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Replace call to cholcov by call to chol 

Closes #964
time-shift
Johannes Pfeifer 2015-07-06 08:18:58 +02:00
parent 3b142de609
commit 3d4d3ff2cb
1 changed files with 1 additions and 1 deletions
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2
matlab/TaRB_metropolis_hastings_core.m
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@ -178,7 +178,7 @@ for curr_chain = fblck:nblck,
inverse_hessian_mat=eye(nxopt)*1e-4; %use diagonal
end
end
[proposal_covariance_Cholesky_decomposition_upper,negeigenvalues]=cholcov(inverse_hessian_mat,0);
[proposal_covariance_Cholesky_decomposition_upper,negeigenvalues]=chol(inverse_hessian_mat);
%if not positive definite, use generalized Cholesky if
%Eskow/Schnabel
if negeigenvalues~=0