[R] Cholesky decomposition error

[nataraj at orchidpharma.com]

Dear friends,

When I do Cholesky decomposition for a 15x15 matrix using the function chol(), I get the following error for which I do not understand the meaning of the error

Error in chol.default(M_cov) :
  the leading minor of order 10 is not positive definite

When I searched online for similar error reported earlier I could get few hits but not of much help to resolve my error and one post suggested to use different function called sechol() from accuracy package but that did not work and it leads to different errors. So I want to stick to function chol() itself.

Could you please help me to find where things are going wrong in my matrix?


Thanks and regards,
B.Natarj