>> dcc_mvgarch(A,1,1,1,1)
Estimating GARCH model for Series 1
Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 445
In fattailed_garch at 198
In dcc_mvgarch at 82
Estimating GARCH model for Series 2
Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 445
In fattailed_garch at 198
In dcc_mvgarch at 82
Estimating the DCC model
Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective' conflict.
Ignoring Algorithm and running active-set algorithm. To run trust-region-reflective, set
LargeScale = 'on'. To run active-set without this warning, use Algorithm = 'active-set'.
> In fmincon at 445
In dcc_mvgarch at 98
____________________________________________________________
Diagnostic Information
Number of linear inequality constraints: 1
Number of linear equality constraints: 0
Number of lower bound constraints: 2
Number of upper bound constraints: 0
fmincon stopped because the size of the current search direction is less than
twice the default value of the step size tolerance and constraints were
satisfied to within the selected value of the constraint tolerance.