Dear,
I am not able to solve the following Error.
function output=Lobjective(beta1,beta2,beta3,y,alpha)mu=zeros(size(y,1)+1,1)sig=zeros(size(y,1)+1,1)v=zeros(size(y,1),1)e=zeros(size(y,1),1)mu(1,1)=y(1,1)sig(1,1)=0L=0for i=1:size(y,1) mu(i+1,1)=beta1*y(i,1) a(i,1)=y(i,1)-mu(i,1) sig(i+1,1)=beta2*a(i,1)^2+beta3*sig(i,1) v(i,1)=mu(i,1)+norminv(alpha) e(i,1)=mu(i,1)-normpdf(norminv(alpha))/alpha L=L-1/(alpha*e(i))*(y(i,1) < v(i,1))*(v(i,1)-y(i,1))+v(i,1)/e(i,1)+log(-e(i,1))-1endoutput=1/size(y,1)*Lend
When I run the following, I get an Error.
alpha=0.05beta1=3beta2=0.05beta3=0.4options = optimset('LargeScale', 'off');y=xlsread('C:\Users\Documents\Universiteit 2016-2017\Scriptie\gegevens')fun=@(beta1,beta2,beta3)Lobjective(beta1,beta2,beta3,alpha,y)BestInitialCond=[beta1;beta2;beta3]opt = optimoptions(@fminunc,... 'Algorithm','quasi-newton',... 'HessUpdate','bfgs', ... 'GradObj','on', ... 'FinDiffType','central',... 'DerivativeCheck','on', ... 'Display','iter'); f=@(beta1,beta2,beta3)Lobjective(beta1,beta2,beta3,y,alpha)fminunc(f,BestInitialCond,opt);
I get the Error:
Not enough input arguments.Error in @(beta1,beta2,beta3)Lobjective(beta1,beta2,beta3,y,alpha)Error in fminunc (line 276) [f,GRAD] = feval(funfcn{3},x,varargin{:});Caused by: Failure in initial objective function evaluation. FMINUNC cannot continue.
And I have no idea why that is. Can you help me please? Thank you so much!
Best Answer