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CAKE Cannot Produce Covariance Matrix Message

November 24, 2011

In the report output of CAKE, users have noticed the message, “Note: Errors and T-test values could not be calculated because the covariance matrix could not be created”.

In all cases seen to date, this message is produced because the decline is SFO and as FOMC collapses to this the alpha and beta parameters take on stupid values therefore the stats no longer can cope.

It is not an error, merely that the FOMC fit can not describe SFO with it’s parameters and is an issue with CAKE not giving a meaningful error message.

This will be fixed in the next release.


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