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I'm trying to pass a funtion I have created called Itrend through another function. Itrend accepts two inputs, Alpha, and Lag. It outputs the sortino ratio. The function I want to run it through is designed to maximize the sortino ratio across a predefined range. This function is called parameterSweep, the code is here. The bolded part is what I can't format correctly:
range={.02:.005:.2,1:20}
fun = @(x) deal(Itrend(Alpha,Lag))
[respmax,varmax,resp,var] = parameterSweep(fun,range)
Answers (3)
Walter Roberson
on 20 Jan 2012
deal() is only used to return multiple outputs, which your description does not require.
You either want
fun = @(x) ltrend(x,Lag);
or
fun = @(x) ltrend(Alpha,x);
but we cannot tell from your description which. You said "range" but not which variable the range applies to.
Honglei Chen
on 20 Jan 2012
I don't quite see the relation of inputs. It looks like Alpha and Lag are constants and it has nothing to do with x, so what's the purpose of this function?
If Alpha and Lag is derived from range, then you may want to define it as following:
fun = @(Alpha,Lag) ltrend(Alpha,Lag)
2 Comments
Honglei Chen
on 20 Jan 2012
Then it is just fun = @(Alpha,Lag) ltrend(Alpha,Lag), I'm also updating my answers above.
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