查看完整版本 : [求助]关于参数推断(最优问题)
xqwangnk
2009-03-18, 20:58
小弟初学Matlab, 想求下面问题最优,
function f = eushibor(x)
r=readshibor;
n=numel(r);
y=zeros(n,1);
T = 250;
h = 1/T;
i = 1:n-1;
y(i) = (-1/( 2*log(2*pi*r(i)*h*x(3)^2) ) - (r(i+1)-r(i)-x(1)*(x(2)-r(i))*h)^2/(2*x(3)^2*r(i)*h));
f = -sum(y);
function r=readshibor
r = xlsread('Shibor');
由于对Matlab的一些规则还不是很晓得, 请帮忙指出问题和修改方法,多谢多谢!!
xqwangnk
2009-03-18, 20:59
运行时总显示 Matrix must be square.
function f = eushibor(x)
r=readshibor;
n=numel(r);
y=zeros(n,1);
T = 250;
h = 1/T;
i = 1:n-1;
y(i) = (-1/( 2*log(2*pi*r(i)*h*x(3)^2) ) - (r(i+1)-r(i)-x(1)*(x(2)-r(i))*h)^2/(2*x(3)^2*r(i)*h));
f = -sum(y);
function r=readshibor
r = xlsread('Shibor');
上面是你的程序
我帮你修改一下成这样的
function f = eushibor(x)
r = xlsread('Shibor');
r=readshibor;
n=numel(r);
y=zeros(n,1);
T = 250;
h = 1/T;
i = 1:n-1;
y(i) = (-1/( 2*log(2*pi*r(i)*h*x(3)^2) ) - (r(i+1)-r(i)-x(1)*(x(2)-r(i))*h)^2/(2*x(3)^2*r(i)*h));
f = -sum(y);
一般来说,函数调用是要传递和返回参数的。你是想通过readshibor函数来打开一个excel文件,然后将其传回给eushibor函数中的r。但其实没必要这么麻烦。当然,如果你真想这么做应该是这样的
------------------------------------eushibor.m------------------------------------------------------------------------
function f = eushibor(x)
r=readshibor();
n=numel(r);
y=zeros(n,1);
T = 250;
h = 1/T;
i = 1:n-1;
y(i) = (-1/( 2*log(2*pi*r(i)*h*x(3)^2) ) - (r(i+1)-r(i)-x(1)*(x(2)-r(i))*h)^2/(2*x(3)^2*r(i)*h));
f = -sum(y);
-----------------------------------------readshibor.m----------------------------------------------------------
function f1=readshibor()
f1=xlsread(‘Shibor’);
--------------------------------------------main.m-------------------------------------------------------------
x=5;
y=eushibor(x);
---------------------------------------------------------------------------------------------------------------------
:confused: :ft: :cool:
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