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Hello there,

I believe I have found some errors in this code.

• Line 98 does not run properly (yields NAs) due to NAs present in the first line of the "X." data, after calculating the returns.
  One possible solution:
  pvals <- sapply(X., function(x) apply(x, 2, function(data) jarque.test(as.vector(na.omit(data)))$p.value))

• Line 108
  Change to:
  qnorm(p, mean = mean(X.[[k]][-1,j]), sd = sd(X.[[k]][-1,j])),

Thank you for your work in publishing this book and the accompanying depository. I am currently working through the material and will continue to post any errors or bugs that I come across.

Hello,

I am attempting to pass a larger portfolio through the 09_Standard_Methods_for_market_risk.r script.

I am wondering if you could help me better understand the issue I am getting when using the rNorm() and fitstudent() functions on a fixed income portfolio of 137 securities with roughly 2500 observations each.

Error Message:
Error in chol.default(scale.est) : the leading minor of order 8 is not positive definite

How might I best troubleshoot this situation?