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Gabo


11 total contributions since 2010

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Fitting Survival Probability Models
Companion code for "Fitting Survival Probability Models" article.

3 months ago | 2 downloads |

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Answered
What does TimeStep stand for?
Hi Luisa, |TimeStep| has more of a _numerical_ meaning, although it might be interpreted as you describe, I think. If you ...

5 years ago | 0

| accepted

Answered
Large scale Optimization using Sparse?
Without looking into all the details, the Code Analyzer seems to be recommending that you indicate the nonzero patter from the s...

5 years ago | 0

Answered
Large scale Optimization using Sparse?
You need to create a sparse matrix directly. If you try to create a full matrix and then convert it to sparse, you'll run out of...

5 years ago | 0

Answered
lsqnon - take larger steps
Maurizio, unfortunately, it's not possible to force the algorithm to take a step of a minimum length --by design, the algorithm ...

5 years ago | 0

Answered
lsqnon - take larger steps
I see you were passing the right function. From your code, the only suspicious point is the last line of |mySimulat|. Is |diffe|...

5 years ago | 0

Answered
lsqnon - take larger steps
It would be useful to see some code. From the description, though, you might be passing the wrong function to |lsqnonlin|. Sa...

5 years ago | 0

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fminbnd for multiple parameter function
I'm a little confused by "write a separate function such as g(x) { g=f(x,1,1);}". But I think a <http://www.mathworks.com/help/t...

5 years ago | 0

Answered
Why am I getting an error message "undefined function" when using the LAGMATRIX function in MATLAB 7.10 (R2010a)?
The name of the toolbox changed in 2008b to Econometrics Toolbox. See release notes: <http://www.mathworks.com/help/toolbox/econ...

5 years ago | 0

Responded


Re: FZERO Error plus matrx dimensions
Kyle, I'm not sure I follow all the details, but you may want to try FSOLVE (n-dimensional), instead of FZERO (1-dimensional, s...

6 years ago | 1751 views

Responded


Re: loop for a fmincon
Laurent, Nelson-Siegel models are available off-the-shelf in the Fixed-Income Toolbox: http://www.mathworks.com/access/helpdes...

6 years ago | 1356 views