Evaluating the Nelson Siegel function

2011 7 25
2 个回答
回答已采纳
8 次查看（30 天）

0 个投票

I am currently trying to evaluate the parameters of the Nelson Siegel function in MatLab.I have searched Mathworks and found a page detailing the "nelsonfun" and "nelsonfit" function but cannot find these on the MATLAB 7.11.0 (R2010b.The page notes MATLAB 7.2 (R2006a).
Im wondering if there is a way of gaining access to these functions or another way of analysing the parameters as the "fitNelsonSiegel" function only produces the fitted curve.
Thanks for your time

请先登录，再回答此问题。

 采纳的回答

Walter Roberson
Walter Roberson 2011-7-25

0 个投票

nelsonfun and nelsonfit are not part of MATLAB itself: they are user contributions, which you probably have not installed on your newer system. You can get them here

更多回答（1 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Risk Management Toolbox 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by