## fmincon-Getting error Unable to perform assignment because dot indexing is not supported for variables of this type

### Diego Tintori (view profile)

on 16 Nov 2019 at 21:40
Latest activity Commented on by Walter Roberson

### Walter Roberson (view profile)

on 18 Nov 2019 at 4:01
k=garchFunction(u)
u=[0 0 0]
A=[0 1 1]
b=1
Aeq=[]
beq=[]
lb=[0 0 0]
up=[1 1 1]
[x,fval]=fminunc(@garchFunction,u,A,b,Aeq,beq,lb,up)
function y = garchFunction(x) %function for likelihood
Values=Values1814/(10^6)
returns=tick2ret(Values)
returns=returns-mean(returns)
T=length(returns)
omega=x(1);
alpha=x(2);
beta=x(3);
sigma=zeros(T,1)
sigma(1)=0.011207749644594;
likelihood=0
for i=2:T;
sigma(i) = sqrt( omega + alpha*returns(i-1)^2 + beta*sigma(i-1)^2 );
likelihood = likelihood + 0.5*(-log(2*pi)-log(sigma(i)^2) - (returns(i)/sigma(i))^2);
end
y = -likelihood;
end
I have this function for the estimation of the maximum likelihood for garch. However, although it estimats perfectly the likelihood, once I want to minimize it trough the function fmincon i get the error shown in the Title. Can someone help me understand what is wrong? Thanks.

Walter Roberson

### Walter Roberson (view profile)

on 17 Nov 2019 at 22:12
The code calls fminunc but you write fmincon repeatedly. The difference could be important to reproducing the problem.
Diego Tintori

### Diego Tintori (view profile)

on 17 Nov 2019 at 22:23
I'm really sorry, the function was indeed fmincon and I coded fminunc, that's why it didn't run.
Thank you!
Walter Roberson

### Walter Roberson (view profile)

on 18 Nov 2019 at 4:01
To confirm, with fmincon in place the problem disappears?