% Example code for some copula functions
% Andrew Patton
% 27 February 2006
[ kappa8 LL8] = fmincon('tcopulaCL',theta0,[],[],[],[],lower,upper,[],options,[u,v]);Warning: Trust-region-reflective algorithm does not solve this type of problem, using active-set
algorithm. You could also try the interior-point or sqp algorithms: set the Algorithm option to
'interior-point' or 'sqp' and rerun. For more help, see Choosing the Algorithm in the
documentation.
> In fmincon at 472
??? Undefined function or method 'tdis_inv' for input arguments of type 'double'.Error in ==> tcopulaCL at 33
x = tdis_inv(data(:,1),nu);Error in ==> fmincon at 574
initVals.f = feval(funfcn{3},X,varargin{:});Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.
就是Patton_copula_toolbox里面的copula_example_code.m的
% 8. Student's t copula
lower = [-0.9 , 2.1 ];
upper = [ 0.9 , 100 ];
theta0 = [kappa1;10];
[ kappa8 LL8] = fmincon('tcopulaCL',theta0,[],[],[],[],lower,upper,[],options,[u,v]);
一运行就出错---


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