各位高手,打扰大家了,初学matlab,总是出现问题,麻烦各位指点迷津,希望不吝赐教~
建立M文件:
function f=cvar(w)
VaR=quantile(ScenRets*w',.95)
f=@(w)
VaR+sum(max(-w(i)*ScenRets(:,i)'- VaR,0))/J/(1-0.95))
命令:[J, nAssets]=size(ScenRets)
w0=[(1/nAssets)*ones(1,nAssets)]
VaR0=quantile(ScenRets*w0',.95)
A=-[ScenRets]
b1= ones(nAssets,1)
b=-0.04*b1
Aeq=[ones(1,nAssets)]
beq=[1]
lb=[0]
ub=[1]
w0=[w0 VaR0]
options=optimset('LargeScale','off')
[w,fval,exitflag,output]=fmincon(@cvar,w0,A,b,Aeq,beq,lb,ub,[],options)
我的结果总是出现??? Error using ==> fmincon
FMINCON cannot continue because user supplied objective function failed with the following error:
Error: File: E:\MATLAB\mat\work\cvar.m Line: 1 Column: 16
The input character is not valid in MATLAB statements or expressions.
请问高手应该如何调试?