Hi,
How could I denfine omegas with correlation to others?
iparams = (
Ω = [0.1 0.0;
0.001 0.1],
...
When fitting, the error is
ERROR: PosDefException: matrix is not Hermitian; Cholesky factorization failed.
Best wishes.
Hi,
How could I denfine omegas with correlation to others?
iparams = (
Ω = [0.1 0.0;
0.001 0.1],
...
When fitting, the error is
ERROR: PosDefException: matrix is not Hermitian; Cholesky factorization failed.
Best wishes.
Covariance matrices have to be symmetric so please try with
Ω = [0.1 0.001;
0.001 0.1 ]