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??? Error using ==> chol Matrix must be positive definite.

PostPosted: Wed Sep 04, 2013 5:43 am
by santiago
i am trying to replicate the Leeper,Plante&Traum(2010)"Dynamics of fiscal financing in the United States" with complementarity government spending and government investment. but i found the messages...
??? Error using ==> chol
Matrix must be positive definite.

Error in ==> metropolis_hastings_initialization at 68
d = chol(vv);

Error in ==> random_walk_metropolis_hastings at 69
[ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar,
nblck, nruns, NewFile, MAX_nruns, d ] = ...

Error in ==> dynare_estimation_1 at 909
feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);

Error in ==> dynare_estimation at 70
dynare_estimation_1(var_list,dname);

Error in ==> gsm at 457
dynare_estimation(var_list_);

Error in ==> dynare at 120
evalin('base',fname) ;

Re: ??? Error using ==> chol Matrix must be positive definit

PostPosted: Mon Dec 29, 2014 12:15 am
by sadia
Hi, could you solve this problem? If yes, how?

Re: ??? Error using ==> chol Matrix must be positive definit

PostPosted: Mon Dec 29, 2014 10:05 am
by jpfeifer
Search the forum. There are dozens of posts on this. There are many different reasons why this can happen. Most of the time is has to do with wrong data treatment.