Not enough Input arguments
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Dear Matlab experts, while running the code i am getting an error, if anyone of you could help i would be really greatful.
The error i am getting
--------------------------------------------------------------------------------------------------
>>qardlecm
Not enough input arguments.
Error in qardlecm (line 24)
nn = size(data,1);
...................................................
--The code I want to run---------------------------------------------------------------------------------------------------------------------------------------------------------
%-------------------------------------------------------------------------%
% This procedure file provides the following outputs
% Short-run parameters (phi, theta) and its covariance matrix
% For this output, the following inputs are required
% 1) data : (n*(1+k)) matrix, where the 1st column is the dependent
% variable, and the last k columns are explanatory variables
% 2) ppp : p value of QARDL-ECM(p,q) model
% 3) qqq : q value of QARDL-ECM(p,q) model
% 4) tau : (s*1) vector of quantiles, which is sorted from the smallest to
% the largest.
% November 17, 2020
% Jin Seo Cho
%-------------------------------------------------------------------------%
function[bigphia,bigpia,thett,distthett] = qardlecm(data,ppp,qqq,tau)
nn = size(data,1);
k0 = size(data,2)-1;
ss = size(tau,1);
tau = sort(tau,1);
pd = makedist('normal','mu',0,'sigma',1);
za = icdf(pd,0.975);
hb = zeros(ss,1);
hs = zeros(ss,1);
for jj = 1:ss
hb(jj,1) = (4.5*normpdf(icdf(pd,tau(jj,1)))^4/(nn*(2*icdf(pd,tau(jj,1))^2+1)^2))^0.2;
hs(jj,1) = za^(2/3)*(1.5*normpdf(icdf(pd,tau(jj,1)))^2/(nn*(2*icdf(pd,tau(jj,1))^2+1)))^(1/3);
end
yy = data(:,1);
xx = data(:,2:size(data,2));
ee = xx(2:nn,:) - xx(1:(nn-1),:);
ee = [zeros(1,k0);ee];
eei = zeros(nn-qqq,qqq*k0);
xxi = xx(qqq+1:nn,:);
yyi = zeros(nn-ppp,ppp);
for jj = 1:k0
for ii = 0:qqq-1
eei(:, ii+1+(jj-1)*qqq) = ee((qqq+1-ii):(nn-ii),jj);
end
end
for ii = 1:ppp
yyi(:,ii) = yy((1+ppp-ii):(nn-ii),1);
end
if (ppp>qqq)
X = [eei((size(eei,1)+1-size(yyi,1)):size(eei,1),:), xxi((size(xxi,1)+1-size(yyi,1)):size(xxi,1),:), yyi];
else
