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Federico Frisaldi


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HELP- Kalman Filters - Failure in initial objective function evaluation. FMINCON cannot continue.
Hi everyone, I wrote the following code to estimate time varying parameters through a kalman filter: funct...

8 years ago | 0 answers | 0

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Rolling stepwise regression within each regression window
I want to run a backward stepwise regression within each regression window. Basically, I have a Matrix Y(137x84) and a Matrix X(...

8 years ago | 0 answers | 0

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Stile Analysis with Quadprog! Help
Hi everyone, I am seekining your help/advice with a code I am trying to run in order to perform a style analysis. I am new wi...

9 years ago | 0 answers | 0

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