MATLAB: Evaluating the Nelson Siegel function

Question

I am currently trying to evaluate the parameters of the Nelson Siegel function in MatLab.I have searched Mathworks and found a page detailing the "nelsonfun" and "nelsonfit" function but cannot find these on the MATLAB 7.11.0 (R2010b.The page notes MATLAB 7.2 (R2006a).

Im wondering if there is a way of gaining access to these functions or another way of analysing the parameters as the "fitNelsonSiegel" function only produces the fitted curve.

Thanks for your time

Answer 1

nelsonfun and nelsonfit are not part of MATLAB itself: they are user contributions, which you probably have not installed on your newer system. You can get them here