WHAT'S THE WRONG IN MY CODE?

2 ビュー (過去 30 日間)
mary pean
mary pean 2012 年 11 月 16 日
function [MLE] = RiskMetrics(data)
sigma2 = zeros(length(data),1);
sigma2(1) = mean(data.^2);
for i = 2 : length(data)
sigma2(i) = (0.06*data(i-1).^2) + (0.94*sigma2(i-1));
end
f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
MLE = sum(f);
end
And MATLAB WINDOW shows me that message: Error using - Matrix dimensions must agree.
Error in RiskMetrics (line 7) f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
I've also tried the 'minus' but nothing...

採用された回答

Matt J
Matt J 2012 年 11 月 16 日
Looks like you need ./ here
(data.^2)./(2*sigma2)
  1 件のコメント
mary pean
mary pean 2012 年 11 月 16 日
yap!!!! thank you so much!!!!!!!!

サインインしてコメントする。

その他の回答 (0 件)

カテゴリ

Help Center および File ExchangeTime Series Events についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by