The issue is almost certainly in the objective function i.e., diagH,
since Nelder Mead doesn't use any matrix operations such as Choleski.
I think you probably need to adjust the objective function to catch
singularities (non-positive definite cases). I do notice that you have
two identical parame
Hi R-Help,
I am using R to do functional outlier detection (using PCA to reduce to 2
dimensions - the functional boxplot methodology used in the Rainbow package),
and using Hscv.diag function to calculate the bandwidth matrix where this line
of code is run:
result <- optim(diag(Hstart), scv.mat
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