请问下各位大牛:
小弟,在用matlab编程计算知情交易者概率时遇到一个问题,麻烦各位解答一下
程序代码如下
function [para,fv]=my_mle1(fun,para0,varargin)
para0=para0(:);
[para,fv]=fminsearch(fun,para0,[],2,varargin{:});
fv=-fv;
end
function f=pin(para,num,B,S)
alpha=para(1);
mu=para(2);
eb=para(3);
es=para(4);
delta=para(5);
M=(min(B,S)+max(B,S))/2;
xs=es/(es+mu);
xb=eb/(eb+mu);
yy=(-eb-es + M*(log(xb) +log(xs)) + ...
B*log(mu+eb)+S*log(mu+es) )+ ...
log( alpha*(1-delta)*exp(-mu)*(xs.^(S-M)) .*(xb.^sym(-M)) + ...
alpha* delta*exp(-mu) *(xb.^(B-M)).*(xs.^(-M)) + ...
(1-alpha)*(xs.^(S-M)).*(xb.^(B-M)));
if num==1
f=log(yy);
else
f=-sum(log(yy));
end
end
输入指令:B=x1PIN(:,3)
S=x1PIN(:,4)
[para,fv]=my_mle1('pin',[0.5;400;1000;1000;0.5],B,S)后
报错:
??? Error using ==> sym.sym>notimplemented at 2514
Function 'lt' is not implemented for MuPAD symbolic objects.
Error in ==> sym.sym>sym.lt at 803
notimplemented('lt');
Error in ==> fminsearch at 323
if fxr < fv(:,1)
Error in ==> my_mle1 at 3
[para,fv]=fminsearch(fun,para0,[],2,varargin{:});
肿么办啊!
谢谢了
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