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Error using eig Input matrix contains NaN or Inf.

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Tilman Zottl
Tilman Zottl on 20 Jul 2021
Commented: Jan on 20 Jul 2021
I get the error shown below trying to run a DCC GARCH Model. How can I correct this? I tried to use abs(X) on each variable but it still does not work.
Thanks for all advice in advance.
Error using eig
Input matrix contains NaN or Inf.

Answers (1)

Jan
Jan on 20 Jul 2021
The error message is clear: The input of eig() cannot contain NaN or Inf.
Without seeing your code, the readers cannot guess, where the NaN or Inf are coming from and how you could avoid this problem. Why do you assume that abs(X) helps and what does "on each variable" mean?
  3 Comments
Jan
Jan on 20 Jul 2021
Does r contain zeros? Then R must contain NaNs and eig() cannot work anymore.

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