CODE:
[parameters, likelihood, stderrors, robustSE, ht, scores] = fattailed_garch(data , p , q ,'NORMAL')
ERROR:
Error using barrier (line 22)
Objective function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 796)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
Error in fattailed_garch (line 198)
[parameters, LLF, EXITFLAG, OUTPUT, LAMBDA, GRAD] = fmincon('fattailed_garchlikelihood', startingvals ,sumA ,
sumB ,[] , [] , LB , UB,[],options, data, p , q, errortype, stdEstimate^2, T);
Error in my_test1 (line 38)
[parameters, likelihood, stderrors, robustSE, ht, scores] = fattailed_garch(data , p , q ,'NORMAL')
多谢大佬指点!!