If statement for when matrix is close to singular

Hi all,

I'm running an MCMC to estimate a model and for several parameter draws I get a warning that a matrix is close to singular or badly scaled when trying to invert it. I want to embed an if-statement in order to discard such draws and end evaluation of the function to speed up my MCMC and focus only on those parameters with high density.

Is there a way I can do this?

Answer 1

[David Hill]

Look at cond() function:

https://www.mathworks.com/help/matlab/ref/cond.html?s_tid=srchtitle