Has everyone suggestions?
robustvcv matlab function error message
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Good morning to everyone, I had an error when I try to estimate a robust variance covariance matrix, using robustvcv. In particular, I want to evaluate the variance covariance matrix of a matrix of data (a matrix with 4683 x 20 observations), using the prameters estimated from fmincon.
I use the following syntax:
[vcv]=robustvcv('f', pars, 0, data), where data is the original matrix of input data of the f function, 'f' is a functiont that returns, as first output a scalar(sum of loglikelihood) and a second input a vector Tx1 of loglikelihood values, as required by function robustvcv. 0 is the usual value that refers to the lag.
pars is a 1x82 vector of parameters estimated from fmin* ,but I get the following error message:
Index in position 1 exceeds array bounds (must not exceed 1).
Could someone tell me what could cause the error message?
I use the same function robustvcv on a vector 1x4 parameters, but using a vector Tx1 of observations, and it gives me the right answer, without error.
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