Only your pdf attachment made it through. You would need to follow the Posting Guide regarding file types to achieve successful transmission.
I will say that open-ended debugging of your code does not fit the Posting Guide recommendations either... this is an R language mailing list, not a research assistance mailing list. It might fit in better at stats.stackexchange.com, but even they want a focused question rather than general assistance requests. -- Sent from my phone. Please excuse my brevity. On January 23, 2017 7:09:30 AM PST, Xue Li <xuelimiz...@hotmail.com> wrote: >Dear all, > > >I am trying to replicate Christensen, Dib (2008)'s estimation results >using "EDSGE" function in BMR package. Attached are my R code, the data >I collected and preprocessed, and the paper. > > >I set the priors following the literature (e.g., Smets and Wouters, >2007). However, when I ran the code, R reported error messages like: > > >Beginning MCMC run, Mon Jan 23 22:42:03 2017. >Error in chol.default(CovM) : > the leading minor of order 2 is not positive definite >In addition: Warning message: >In sqrt(parModeHessian) : NaNs produced > >I also found that the estimation is sensitive to initial values and/or >prior settings. I am struggling with debugging the code and hope >someone could help me out. Thanks! > > >Best, > >April ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
