Search found 1 match

by Saffer
Thu Sep 03, 2009 4:38 am
Forum: Estimation
Topic: Cholesky factorization
Replies: 1
Views: 3119

Cholesky factorization

Quick question: I've run a VAR, created a covariance matrix of the residuals and copied this into a new matrix. I now want the Cholesky factorization of the residual matrix ('residmat'). I have tried various different commands but always receive the same error message: 'Matrix sent to function which...

Go to advanced search