# Error in Error in chol.default(sigma.u): the leading minor of order 4 is not positive definite

i have problem in implementing the function :

``````gfevd = function(model, n.ahead=10,normalize=TRUE,standardize=FALSE) {
if (class(model) != "varest") {
return("The model class is not varest!")
}
epsilon <- residuals(model)
Sigma <- abs(t(epsilon)%*%epsilon / (model\$obs))
gi <- array(0, dim(A))
sigmas <- sqrt(diag(Sigma))
for (j in 1:dim(A)[2]) {
gi[,,j] <- t(A[,,j]%*%Sigma%*%solve(diag(sqrt(diag(Sigma)))))
}

if (standardize==TRUE){
girf=array(NA, c(dim(gi)[1],dim(gi)[2], (dim(gi)[3])))
for (i in 1:dim(gi)[3]){
girf[,,i]=((gi[,,i])%*%solve(diag(diag(gi[,,1]))))
}
gi = girf
}
num <- apply(gi^2,1:2,sum)
den <- c(apply(num,1,sum))
fevd <- t(num)/den
if (normalize==TRUE) {
fevd=(fevd/apply(fevd, 1, sum))
} else {
fevd=(fevd)
}
return = list(fevd=fevd, girf=gi)
}
h = 10
plag = 2
var.ret = VAR(dataret,p=plag,lag.max = 10,ic="AIC") #my data is k by k matrix, not all are #positive numbers
var.ret
var.vol = VAR(datavol,p=plag,lag.max = 10,ic="AIC")
var.vol
### TABLE 3
FEVD.VOL = FEVD.RET = matrix(NA,k,k)
colnames(FEVD.VOL) = rownames(FEVD.VOL) = colnames(FEVD.RET) = rownames(FEVD.RET) = colnames(dataret)
for (i in 1:k) {
FEVD.RET[i,] = fevd.ret[[i]][h,]
FEVD.VOL[i,] = fevd.vol[[i]][h,]
}
vs.ret = VS(FEVD.RET)
TABLE3 = vs.ret\$ALL
``````

The error comes out in fevd.ret = fevd(var.ret,n.ahead=h) saying "Error in Error in chol.default(sigma.u): the leading minor of order 4 is not positive definite"
can some one help please ?
Sardor

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