[R-SIG-Finance] maxbfgs

jun wang junluke at gmail.com
Tue Oct 21 22:17:03 CEST 2014


Dear R users,

I am using the maxbfgs function in the maxLik package for the maximum
likelihood function i created, but keeps getting the following error:

Error in chol.default(mInvSigma) :
  the leading minor of order 1 is not positive definite


Any suggestions would be very appreciated.

Thanks,
Jun

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