mode_compute=6, still positive definite matrix problem
Posted: Thu Apr 28, 2011 5:24 pm
Hey all,
I had the usual error message telling me that the Hessian matrix was not semi definite positive, so I use the "mode_compute=6" command. But I still get the error message :
??? Error using ==> chol
Matrix must be positive definite.
Error in ==> gmhmaxlik at 232
dd = transpose(chol(CovJump));
Error in ==> dynare_estimation_1 at 552
[xparam1,PostVar,Scale,PostMean] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> argentina at 240
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
What can I do ??
Thanks for the help !
Anne.
I had the usual error message telling me that the Hessian matrix was not semi definite positive, so I use the "mode_compute=6" command. But I still get the error message :
??? Error using ==> chol
Matrix must be positive definite.
Error in ==> gmhmaxlik at 232
dd = transpose(chol(CovJump));
Error in ==> dynare_estimation_1 at 552
[xparam1,PostVar,Scale,PostMean] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> argentina at 240
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
What can I do ??
Thanks for the help !
Anne.