WHAT'S THE WRONG IN MY CODE?
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
function [MLE] = RiskMetrics(data)
sigma2 = zeros(length(data),1);
sigma2(1) = mean(data.^2);
for i = 2 : length(data)
sigma2(i) = (0.06*data(i-1).^2) + (0.94*sigma2(i-1));
end
f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
MLE = sum(f);
end
And MATLAB WINDOW shows me that message: Error using - Matrix dimensions must agree.
Error in RiskMetrics (line 7) f = -0.5*log(2*pi*sigma2)-(data.^2)/(2*sigma2);
I've also tried the 'minus' but nothing...
0 Kommentare
Akzeptierte Antwort
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Time Series Events finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!