Gabo

Last seen: ein Tag vor | Aktiv seit 2011

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Beantwortet
Panel data regression comparison
Hi Nick, You (and Sai) are correct that the model coefficients you get using fitglm and fitLifetimePDModel with the 'logistic' ...

etwa ein Jahr vor | 0

Beantwortet
Merton Model for PD
Merton model is supported in Risk Management Toolbox. There are two implementations: The mertonmodel function: https://www.math...

mehr als ein Jahr vor | 0

Gesendet

Fitting Survival Probability Models
Companion code for "Fitting Survival Probability Models" article.

etwa 9 Jahre vor | 1 Download |

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What does TimeStep stand for?
Hi Luisa, |TimeStep| has more of a _numerical_ meaning, although it might be interpreted as you describe, I think. If you ...

fast 14 Jahre vor | 0

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Large scale Optimization using Sparse?
Without looking into all the details, the Code Analyzer seems to be recommending that you indicate the nonzero patter from the s...

mehr als 14 Jahre vor | 0

Beantwortet
Large scale Optimization using Sparse?
You need to create a sparse matrix directly. If you try to create a full matrix and then convert it to sparse, you'll run out of...

mehr als 14 Jahre vor | 0

Beantwortet
lsqnon - take larger steps
Maurizio, unfortunately, it's not possible to force the algorithm to take a step of a minimum length --by design, the algorithm ...

mehr als 14 Jahre vor | 0

Beantwortet
lsqnon - take larger steps
I see you were passing the right function. From your code, the only suspicious point is the last line of |mySimulat|. Is |diffe|...

mehr als 14 Jahre vor | 0

Beantwortet
lsqnon - take larger steps
It would be useful to see some code. From the description, though, you might be passing the wrong function to |lsqnonlin|. Sa...

mehr als 14 Jahre vor | 0

Beantwortet
fminbnd for multiple parameter function
I'm a little confused by "write a separate function such as g(x) { g=f(x,1,1);}". But I think a <http://www.mathworks.com/help/t...

mehr als 14 Jahre vor | 0

Beantwortet
Why am I getting an error message "undefined function" when using the LAGMATRIX function in MATLAB 7.10 (R2010a)?
The name of the toolbox changed in 2008b to Econometrics Toolbox. See release notes: <http://www.mathworks.com/help/toolbox/econ...

mehr als 14 Jahre vor | 0