X = [eei, xxi, yyi((size(yyi,1)+1-size(xxi,1)):size(yyi,1),:)];
end
ONEX = [ones(size(X,1),1),X];
Y = yy((nn-size(X,1)+1):nn,1);
bt = zeros(size(ONEX,2),ss);
fh = zeros(ss,1);
uu = zeros(nn-2,ss);
for jj = 1:ss
[bt1] = qregressMatlab(Y,ONEX,tau(jj,1));
uu(:,jj) = Y - ONEX*bt1;
fh(jj,1) = mean(normpdf(-uu(:,jj)/hb(jj,1)))/hb(jj,1);
bt(:,jj) = bt1;
end
barw = zeros(nn-1,qqq*k0);
for jj = 1:qqq
barw(jj:(nn-1),(k0*(jj-1)+1):k0*jj) = ee(2:(nn-jj+1),:);
end
tw = [ones(nn-1,1), barw];
mm = (xx((qqq+1):nn,:)'*xx((qqq+1):nn,:) - xx((qqq+1):nn,:)'*tw(qqq:(nn-1),:)*inv(tw(qqq:(nn-1),:)'*tw(qqq:(nn-1),:))*tw(qqq:(nn-1),:)'*xx((qqq+1):nn,:))/(nn-qqq)^2;
bb = zeros(ss,1);
for jj = 1:ss
bb(jj,1) = 1/((1-sum(bt(2+(qqq+1)*k0:1+(qqq+1)*k0+ppp,jj),1)')*fh(jj,1));
end
qq = zeros(ss,ss);
for jj = 1:ss
for ii = 1:ss
psu = zeros(2,1);
psu(1,1) = tau(jj,1);
psu(2,1) = tau(ii,1);
qq(jj,ii) = (min(psu,[],1)' - tau(jj,1)*tau(ii,1))*bb(jj,1)*bb(ii,1);
end
end
midbt = zeros(k0,ss);
for jj = 1:ss
midbt(:,jj) = bt(2+qqq*k0:1+(qqq+1)*k0,jj)/(1-sum(bt(2+(qqq+1)*k0:1+(qqq+1)*k0+ppp,jj),1)');
end
bigbt = reshape(midbt,[],1);
bigbtmm = kron(qq,inv(mm));
if (ppp>qqq)
yyj = zeros(nn-ppp,ppp);
xxj = zeros(nn-ppp,k0);
wwj = zeros(nn-ppp,qqq*k0);
for jj = 1:ppp
yyj(:,jj) = yy((ppp+1-jj):(nn-jj),1);
end
for ii = 1:k0
for jj = 1:qqq
wwj(:,jj+(ii-1)*qqq) = ee((ppp-jj+2):(nn-jj+1),ii);
end
end
xxj = xx((ppp+1):nn,:);
kk = zeros(nn-ppp,ss*ppp);
for jj = 1:ppp
Y = yyj(:,jj);
ONEX = [ones(nn-ppp,1),xxj,wwj];
for ii = 1:ss
[bbt] = qregressMatlab(Y,ONEX,tau(ii,1));
kkk = Y - ONEX*bbt;
kk(:,jj+(ii-1)*ppp) = kkk;
end
end
kka1 = kk(:,2);
kka2 = kk(:,4);
kka3 = kk(:,6);
kka = [kka1,kka2,kka3];
tilw = tw(ppp:(nn-1),:);
llla = (kka'*kka - kka'*tilw*inv(tilw'*tilw)*tilw'*kka)/(nn-ppp);
else
yyj = zeros(nn-qqq,ppp);
xxj = zeros(nn-qqq,k0);
wwj = zeros(nn-qqq,qqq*k0);
for jj = 1:ppp
yyj(:,jj) = yy((qqq+1-jj):(nn-jj),1);
end
for ii = 1:k0
for jj = 1:qqq
wwj(:,jj+(ii-1)*qqq) = ee((qqq-jj+2):(nn-jj+1),ii);
end
end
xxj = xx((qqq+1):nn,:);
kk = zeros(nn-qqq,ss*ppp);
for jj = 1:ppp
Y = yyj(:,jj);
ONEX = [ones(nn-qqq,1), xxj, wwj];
for ii = 1:ss
[bbt] = qregressMatlab(Y,ONEX,tau(jj,1));
kkk = Y - ONEX*bbt;
kk(:,jj+(ii-1)*ppp) = kkk;
end
end
kka1 = kk(:,2);
