r - Covariance matrix not positive definite -

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i'm trying solve portfolio optimization problem quadprog library, solve.qp function returns this:

matrix d in quadratic function not positive definite!

but, i'm defining dmat as:

dmat <- cov(diff(as.matrix(na.locf(prices))))

how can turn dmat in positive definite matrix?

thanks help. discovered cov.shrink function corpcor library, , i'm defining dmat as:

cov.shrink(diff(as.matrix(na.locf(precos_mes))))

which works positive definite matrix.


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