ However, if it finds a `invalid' matrix of starting values, it will stop with an error message. While the program could, in principle, readily carry out the necessary calculations to modify such `invalid' starting values, this may lead to rather bad starting values and is thus not done. | - <color #113399>**How does WOMBAT deal** with matrices that are not p.d.?</color> During estimation, WOMBAT constrains estimated matrices to have these properties, checking eigenvalues at each iteration step.\\ However, if it finds a `invalid' matrix of starting values, it will stop with an error message. While the program could, in principle, readily carry out the necessary calculations to modify such `invalid' starting values, this may lead to rather bad starting values and is thus not done. | ||
| * Update: Recent versions of WOMBAT will attempt to 'fix' matrices of starting values which are just a little bit 'off', i.e. have eigenvalues close to zero, to make life easier. However, it is still best if you make sure your starting values are appropriate - your analysis will run faster and be less less likely to run into problems if you provide starting values derived from preliminary uni- and bivariate analyses and matrices which are safely positive-definite! | * Update: Recent versions of WOMBAT will attempt to 'fix' matrices of starting values which are just a little bit 'off', i.e. have eigenvalues close to zero, to make life easier. However, it is still best if you make sure your starting values are appropriate - your analysis will run faster and be less less likely to run into problems if you provide starting values derived from preliminary uni- and bivariate analyses and matrices which are safely positive-definite! | ||
| - | - <color #113399>**What can you do about it?**</color> To fix the problem, modify your input matrix until all eigenvalues are positive. WOMBAT uses a Cholesky factorization to check starting values. If the error message complains about a (negative) pivot close to zero, adding a small constant to the diagonals is often sufficient to make a matrix p.d.; if the negative pivot is not close to zero, something else is likely to have gone wrong -- this could be as simple as a typing error or having specified the lower rather than the upper triangle of the covariance matrix. ~~UP~~ | + | - <color #113399>**What can you do about it?**</color> To fix the problem, modify your input matrix until all eigenvalues are positive. WOMBAT uses a Cholesky factorization to check starting values. If the error message complains about a (negative) pivot close to zero, adding a small constant to the diagonals is often sufficient to make a matrix p.d.; if the negative pivot is not close to zero, something else is likely to have gone wrong -- this could be as simple as a typing error or having specified the lower rather than the upper triangle of the covariance matrix. |
