悬赏 20 个论坛币 未解决
function [LogL, LL, varargout] = CopulaGARCHLogL(theta,data,spec,solver)
if nargin == 3
solver = 'fmincon';
end
if strcmp(solver,'fminunc')==1
% the input vector theta should be unconstrained
% but the log likelihood accepts only constrained parameters
%theta = RescaleParameters(theta, 1, spec);
% thus the initial theta is transformed to the corresponding
% constrained theta
end
T = size(data,1);
n = spec.size;
m = spec.vecsize;
mtheta = theta(1:n*m); mtheta = reshape(mtheta,[m,n]);
ctheta = theta(n*m+1:end);
mLogL = zeros(1,n); mLL = zeros(T,n); ht = mLL; stdRes = mLL; udata = mLL;
不知道要代入那些数据。。matlab新手