[ADMB Users] Multivariate Autoregressive State Space Models

H. Skaug hskaug at gmail.com
Sat Feb 23 15:33:54 PST 2013


There was an error in the description on the webpages. This has now been
corrected. I am not sure if this solves your problem, though.


> Now I'm working on fitting the variance-covariance matrix for process error. I've followed the directions here
> http://www.admb-project.org/examples/admb-tricks/parameterization/covariance-matrices
> http://www.admb-project.org/examples/admb-tricks/parameterization/covariance-matrices/correlation-matrix
> But somewhere in the code I keep getting the error
> Error matrix not positive definite in choleski_decomp
> can't improve function value in trust region calculations

More information about the Users mailing list