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Tag Archive for rmatrixnormal-distributioncovariance-matrix

The leading minor of order 14 is not positive (rmvnorm)

I have a 30 by 30 covariance matrix that is symmetric (passes with both the isSymmetric function as well as is.symmetric.matrix from matrixcalc library). However, I can’t sample from it using rmvnorm(), as I get the following error: