Skip to content
Prev 171054 / 398503 Next

DLM and matrices with 0 eigenvalues

I am using DLM to fit a state space model.  The covariance matrix of states (W) is given by:
a 0 a 0
0 0 0 0
a 0 a 0
0 0 0 0
where a is a parameter to be estimated.  Even though the matrix is positive semidefinite, sometimes DLM gives me an error that W is not a valid variance matrix.  As far as I can tell, the reason is that one of R's computed eigenvalues is very slightly negative (something like -5E-17).  Is there a way to work around this?

Thanks!

Rebecca
Message-ID: <27294493.593551235052462009.JavaMail.root@calliope.stern.nyu.edu>
In-Reply-To: <33023485.588341235050757910.JavaMail.root@calliope.stern.nyu.edu>