#270: Determinant computation in marginal_density.m looks sub-optimal ------------------------+-------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: major | Milestone: Component: Estimation | Version: 4.3.0 Keywords: | ------------------------+-------------------- In marginal_density.m, the determinant is computed (at three places) using the det() function. This function is known to be less precise than a Cholesky-based determinant computation when the determinant is close to zero.

Stéphane thinks that the Cholesky was used before, so we need to understand why this has changed, and therefore whether we can go back to the Cholesky.

Issue reported by Gilles Bélanger (Ministère des Finances du Québec)