error: chol: input matrix must be positive definite

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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?
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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.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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