估计MS regression时总是报错，还请大家看看！

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本人使用Zhuanxin Ding的 Regime Switching Model with Time Varying Transition Probabilities程序包做 MS_Regress估计，使用Example_MS_Regress_Fit_tvtp程序时出现如下错误：Calculating Standard Error Vector...??? Error using ==> stdnormal_cdf at 36
stdnormal_cdf: x must not be empty

Error in ==> normcdf at 54
        cdf =  stdnormal_cdf ((x - m) ./ s);

Error in ==> tcdf at 70
p(normal) = normcdf(x(normal));

Error in ==> MS_Regress_Fit_tvtp at 105
param_pvalues=2*(1-tcdf(abs(param./param_std),nr-numel(param)));

Error in ==> Example_MS_Regress_Fit_tvtp at 37
[Spec_Out]=MS_Regress_Fit_tvtp(dep,indep,px,k,S,advOpt); % Estimating the model
我简单察看了一下，貌似是在估计累积分布函数（CDF)时，function cdf = stdnormal_cdf (x)报错，不知道应该怎么改，谢谢大家！！

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关键词：regression regressio regress REG ESS Vector normal Error 程序

stdnormal_cdf不是matlab自带程序吧？是不是得贴出来才知道问题在哪儿？

function cdf = stdnormal_cdf (x)
% STDNORMAL_CDF  CDF of the standard normal distribution
%  CDF = stdnormal_cdf(X)
%  For each component of X, compute the CDF of the standard normal
%  distribution at X.

% Adapted for Matlab (R) from GNU Octave 3.0.1
% Original file: statistics/distributions/stdnormal_cdf.m
% Original author: KH <Kurt.Hornik@wu-wien.ac.at>

% Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006,
%               2007 Kurt Hornik
% Copyright (C) 2008-2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

if (nargin ~= 1)
    error('stdnormal_cdf: you should provide one argument');
end

sz = size (x);
if (numel(x) == 0)
    error ('stdnormal_cdf: x must not be empty');
end

cdf = (ones (sz) + erf (x / sqrt (2))) / 2;

end

楼上的，这个程序是dynare 里的，我事先已经安装了！谢谢

谢谢大家！

你好，你的ms_regress是在哪里下载的？发一个给我吧，yuanmingtianjin@163.com 我找到的都是死链

那个可以用的吧~~但是我其他的用不了啊

和我遭遇一样也用不了

楼主好~~ 我正在找MS-regression的程序包，楼主在哪里下的呀？方便的话能发我一份吗？1019740335@qq.com,非常感谢！

daming3775 发表于 2012-8-2 11:18
function cdf = stdnormal_cdf (x)
% STDNORMAL_CDF  CDF of the standard normal distribution
%  CDF = ...

我用的不变概率的MSVAR，但是matlab在计算标准差上跑不出结果，一直在运算，这是怎么回事