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Zhanar, 1. which version of SsfPack are you using? 2. do the examples from http://www.nuffield.ox.ac.uk/economics/papers/1998/w6/ssf.pdf work on your machine? K On Wed, Sep 9, 2009 at 7:58 PM, Zhanar Akhmetova <[log in to unmask]>wrote: > Dear all, > > Has anyone worked with the SsfPack package for state space models? I'm > having a problem with implementing it - I keep getting the error message in > OX > of "non-positive semi-definite innovation variance", though I set the > mOmega > matrix to identity. There must be something in the conventions of setting > up > the framework that I am missing, but I can't see what it is. > > Thank you! > > Zhanar > -- Most people are other people. Their thoughts are someone else's opinions, their lives a mimicry, their passions a quotation. Oscar Wilde