[R-SIG-Finance] maxbfgs

Brian G. Peterson brian at braverock.com
Tue Oct 21 22:38:28 CEST 2014


On 10/21/2014 03:17 PM, jun wang wrote:
> 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.

Try following the posting guide and creating a minimal reproducible example.

Also, perhaps contact the maintainer of the maxLik package with your 
reproducible example.

Brian



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