[Openspace] spdp's GMM and chol

[Villoria, Nelson B]

Hi,

I am trying to estimate a GMM model using GMerrorsar in spdp. I get the
following message/advice:

"Error: Increase 'nsubmax' with 'NgPeyton' method (currently set to
269167)"

However, I am not able to pass any argument (i.e. nsubmax) into chol()
from GMerrorsar itself. I tried to edit the function to add the
parameter to chol() directly, but then can't use spdp:::.kpwuwu.

Any suggestion?

Thanks,

Nelson Villoria