library(mgarch)
> sim = mvBEKK.sim(series.count = 3, T = 1000)
Class attributes are accessible through following names:
length series.count order params true.params eigenvalues uncond.cov.matrix white.noise eps cor sd
> eps = data.frame(sim$eps[[1]], sim$eps[[2]], sim$eps[[3]]) # encapsulate
> est = mvBEKK.est(eps) # estimate the simulated model
警告信息：
In mvBEKK.est(eps) : negative inverted hessian matrix element
这个警告信息如何解决？非常感谢！