I'm trying to use the mgarch package to estimate multivariate GARCH models
(specifically, I'm using the mvBEKK.est method).  Whenever I estimate a
model, I get a number of messages:

H IS SINGULAR!...

and at the end, I get:

Warning message:
In mvBEKK.est(mgarch_input, order = c(1, 1)) :
  negative inverted hessian matrix element


Are these serious problems?  In addition to the data I'm using, I've also
tried estimating mvBEKK with randomly generated series, and I get the same
result.  If these warnings are genuine problems, any ideas on how I can work
around these?



Thanks,
Jeff

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