SemWLS: dim checks

Author: Alexey Stukalov

src/loss/WLS/WLS.jl

@@ -59,23 +59,34 @@ function SemWLS(;
     meanstructure = false,
     kwargs...,
 )
-    ind = CartesianIndices(obs_cov(observed))
-    ind = filter(x -> (x[1] >= x[2]), ind)
-    s = obs_cov(observed)[ind]
+    n_obs = n_man(observed)
+    tril_ind = filter(x -> (x[1] >= x[2]), CartesianIndices(obs_cov(observed)))
+    s = obs_cov(observed)[tril_ind]
 
     # compute V here
     if isnothing(wls_weight_matrix)
-        D = duplication_matrix(n_man(observed))
+        D = duplication_matrix(n_obs)
         S = inv(obs_cov(observed))
         S = kron(S, S)
         wls_weight_matrix = 0.5 * (D' * S * D)
+    else
+        size(wls_weight_matrix) == (length(tril_ind), length(tril_ind)) ||
+            DimensionMismatch(
+                "wls_weight_matrix has to be of size $(length(tril_ind))×$(length(tril_ind))",
+            )
     end
 
     if meanstructure
         if isnothing(wls_weight_matrix_mean)
             wls_weight_matrix_mean = inv(obs_cov(observed))
+        else
+            size(wls_weight_matrix_mean) == (n_obs, n_obs) || DimensionMismatch(
+                "wls_weight_matrix_mean has to be of size $(n_obs)×$(n_obs)",
+            )
         end
     else
+        isnothing(wls_weight_matrix_mean) ||
+            @warn "Ignoring wls_weight_matrix_mean since meanstructure is disabled"
         wls_weight_matrix_mean = nothing
     end
     HE = approximate_hessian ? ApproximateHessian : ExactHessian