对了,刚才忘记把matlab给出的错误贴上来了:大家帮忙看一下啊,谢谢!
??? Error using ==> quadgk at 109
A and B must be scalar floats.
Error in ==> GumbleCopulaPdf at 6
z=quadgk(@(u) NasdaqPdf(u),-inf,x);
Error in ==> function12>@(v)(r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*NasdaqPdf(v) at 6
f=quadgk(@(u) arrayfun(@(uu) quadgk(@(v) (r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*...
Error in ==> quadgk>evalFun at 349
fx = FUN(x);
Error in ==> quadgk>f1 at 367
[y,too_close] = evalFun(tt);
Error in ==> quadgk>vadapt at 261
[fx,too_close] = f(x);
Error in ==> quadgk at 200
[q,errbnd] = vadapt(@f1,interval);
Error in ==> function12>@(uu)quadgk(@(v)(r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*NasdaqPdf(v),-1,1).*Sp500Pdf(uu) at 6
f=quadgk(@(u) arrayfun(@(uu) quadgk(@(v) (r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*...
Error in ==>
function12>@(u)arrayfun(@(uu)quadgk(@(v)(r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*NasdaqPdf(v),-1,1).*Sp500Pdf(uu),u) at 6
f=quadgk(@(u) arrayfun(@(uu) quadgk(@(v) (r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*...
Error in ==> quadgk>evalFun at 349
fx = FUN(x);
Error in ==> quadgk>f1 at 367
[y,too_close] = evalFun(tt);
Error in ==> quadgk>vadapt at 261
[fx,too_close] = f(x);
Error in ==> quadgk at 200
[q,errbnd] = vadapt(@f1,interval);
Error in ==> function12 at 6
f=quadgk(@(u) arrayfun(@(uu) quadgk(@(v) (r-v)./(1+r+x.*(v-r)+y.*(uu-r)).*GumbleCopulaPdf(v,uu).*...