Add options to control numerical precision of sadmvn integration routine

neale's picture
Category:feature request

The file omxSadmvnWrapper.cpp has the following hard-coded precision options for numerical integration:

   	double absEps = 1e-3;
   	double relEps = 0;
  	int MaxPts = 10000*cov->rows

The last of these deviates from classic Mx setting of
1000*ordCov->rows * ordCov->rows * ordCov->rows;

We have been experiencing persistent difficulties with optimization when the number of ordinal variables is large - more frequently than with classic Mx. Possibly the MaxPts setting could be changed to agree with classic Mx?

At the same time, providing mxOption() access to absEps and relEps would help to eliminate possible numerical precision related issues. Could that be added?


AdminHunter's picture


Joshua Pritikin added this feature but it has not yet been tested or documented. I can certainly try to test it (possibly with help from Michael Neale), once it is documented. Joshua, can to update trunk/R/mxOption.Rd for this feature?

jpritikin's picture


See svn 3213

AdminHunter's picture


Status:active» closed

I'm closing this. I believe it's implemented and documented. If someone feels otherwise, they can re-open.