This is a typical problem when nonlinearconstraint
function and the objective function are coexisting
in Matlab 6.5.
The most convenient way is to define the same
parameters set for both nonlinearconstraint
function and the objective function despite
one of thee may not need so much parameters.
Just like:
[dccparameters,dccllf,EXITFLAG,OUTPUT,LAMBDA,GRAD]=fmincon('agdcc_mvgarch_likelihood',dccstarting, [], [],[],[],[],[],'mycon',options,A,B,C,D,...);
So function [logL, Rt, likelihoods, Qt]=agdcc_mvgarch_likelihood(params, A,B,C,D,...)
And my con also define as:
function [c,ceq] = mycon(dccp,A,B,C,D,...)
Friday, February 22, 2008
Subscribe to:
Comments (Atom)