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 118
SIGMA must be a symmetric positive semi-definite matrix.
Error in ==> encompassing_estimation at 99
x = mvnrnd(zeros(1,npars),V,nsim);
Error in ==> encompassing_estimation_run at 31
[out,parnew,par,VarCov] = encompassing_estimation(nsim,newV,DATA);
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?