HELP COPULA ERORR IN MATLAB
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I estimate copula in matlab by using this code: lower = 0.0001; theta0 = 1; [kappa2, LL2,output2,lambda2,grad2,hessian2] = fmincon('claytonCL',theta0,[],[],[],[],lower,[],[],options,[ugold,usek]); invhess=inv(hessian2); stdErr2 = sqrt(diag(invhess)) LL2=-LL2 k2=length(kappa2); AIC2=-2*LL2+2*k2+((2*k2*(k2+1))/(T-k2-1))
when run this code in matlab, have error: Undefined function or variable 'options'. But I run with another data, I can run this code. I understand what happend with my code. Could you help me, please?
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Geoff Hayes
el 6 de Oct. de 2014
Tran - the error message, Undefined function or variable 'options', is telling you that you haven't defined/declared the variable options before you have tried to use it with fmincon. Nowhere in the above code have you defined this variable or either ugold and usek. Is this an oversight, or have you not shown us all of your code?
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