error: chol: input matrix must be positive definite

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

error: chol: input matrix must be positive definite

Postby pfb » Sun May 26, 2013 4:55 pm

http://i41.tinypic.com/2r7ssus.jpg

Can someone explain how to cope with this kind of problem?
pfb
 
Posts: 4
Joined: Wed May 22, 2013 6:13 pm

Re: error: chol: input matrix must be positive definite

Postby jpfeifer » Mon May 27, 2013 9:37 pm

Try a longer run of mode_compute=6, try mode_compute=9. Check whether the data matches the model (observation equation). Use stronger priors.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 7 guests