fix posdef numerical error by workaround

Project.toml

@@ -1,7 +1,7 @@
 name = "DPMMSubClusters"
 uuid = "2841fd70-8698-11e9-176d-6dfa142d2ee7"
 authors = ["Or Dinari <[email protected]>"]
-version = "0.1.9"
+version = "0.1.10"
 
 [deps]
 Clustering = "aaaa29a8-35af-508c-8bc3-b662a17a0fe5"

src/priors/niw.jl

@@ -26,6 +26,9 @@ function calc_posterior(prior:: niw_hyperparams, suff_statistics::niw_sufficient
     m = (prior.m.*prior.κ + suff_statistics.points_sum) / κ
     ψ = (prior.ν * prior.ψ + prior.κ*prior.m*prior.m' -κ*m*m'+ suff_statistics.S) / ν
     ψ = Matrix(Hermitian(ψ))
+    while(isposdef(ψ) == false)
+        ψ += 0.1*I
+    end
     return niw_hyperparams(κ,m,ν,ψ)
 end