How To Fix RY495 - Correlation matrix is not positive definite

RY495 - Overview

• Message type: E = Error

• Message class: RY - Messages for RM Basis

• Message number: 495

• Message text: Correlation matrix is not positive definite

What causes this issue?

The calculated correlation matrix is not positive semi-definite and must
be adjusted.

System Response

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

How to fix this error?

You have <ZH>not </>set the <ZK>Adjust Matrix</> indicator in the
selection screen. Return to this screen and set the indicator. The
system then calculates the adjusted matrix.

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.

Smart SAP Assistant

• What is the cause and solution for SAP error message RY495 - Correlation matrix is not positive definite ?

  The SAP error message RY495, which states "Correlation matrix is not positive definite," typically occurs in the context of statistical analysis or modeling within SAP systems, particularly when using the SAP BusinessObjects or SAP BW (Business Warehouse) environments. This error indicates that the correlation matrix generated from your data is not valid for certain statistical computations, such as regression analysis or multivariate statistics.
  
  Cause:
  
  Data Issues: The most common cause of this error is that the data used to generate the correlation matrix contains multicollinearity, meaning that some variables are highly correlated with each other. This can lead to a situation where the matrix cannot be inverted, which is necessary for certain calculations.
  Insufficient Data: If the dataset is too small or if there are too many variables relative to the number of observations, the correlation matrix may not be well-defined.
  Zero Variance: If one or more variables have zero variance (i.e., they do