warning: chol(): given matrix is not symmetric
Closed this issue · 2 comments
Hi,
I'm getting this warning repeteadly:
warning: chol(): given matrix is not symmetric
sessionInfo()
R version 3.6.2 (2019-12-12)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.3 LTS
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/openblas/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/libopenblasp-r0.2.20.so
locale:
[1] LC_CTYPE=es_ES.UTF-8 LC_NUMERIC=C LC_TIME=es_UY.UTF-8 LC_COLLATE=es_ES.UTF-8 LC_MONETARY=es_UY.UTF-8
[6] LC_MESSAGES=es_ES.UTF-8 LC_PAPER=es_UY.UTF-8 LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=es_UY.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] vars_1.5-3 lmtest_0.9-37 urca_1.3-0 strucchange_1.5-2 sandwich_2.5-1 zoo_1.8-7 MASS_7.3-51.5 bvarsv_1.1
[9] data.table_1.12.8 plotly_4.9.1 forecast_8.10 ggplot2_3.2.1
loaded via a namespace (and not attached):
[1] Rcpp_1.0.3 here_0.1 lattice_0.20-38 tidyr_1.0.0 assertthat_0.2.1 zeallot_0.1.0 rprojroot_1.3-2
[8] digest_0.6.23 packrat_0.5.0 mime_0.8 R6_2.4.1 cellranger_1.1.0 backports_1.1.5 httr_1.4.1
[15] pillar_1.4.3 rlang_0.4.2 lazyeval_0.2.2 curl_4.2 readxl_1.3.1 rstudioapi_0.10 fracdiff_1.5-0
[22] TTR_0.23-6 htmlwidgets_1.5.1 munsell_0.5.0 shiny_1.4.0 compiler_3.6.2 httpuv_1.5.2 pkgconfig_2.0.3
[29] htmltools_0.4.0 nnet_7.3-12 tidyselect_0.2.5 tibble_2.1.3 quadprog_1.5-8 viridisLite_0.3.0 crayon_1.3.4
[36] dplyr_0.8.3 withr_2.1.2 later_1.0.0 grid_3.6.2 nlme_3.1-143 jsonlite_1.6 xtable_1.8-3
[43] gtable_0.3.0 lifecycle_0.1.0 magrittr_1.5 scales_1.1.0 quantmod_0.4-15 stringi_1.4.5 farver_2.0.1
[50] promises_1.1.0 tseries_0.10-47 timeDate_3043.102 xts_0.11-2 vctrs_0.2.1 RColorBrewer_1.1-2 tools_3.6.2
[57] glue_1.3.1 purrr_0.3.3 crosstalk_1.0.0 rsconnect_0.8.16 parallel_3.6.2 fastmap_1.0.1 yaml_2.2.0
[64] colorspace_1.4-1
Why I got this error at every iteration? And how can I turn it off? I don't understand why the matrix is not symmetric. I read some post in stack that may be because of RcppArmadillo
Well, looks like that when I run bvarsv::bvar.sv.tvp with p = 1 there are no warnings at all, but with p = 2 they appears again.
