CODA gleman.diag, Error in chol.default(W):

Question

I'd like to use gelman.diag for an MCMC chain I ran in JAGS. It is very large, so I can't provide it.

The chain contains several MVN distributions, and I use a wishart prior on the precision matrix.

Just wondering what potential sources of this error might be?

Thanks you

Sorry. "Error in chol.default(W): the leading minor of order 4 is not positive definite." I have double checked, no monitors on constant nodes. — user1375871, Mar 19 '13 at 01:38

score 2 · Answer 1 · answered Mar 18 '13 at 20:30

2

You may have set a monitor on a constant parameter, which will cause chol.default to choke.

answered Mar 18 '13 at 20:30

Chris Hanretty

1 Answers1