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Hi All,

I am implementing the zero trick for a non-standard prior for a variance matrix. The matrix is restricted because of some symmetry conditions which results in the restriction on the values of correlation parameters. I have used the zero-trick (on the sample space for correlations) to implement the condition that the variance matrix be positive-definite. The zero trick is supposed to help in the generation of values of the correlation parameters so that only legal values are generated. What happens is that sometimes illegal values are picked up and as a result the updater stops with a trap message because the variance matrix generated is not positive definite.

Interestingly, the code runs fine in the beta version of OpenBUGS (2007) but not in WinBUGS1.4 and the current version of OpenBUGS.
Anyone has an insight about how the zero-trick is implemented? My impression is that it is part of the prior (like censoring/truncation). 

Paramjit Gill


  
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