Also, if I add some constant to the data, the warnings appears. (It doesn't matter if I add a diferent constant to every variable)
-0.067;0.418;5.675
0.014;0.396;5.66
0.085;0.376;6.934
-0.076;0.326;8.223
-0.096;0.287;10.412
-0.012;0.225;11.276
0.032;0.192;11.583
-0.004;0.166;14.299
-0.145;0.156;15.545
0.017;0.174;16.011
-0.015;0.173;15.05
0.091;0.199;15.154
-0.087;0.221;14.242
-0.013;0.236;14.033
0.013;0.251;14.51
0.066;0.239;13.224
-0.043;0.224;13.348
-0.042;0.226;13.113
0.018;0.223;13.399
0.106;0.255;12.425
-0.062;0.283;11.758
0.032;0.264;10.667
0.048;0.292;10.789
0.079;0.293;9.569
-0.059;0.306;9.58
0.024;0.353;9.108
0.031;0.379;8.783
0.05;0.389;9.715
-0.108;0.403;9.986
0.029;0.447;8.715
0.016;0.435;8.357
0.065;0.428;9.239
-0.101;0.414;8.337
0.037;0.452;8.491
0.007;0.448;9.085
0.068;0.469;8.306
-0.109;0.48;9.088
-0.005;0.473;8.524
0.065;0.55;9.497
0.076;0.526;10.108
-0.114;0.516;9.703
0.023;0.579;9.291
0.047;0.594;8.113
0.08;0.618;8.646
-0.072;0.633;11.134
0.031;0.665;8.031
0.048;0.641;8.297
0.048;0.591;8.599
-0.094;0.633;8.796
0.006;0.67;8.697
0.068;0.697;8.174
0.051;0.743;7.928
-0.088;0.74;7.968
0.074;0.757;8.817
0.036;0.716;10.25
0.044;0.675;9.484
-0.124;0.647;10.485
0.047;0.624;10.323
-0.031;0.59;10.71
0.083;0.575;11.573
-0.076;0.593;12.12
0.031;0.614;12.607
0.062;0.671;12.451
0.065;0.788;12.183
-0.114;0.839;11.411
0.072;0.793;12.645
0.007;0.773;12.113
0.073;0.827;10.224
-0.061;0.802;9.869
-0.016;0.794;9.477
0.052;0.796;10.537
0.062;0.781;10.956
-0.097;0.715;12.047
-0.016;0.748;12.033
0.01;0.806;11.72
0.069;0.772;11.479
-0.056;0.762;11.858
-0.05;0.761;15.08
0.016;0.679;13.591
0.052;0.645;15.027
-0.054;0.651;14.335
-0.048;0.616;15.666
0.003;0.597;16.25
0.06;0.582;15.652
-0.103;0.516;14.734
-0.001;0.44;15.565
-0.054;0.404;18.715
0.063;0.381;19.41
-0.081;0.396;18.985
0.043;0.447;16.937
0.019;0.509;15.075
0.101;0.576;15.762
-0.065;0.645;12.656
-0.02;0.712;13.779
0.016;0.788;12.811
0.102;0.805;12.428
-0.062;0.867;12.159
0.027;0.825;11.805
0.019;0.76;11.827
0.098;0.729;11.39
-0.071;0.7;11.988
-0.011;0.734;10.266
0.016;0.773;9.956
0.086;0.798;9.734
-0.047;0.837;8.735
0.006;0.884;8.845
0.028;0.884;9.494
0.088;0.973;8.787
-0.068;1.028;8.526
0.025;1.059;7.709
0.036;1.138;7.732
0.077;1.036;7.4
-0.098;0.988;8.456
0.013;0.979;8.636
0.051;0.952;7.359
0.088;0.991;7.215
-0.06;0.97;7.459
0.02;0.945;7.189
0.016;0.936;6.807
0.071;1.026;6.766
-0.052;0.998;6.255
0.01;1.072;6.549
0.042;1.127;6.472
0.03;1.082;6.307
-0.05;1.048;6.047
0.006;0.98;7.096
0.041;0.954;7.055
0.051;0.94;6.727
-0.06;0.942;7.014
0.025;0.899;6.488
0.015;0.869;6.257
0.071;0.843;6.193
-0.079;0.822;6.43
0.03;0.774;6.624
0.016;0.757;6.534
0.053;0.724;7.336
-0.06;0.771;6.755
-0.018;0.697;7.859
0.024;0.66;8.055
0.041;0.612;8.521
-0.047;0.572;8.007
-0.006;0.594;8.232
0.031;0.565;9.044
0.057;0.578;7.695
-0.039;0.622;8.466
-0.021;0.576;8.527
0.022;0.597;7.802
0.054;0.583;8.01
-0.036;0.564;9.261
-0.019;0.584;8.155
0.018;0.567;8.327
0.043;0.586;9.101
did you resolve this problem?
did you solve this problem? I have the same problem