dealing with negative indices error

please help, i keep getting this error: "Array indices must be positive integers or logical values."

Here is my code:

randn('state',100) 
lambda = 2;
mu = 1;
Xnot = 1;
T = 1;
N = 2^8;
r = 0.5;
gamma = 0.5;
delta = 1-gamma;
dt = 1/N;
t = 0.5;
dW = sqrt(dt)*randn(1,N); 
W = cumsum(dW); 
R = 4;
Dt = R*dt;
L = N/R;
beta = 1.5;
eta = 2;
rho = 0.2;
v = r + (lambda-r)^2/2*delta*mu^2;
D = rho-(gamma*v);
G = delta*(1-exp((D/delta)*(t-T)));
H = (delta*eta)/beta
X_temp = Xnot;
for T = 1
    t = -1:1
end
F = X_temp + (((delta*eta)/(beta*r))*(1-exp(r(t-T))));
C = ((D*F)/G)-H;
M = (lambda-r)/(delta*mu^2)
J = (eta*(lambda-r))/(beta*r*mu^2)*X_temp;
pi = M+J
X_EM = zeros(1,L);
for j = 1:L
    Winc = sum(dW(R*(j-1)+1:R*j));
    X_temp = X_temp + Dt*((pi*(lambda-r)+r)-C) + (mu*pi)*Winc;
    X_EM(j) = X_temp;
end
plot([0:Dt:T],[Xnot,X_EM],'g-', 'LineWidth', 2)

[Rik]

Have you tried using breakpoints to find out where your code deviates from what you expect?

Answer 1

[Star Strider]

There turned out to be three problelms with your code that I corrected here.

The original one was due to your forgetting an operator, that I assume should be a multiplication:

F = X_temp + (((delta*eta)/(beta*r))*(1-exp(r*(t-T))));
                                             ↑

The second is that ‘X_EM’ was not preallocated correctly, and not addressed correctly, since each ‘X_temp’ is a (1x3) vector:

X_EM = zeros(L,3);
for j = 1:L
    Winc = sum(dW(R*(j-1)+1:R*j));
    X_temp = X_temp + Dt*((pi*(lambda-r)+r)-C) + (mu*pi)*Winc;
    X_EM(j,:) = X_temp;
end

The third was that the dependent variable in the plot call was not concatenated correctly, now that ‘X_EM’ is a matrix:

plot([0:Dt:T],[Xnot*ones(1,3);X_EM],'g-', 'LineWidth', 2)

With these changes, your code works.

[Gaone Ramadubu]

Thank you, it did work.

[Star Strider]

Great!

Since my Answer solved your problem, please Accept it!

Answer 2

[Walter Roberson]

 for T = 1
    t = -1:1
end

After that T is the scalar 1 and t is -1 0 1

F = X_temp + (((delta*eta)/(beta*r))*(1-exp(r(t-T))));

t-T is -1 0 1 minus 1, so -2 -1 0.

r is a scalar so r(t-T) is a request to index r at -2 -1 0