[学习分享] MATLAB中Copula的Code [推广有奖]

xiaobudaiabc 发表于 2013-5-11 10:55:05 |显示全部楼层 |坛友微信交流群

楼主QQ是多少呢？我也想跟您交流copula

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xiaoqiuzi0551 发表于 2013-5-31 17:02:49 |显示全部楼层 |坛友微信交流群

lz求发一份到邮箱yangyu8809@126.com
表示灰常感谢

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crazygod

发表于 2013-6-14 14:29:32 |显示全部楼层 |坛友微信交流群

楼主，我用你的命令运行时出现两个问题，请指教：
1、[ kappa2 LL2] = fmincon('claytonCL',theta0,[],[],[],[],lower,[],[],options,[u,v]);
Warning: To use the default trust-region-reflective algorithm you must
supply the gradient in the objective function and set the GradObj option to
'on'. FMINCON will use the active-set algorithm instead. For information on
applicable algorithms, see Choosing the Algorithm in the documentation.
> In fmincon at 520
Warning: Your current settings will run a different algorithm
(interior-point) in a future release.
> In fmincon at 525
2、>> [ kappa6 LL6] = fmincon('gumbelCL',theta0,[],[],[],[],lower,[],[],options,[u,v]);
Warning: To use the default trust-region-reflective algorithm you must
supply the gradient in the objective function and set the GradObj option to
'on'. FMINCON will use the active-set algorithm instead. For information on
applicable algorithms, see Choosing the Algorithm in the documentation.
> In fmincon at 520
Warning: Your current settings will run a different algorithm
(interior-point) in a future release.
> In fmincon at 525
Cannot find an exact (case-sensitive) match for 'Gumbel_cdf'

The closest match is: gumbel_cdf in C:\copula\gumbel_cdf.m

Error in gumbelCL (line 26)
CL = log(Gumbel_cdf(data(:,1),data(:,2),theta)) - log(data(:,1)) -
log(data(:,2));

Error in fmincon (line 635)
initVals.f = feval(funfcn{3},X,varargin{:});

Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON
cannot continue.

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fjjianfei 发表于 2013-8-26 17:52:34 |显示全部楼层 |坛友微信交流群

这个代码，在Patton Copula toolbox里就有就有的，在copula_example_code.m这个文件里。运行会出点小错，就如楼上的第六个案例，其中(case-sensitive)是大小写有问题，打开其中的文件，把大小写变一下就行。
可惜动态的案例比较少，有谁知道其他的时变案例代码？比如Clayton-Copula的。

此地古称佛国，满街都是圣人

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