Hi Rene, >I have just a stupid question of principle. >After 4 weeks, do you still believe in the numerical stability of the >results ? > Each time the fit function is called, it sweeps through 635 days of stock price data for 20 different companies. I am finding fit parameters for a 20x20 matrix (19x19 in another case). So that is more than 190 parameters, with more than a minute per sweep. 180,000 sweeps required by TMinuit. For a 3x3 company matrix, the code finishes in 20 minutes or so and yes, the fit and errors look good and I am very excited by the potential of this technique. My 20x20 just finished over the weekend, with 226 CPU hours logged, and I hope to see the good results this morning. - John -- Dr. John Krane jkrane@netzero.com
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