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Little bug in dmatrixnorm #28

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bernardonipoti opened this issue Jan 20, 2022 · 1 comment
Open

Little bug in dmatrixnorm #28

bernardonipoti opened this issue Jan 20, 2022 · 1 comment

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@bernardonipoti
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Hi and thanks for keeping up the package!

After noticing inconsistency with the results provided by other packages, I spotted a little bug in dmatrixnorm, function to evaluate the density of a matrix normal. The error comes from a misplaced parenthesis in one of the lines of the function. Specifically, the line

dens <- -0.5 * tr(as.inverse(V) %*% t(ss) %*% as.inverse(U) %*% ss) - (log(2 * pi) * (n * k/2) - logdet(V) * (n/2) - logdet(U) * (k/2))

should be corrected as:

dens <- -0.5 * tr(as.inverse(V) %*% t(ss) %*% as.inverse(U) %*% ss) - log(2 * pi) * (n * k/2) - logdet(V) * (n/2) - logdet(U) * (k/2)

I hope this helps.

@LukeTheBarratt
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Still not fixed - submitted another report :(

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