fminsearch error.
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Hi, I have built this function
function [ out ] = K_S( par,P) %UNTITLED3 Summary of this function goes here
% Detailed explanation goes here
T=rows(P);
m=par(1,1);
r=par(1,2);
F=par(1,3);
mu0=par(1,4);
sigma0=par(1,5);
alpha=1/(m-1);
M=mu0/alpha;
V=(sigma0/alpha)^2;
for t=1:T
W(t,1)=(P(t,1).*exp(-r*t)-F).^-(m-1); V=(sigma0/alpha)^2;
end dW=W(2:end,1)-W(1:end-1,1); x=sort(dW); cdfvals=cdf('norm',x,M,sqrt(V)); n=length(x); S=(1:n)'/n; %size=size/2;
d=max(abs(cdfvals-S)); %statistic=d; %KS=kolmogorov(dW,0.05,'normcdf',M,sqrt(V));
out=d;
that I should minimize to find the parameters par. par is a vector 1*5.
For that I used fminsearch : [param]=fminsearch(@(par) K_S(par,P),par0);
but it returns a bunch of errors: *??? Error using ==> erfcore Input must be real.
Error in ==> erfc at 23 y = erfcore(x,1);
Error in ==> normcdf at 68 p = 0.5 * erfc(-z ./ sqrt(2));
Error in ==> cdf at 105 p = normcdf(x,a1,a2);
Error in ==> K_S at 24 cdfvals=cdf('norm',x,M,sqrt(V));
Error in ==> @(par)K_S(par,P)
Error in ==> fminsearch at 265 x(:) = y; f = funfcn(x,varargin{:});
I don't understsand why it returns error in the function K_S, since it works perfectly when iI uuse it normally.
There is someone who can help me ??
thanks Gaia
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