Comments (2)
bantin
commented on August 19, 2024
@slinderman I'm thinking maybe 4ce7400 might address this. Could you take a look and let me know what you think? It just calls scipy.minimize_scalar if the modified newton method fails. It seems like it tends to fail when E_tau and E_logtau are very small, but I haven't found a good way around this.
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slinderman
commented on August 19, 2024
You were right, it fails when those inputs are small, which happens when there are very few observations of the Student's t distribution. I was able to avoid this failure by adding a weak prior to nu. Fixed in 32e194a.
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