> res <- mv_fx(smp, .model = 'DCC', .solver = 'solnp', .currency = cr_code[7],#[i],
+ .price_type = 'HLC', .VAR = FALSE, .cluster = .cl)
Error in solve.default(A) : system is computationally singular: reciprocal condition number = 0
9. solve.default(A)
8. solve(A)
7. .dccmakefitmodel(garchmodel = "dccstudent", f = student.dccLLH2,
arglist = arglist, timer = 0, message = sol$message, fname = "student.dccLLH2")
6. .dccfit(spec = spec, data = data, out.sample = out.sample, solver = solver,
solver.control = solver.control, fit.control = fit.control,
cluster = cluster, fit = fit, VAR.fit = VAR.fit, realizedVol = realizedVol,
...)
5. dccfit(dccSpec, data = mbase, solver = .solver, cluster = cl,
VAR.fit = vfit)
4. dccfit(dccSpec, data = mbase, solver = .solver, cluster = cl,
VAR.fit = vfit)
3. `_f`(mbase = mbase, .mv.model = .mv.model, .model = .model, .VAR = .VAR,
.dist.model = .dist.model, .currency = .currency, .ahead = .ahead,
.price_type = .price_type, .solver = .solver, .roll = .roll,
.cluster = .cluster)
2. withVisible(`_f`(mbase = mbase, .mv.model = .mv.model, .model = .model,
.VAR = .VAR, .dist.model = .dist.model, .currency = .currency,
.ahead = .ahead, .price_type = .price_type, .solver = .solver,
.roll = .roll, .cluster = .cluster))
1. mv_fx(smp, .model = "DCC", .solver = "solnp", .currency = cr_code[7],
.price_type = "HLC", .VAR = FALSE, .cluster = .cl)
I never changed executable codes but suddently faced above issues today. Refer to below article doesn't helps.
Reference