? Error using ==> chol Matrix must be positive definite

Dynare help (legacy posts)
1

Hello

I am using the dynare 4.2.4. with MATLAB 7.1.0.246 R14 on Windows XP.
I think i met the same problem with a post as ? Error using ==> chol Matrix must be positive definite

My error message is

??? Error using ==> chol
Matrix must be positive definite.

Error in ==> metropolis_hastings_initialization at 52
d = chol(vv);

Error in ==> random_walk_metropolis_hastings at 43
ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] = …

Error in ==> dynare_estimation_1 at 1057
feval(options_.posterior_sampling_method,‘DsgeLikelihood’,options_.proposal_distribution,xparam1,invhess,bounds,gend,data,…

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> azerbaijan at 788
dynare_estimation(var_list_);

Error in ==> dynare at 132
evalin(‘base’,fname) ;

can any one helpme to fix this problem and move on to run MH esimaion??

My codes are attached.

Thank you.

Cho youngtak
iacoviello Neri(2009).zip (991 KB)

2

Please upgrade to Dynare 4.3.1, and see if you still get the same error. It may also be that the computed posterior mode is not a true local maximum; in that case you may want to try other initial values, or another optimizer.