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