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Message type: E = Error
Message class: TE - Market Risk Management
Message number: 255
Message text: Partición Cholesky con éxito después de añadir &1 p.elementos diagonales
Cholesky decomposition of the original covariance matrix could not be
performed successfully. Subsequently, the system automatically altered
the covariance matrix to achieve positive definiteness, but not in the
material sense.
This was achieved by adding a small number (epsilon) to all diagonal
elements of the matrix. When epsilon = &V1& is added, Cholesky
decomposition is performed successfully.
El sistema emite un mensaje de error y no le permitirá continuar con esta transacción hasta que se resuelva el error.
Extracto de mensaje de error del sistema SAP. Copyright SAP SE.
TE255 - Partición Cholesky con éxito después de añadir &1 p.elementos diagonales ?
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