Hi all,

After few hours searching on internet, I could not find any help... I hope that someone will be able to help here. :'(

I have created a GARCH code in C# (using VS 2010 express), based on the NewMat code developped in C++.

I have a problem with some "simple" '/' operations, where the results are different between C# and C++ (error is around 1E-10), for the same operations in the LogLikelyhood function... Issue is that these cumulated errors become critical at the end, and the program can not converge in C#.

I launched the C++ code in VS2010 and I have the expected result (the ones provided with the NewMat example), so the issue is coming from C#.

Issue in C# is coming from the GARCH class, function LogLikelyhood, which calculates the Derivative Matrix, for order 1 and 2.

Can someone help, please?

Thanks!