Dear Michel and Sebastien,

a couple of weeks ago I committed a change to the optimizer n.5 which we decided not to cherry pick to 4.2 since it was not a debug and but an improvement. In fact, I think we could port it to 4.2 because I realized that in some cases it fixes a bug.

The problem arises when we have relatively short data series (say 60 quarters), but a quite large number of observed series (say 20-25). Assume we have 70 parameters to estimate, the outer product gradient used by mode_compute=5 in version 4.2 is rank deficient as if there was insufficient data to estimate 70 params while the data (e.g. 60x20) are more than enough. The modifications I did would fix this for 4.2. What do you think?

please let me know how to proceed thanks for your help best Marco