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Gabo

Last seen: 4ヶ月 前 |  2011 年からアクティブ

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Panel data regression comparison
Hi Nick, You (and Sai) are correct that the model coefficients you get using fitglm and fitLifetimePDModel with the 'logistic' ...

6ヶ月 前 | 0

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Merton Model for PD
Merton model is supported in Risk Management Toolbox. There are two implementations: The mertonmodel function: https://www.math...

7ヶ月 前 | 0

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Fitting Survival Probability Models
Companion code for "Fitting Survival Probability Models" article.

8年以上 前 | ダウンロード 1 件 |

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What does TimeStep stand for?
Hi Luisa, |TimeStep| has more of a _numerical_ meaning, although it might be interpreted as you describe, I think. If you ...

約13年 前 | 0

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Large scale Optimization using Sparse?
Without looking into all the details, the Code Analyzer seems to be recommending that you indicate the nonzero patter from the s...

13年以上 前 | 0

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Large scale Optimization using Sparse?
You need to create a sparse matrix directly. If you try to create a full matrix and then convert it to sparse, you'll run out of...

13年以上 前 | 0

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lsqnon - take larger steps
Maurizio, unfortunately, it's not possible to force the algorithm to take a step of a minimum length --by design, the algorithm ...

13年以上 前 | 0

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lsqnon - take larger steps
I see you were passing the right function. From your code, the only suspicious point is the last line of |mySimulat|. Is |diffe|...

13年以上 前 | 0

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lsqnon - take larger steps
It would be useful to see some code. From the description, though, you might be passing the wrong function to |lsqnonlin|. Sa...

13年以上 前 | 0

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fminbnd for multiple parameter function
I'm a little confused by "write a separate function such as g(x) { g=f(x,1,1);}". But I think a <http://www.mathworks.com/help/t...

13年以上 前 | 0

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Why am I getting an error message "undefined function" when using the LAGMATRIX function in MATLAB 7.10 (R2010a)?
The name of the toolbox changed in 2008b to Econometrics Toolbox. See release notes: <http://www.mathworks.com/help/toolbox/econ...

13年以上 前 | 0