Displaying 1 result from an estimated 1 matches for "pllh".
Did you mean:
pll
2009 Jun 17
3
Matrix inversion-different answers from LAPACK and LINPACK
...r correlations, so I need to invert the matrix. There
are times where the standard "solve(X)" returns an error, but "solve(qr(X,
LAPACK=TRUE))" returns values. However, there are times, where the latter
returns what seems to be bizarre results.
For example, an example matrix is PLLH (Pareto LogLikelihood Hessian)
alpha theta
alpha 1144.6262175141619082 -0.012907777205604828788
theta -0.0129077772056048 0.000000155437688485563
Running plain "solve (PLLH)" or "solve (qr(PLLH))" returns:
[,1...