Message type: E = Error
Message class: RY - Messages for RM Basis
Message number: 495
Message text: Correlation matrix is not positive definite
The calculated correlation matrix is not positive semi-definite and must
be adjusted.
The system issues an error message and will not allow you to continue with this transaction until the error is resolved.
You have <ZH>not </>set the <ZK>Adjust Matrix</> indicator in the
selection screen. Return to this screen and set the indicator. The
system then calculates the adjusted matrix.
Error message extract from SAP system. Copyright SAP SE.
RY494 No &1-&2 correlation coefficients exist for correlation type &3
Self-Explanatory Message Since SAP believes that this specific error message is ...
RY493 Difference between adjusted and non-adjusted matrix is &1
What causes this issue? The maximum element-based difference between the correl...
RY496 Correlation matrix is positive definite; no adjustment is required
Self-Explanatory Message Since SAP believes that this specific error message is ...
RY497 Correlations were saved although correlation matrix is negative definite
What causes this issue? The system has saved the correlations in the database a...
SAP messages fall into 3 different categories: Error messages
(message type = E), Warnings (W) or Informational (I) messages.
An error message will prevent you from continuing your work - it is a hard stop and you need to fix the error before you can proceed. A warning message will stop your work, however, you can then bypass the warning by pressing the Enter key on your keyboard. That said, it is still good practice to investigate the cause of the warning message and address it. An information message will not stop your work and is truly just for informational purposes.
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