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Opened 14 years ago

Last modified 14 years ago

#979 assigned defect

Error in first sample in GibbsRectangleMNormal

Reported by: César Pérez Álvarez Owned by: Jorge
Priority: low Milestone:
Component: Math Version: 2.0.1
Severity: minor Keywords: b44
Cc:

Description

If we compile this code several times:

Matrix mu = Col(0.0);
Matrix cov = Col(1);
Matrix c1 = Col(-1/0);
Matrix c2 = Col(1/0);
Matrix MCsample = GibbsRectangleMNormal(mu, cov, c1, c2, 1, 1);

Always sample value is -8.29131843138. If we try with this code

Matrix mu = Col(0.0);
Matrix cov = Col(1);
Matrix c1 = Col(-1/0);
Matrix c2 = Col(1/0);
Matrix MCsample = GibbsRectangleMNormal(mu, cov, c1, c2, 1, 100);

And the first sample, that we get, is the upper value. I think that problem is the limits (-inf, +inf). If we try with others value not +/-inf the sampling works well.
If we calculate the probabability density without this value, this density is the expected one N(0,1).

Change History (1)

comment:1 Changed 14 years ago by Víctor de Buen Remiro

Owner: changed from Víctor de Buen Remiro to Jorge
Status: newassigned
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