Fix warning in .rhoPrior and trMVNmatrixRcpp

[philipptandler]

During the execution of gjam() in my project, I had two warning that were displayed repeatedly:

In gjamHfunctions.R in the .rhoPrior function a matrix is initialised. The there is an error if the data (rep(1:M, M*S)) is of unequal length as the number of elements in the matrix (nrow = S*M, ncol = S). To match the length of data with the number of elements, data must be rep(1:M, S*S) to get S*M*S elements in the matrix.

In cppFns.cpp in the trMVNmatrixRcpp function, the smat matrix is inverted. In case the xdata used in the input is not normalized, especially if the mean is >> 0, the elements in the smat matrix can be very high and low, yielding numerical imprecisions and the function arma::inv_sympd() returns a warning: given matrix is not symmetric. This can be resolved through either forcing it symmetric or make sure the xdata provided is (roughly) normalized. For the first issue, I force it twice, such that first high and low values are roughly equal (L118) and exactly equal in floating point precision (L119). For the latter option, I would recommend add a step where the .gjam ensures the xdata is normalized and add this to the description in the package.

[gaborcsardi]

Hi, this is a read only mirror of CRAN, please see the package authors in the DESCRIPTION file. Look for Maintainer, BugReports and URL. Thanks!