MATLAB: Failure in initial objective function evaluation. LSQNONLIN cannot continue.

least sqrtlsqnonlinnonlinear

I'm building a script to generate a non-linear least squares estimation, after enterring my data. I build the follwing code:
function [x,resnorm,residual,exitflag,output] = TrCalibrationBoyle(~)
clear all
global strike; global S0; global irate; global TTM; global mktprice; global N; global k; 
strike=zeros(80,8);
S0=zeros(80,8);
irate=zeros(80,8);
TTM=zeros(80,8);
mktprice=zeros(80,8);
parameter=zeros(80,2);
res=zeros(80,1);
exit=zeros(80,1);
strike=xlsread('DATA1.xls','strike','A1:A80');
S0=xlsread('DATA1.xls','S0','A1:A80');
irate=xlsread('DATA1.xls','irate','A1:A80');
TTM=xlsread('DATA1.xls','TTM','A1:A80');
mktprice=xlsread('DATA1.xls','mktprice','A1:A80');
N=xlsread('DATA1.xls','N','A1:A80');
for i=80:-1:1
    x0=[0.5,1.099];    lb=[0.001,1];      ub=[2,5];      k=i;
    [x,resnorm,residual,exitflag]=lsqnonlin(@TrBoyleLSQD,x0,lb,ub);
    parameter(i)=x;     res(i)=resnorm;     exit(i)=exitflag;         tr_matrix=zeros(80,8);
    for j=1:8
        tr_matrix(i,j)=AmericanCallTrinBoyle(strike(i,j),S0(i,j),irate(i,j),TTM(i,j),x(1),x(2),N(i,j));
    end
    pricedata=[tr_matrix];
end
xlswrite('apotelesmata.xls',pricedata,'results','A1:A80');
xlswrite('apotelesmata.xls',res,'results','B1:A80');
xlswrite('apotelesmata.xls',parameter,'results','C1:C80');
end
The function whitc is included is: 
function [trBoyle_lsqd] = TrBoyleLSQD(x)
global strike; global S0; global irate; global TTM; global mktprice; global N; global k; 
trBoyle_lsqd=zeros(1,8);
for j=1:8
    trBoyle_lsqd(j)=mktprice(k,j)-AmericanCallTrinBoyle(strike(k,j),S0(k,j),irate(k,j),TTM(k,j),x(1),x(2),N(k,j));
end
end
After i run TrCalibrationBoyle in the command window, it shows me the following:
Index in position 1 exceeds array bounds.
Error in TrBoyleLSQD (line 11)
trBoyle_lsqd(j)=mktprice(k,j)-AmericanCallTrinBoyle(strike(k,j),S0(k,j),irate(k,j),TTM(k,j),x(1),x(2),N(k,j));
Error in lsqnonlin (line 206)
initVals.F = feval(funfcn{3},xCurrent,varargin{:});
Error in TrCalibrationBoyle (line 35)
[x,resnorm,residual,exitflag]=lsqnonlin(@TrBoyleLSQD,x0,lb,ub);
Caused by:
Failure in initial objective function evaluation. LSQNONLIN cannot continue.
Do you have any ideas for what is the error?

Best Answer

The problem is that your DATA file is not complete - the sheet that should contain the data for N ist empty - therefore N is also empty in your code. I suspect there could be more problems, but this is the first thing, which leads to this error message.
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