Hey everybody, I am runing the estimation of the model using Bayesian estimation, The problem is that the error is always about the sigma matrix, I tried another set of data but the same problem arises:
??? Error using ==> mvnrnd at 118SIGMA must be a symmetric positive semi-definite matrix.Error in ==> encompassing_estimation at 99x = mvnrnd(zeros(1,npars),V,nsim);Error in ==> encompassing_estimation_run at 31 [out,parnew,par,VarCov] = encompassing_estimation(nsim,newV,DATA); % To be used in the first
or final iterations
I checked for the sigma matrix which is "V" the inverse of the Hessian matrix is squared symmetric matrix.
Is there any solution?
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