Search found 2 matches
- Fri Dec 15, 2023 4:19 am
- Forum: Examples and Sample Code
- Topic: Diebold-Yilmaz, IJF 2012
- Replies: 57
- Views: 163159
Error is running DY(2012) codes
I am running DY(2012) codes on the following data and am getting the following message: "## MAT14. Non-invertible Matrix. Using Generalized Inverse for SYMMETRIC. The Error Occurred At Location 24, Line 4 of FACTORMATRIX Called From Location 174, Line 8 of loop/block" Please help with this...
- Fri Feb 12, 2021 10:17 pm
- Forum: Help With Programming
- Topic: Mean variance optimization
- Replies: 1
- Views: 16482
Mean variance optimization
Sir, I am working on mean variance optimization across variety of assets. Kindly guide me how I can do this on RATS. Thank You.