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

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

Postby santiago » Wed Sep 04, 2013 5:43 am

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) ;
Attachments
gsm.mod
(4.93 KiB) Downloaded 97 times
data.m
(7.37 KiB) Downloaded 78 times
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Re: ??? Error using ==> chol Matrix must be positive definit

Postby sadia » Mon Dec 29, 2014 12:15 am

Hi, could you solve this problem? If yes, how?
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Re: ??? Error using ==> chol Matrix must be positive definit

Postby jpfeifer » Mon Dec 29, 2014 10:05 am

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