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380: Idea to solve convergence problem #386
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@yonicd maybe you are interested in reviewing this design PR - I think I solved the puzzle why SAS converges much better in the example |
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Results for commit: da369a6 Minimum allowed coverage is ♻️ This comment has been updated with latest results |
- expose latex from comment in chunk to be rendered as part of doc
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In general i think that the computation cost of the empirical covmat is small and would relax the constraint that this simulated data showed.
To the question of MIVQUE0, i think that could be a longer term goal in the next release. It would give more flexibility for larger dimension designs (per reference paper) so we may hit against that problem anyways as more people use the package.
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Force the PD using Matrix package | ||
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```{r} | ||
sigma_emp3_pd <- Matrix::nearPD(sigma_emp3)$mat |
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@yonicd ah this is cool! thanks
part of #380