Re: [R] eigen() may fail for some symmetric matrices, affects mvrnorm()

From: Jouni Kerman <jpk2005_at_columbia.edu>
Date: Mon 02 May 2005 - 00:27:45 EST

Hi all,

Professor Ripley is right. This problem does not affect newer versions of mvrnorm. We had an older version of mvrnorm which did not set EISPACK=TRUE as it should. Sorry for the confusion. Thank you for the correction.

Jouni Kerman

On May 1, 2005, at 6:08 AM, Prof Brian Ripley <ripley@stats.ox.ac.uk> wrote:
> mvrnorm() uses EISPACK=TRUE and always has done, explicitly since there
> was such an argument to eigen() (since 15 Jan 2003: the argument was
> introduced in R 1.7.0 in April 2003). Just take a look at the code.



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