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Time Series 2.0 MT
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Time Series MT 2.1
hessp returns a singular matrix
I use the procedure hessp and for some reason any derivative involving a certain variable is zero. I checked with gradfd and the gradient is zero for that variable too. Ever encounter this problem?
I would have to see your function to know for sure what is happening. I have had this sort of thing happen to me when I’ve written the function in such a way that it has a degenerate solution. Thus when variable A is set to zero, the result will be same for variable B no matter what its value.