CAR-LASSO
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bGlasso malfunctions with probit link
I've tried to run bGlasso
with the same binary dataset as CARlasso
(sans predictors). It runs fine with CARlasso
and it appears to also be running fine with bGlasso
when I use the count dataset and log link instead. The matrix is 122 rows by 25 columns
carNull <- bGlasso(data=phdat[,1:25], link="probit", n_iter=2000, n_burn_in = 1000, thin_by=10)
Algorithm start...
progress:
0% 10 20 30 40 50 60 70 80 90 100%
[----|----|----|----|----|----|----|----|----|----|
**************************************************|
Error in Intercept_Graphical_LASSO_hir_Cpp(y, 3, n_iter, n_burn_in, thin_by, : mvnrnd(): given covariance matrix is not symmetric positive semi-definite