kka2 = kk(:,4);
kka3 = kk(:,6);
kka = [kka1,kka2,kka3];
tilw = tw(qqq:(nn-1),:);
llla = (kka'*kka - kka'*tilw*inv(tilw'*tilw)*tilw'*kka)/(nn-qqq);
end
cc = zeros(ss,ss);
for jj = 1:ss
for ii = 1:ss
psu = zeros(2,1);
psu(1,1) = tau(jj,1);
psu(2,1) = tau(ii,1);
cc(jj,ii) = (min(psu,[],1)' - tau(jj,1)*tau(ii,1))/(fh(ii,1)*fh(jj,1));
end
end
bigpia = zeros(ss*(ppp-1),ss*(ppp-1));
for jj = 1:ss
for ii = 1:ss
psu = inv(llla((jj-1)*(ppp-1)+1:jj*(ppp-1),(jj-1)*(ppp-1)+1:jj*(ppp-1)))*llla((jj-1)*(ppp-1)+1:jj*(ppp-1),(ii-1)*(ppp-1)+1:ii*(ppp-1))*inv(llla((ii-1)*(ppp-1)+1:ii*(ppp-1),(ii-1)*(ppp-1)+1:ii*(ppp-1)));
bigpia((jj-1)*(ppp-1)+1:jj*(ppp-1),(ii-1)*(ppp-1)+1:ii*(ppp-1)) = cc(jj,ii)*psu;
end
end
midphi = zeros(ppp,ss);
for jj = 1:ss
midphi(:,jj) = bt(2+(qqq+1)*k0:1+(qqq+1)*k0+ppp,jj);
end
bigphi = reshape(midphi,[],1);
bigphia1 = bigphi(2,1);
bigphia2 = bigphi(4,1);
bigphia3 = bigphi(6,1);
bigphia = [bigphia1; bigphia2; bigphia3];
dg = [nn^(1/2),0,0; 0,nn^(1/2),0; 0,0,nn];
uu2 = uu;
tilwb = tilw(:,2);
r1 = 1;
r2 = sum(tilwb,1)*(nn-2)^(-1);
r3 = sum(xx(3:nn,1),1)*(nn-2)^(-3/2);
r4 = r2;
rh5 = tilwb'*tilwb;
r5 = rh5*(nn-2)^(-1);
rh6 = tilwb'*xx(3:nn,1);
r6 = rh6*(nn-2)^(-3/2);
r7 = r3;
r8 = r6;
rh9 = xx(3:nn,1)'*xx(3:nn,1);
r9 = rh9*(nn-2)^(-2);
QQQ = [r1, r2, r3 ; r4, r5, r6; r7, r8, r9];
psiu = zeros(nn-2,3);
for jj = 1:3
for rr = 1:nn-2
if (uu2(rr,jj)<= 0)
psiu(rr,jj) = tau(jj,1)-1;
else
psiu(rr,jj) = tau(jj,1);
end
end
end
sigmma = psiu'*psiu*(1/(nn-2));
psiu1 = psiu(1:nn-2,1);
psiu2 = psiu(1:nn-2,2);
psiu3 = psiu(1:nn-2,3);
sium1 = mean(psiu1);
sium2 = mean(psiu2);
sium3 = mean(psiu3);
sigma1 = mean(psiu1.^(2));
sigma2 = mean(psiu2.^(2));
sigma3 = mean(psiu3.^(2));
distmt1 = nn*fh(1,1)^(-2)*sigmma(1,1)*inv(dg)*inv(QQQ)*inv(dg);
distmt2 = nn*fh(1,1)^(-1)*fh(2,1)^(-1)*sigmma(1,2)*inv(dg)*inv(QQQ)*inv(dg);
distmt3 = nn*fh(1,1)^(-1)*fh(3,1)^(-1)*sigmma(1,3)*inv(dg)*inv(QQQ)*inv(dg);
distmt4 = nn*fh(2,1)^(-1)*fh(1,1)^(-1)*sigmma(2,1)*inv(dg)*inv(QQQ)*inv(dg);
distmt5 = nn*fh(2,1)^(-2)*sigmma(2,2)*inv(dg)*inv(QQQ)*inv(dg);
distmt6 = nn*fh(2,1)^(-1)*fh(3,1)^(-1)*sigmma(2,3)*inv(dg)*inv(QQQ)*inv(dg);
distmt7 = nn*fh(3,1)^(-1)*fh(1,1)^(-1)*sigmma(3,1)*inv(dg)*inv(QQQ)*inv(dg);
distmt8 = nn*fh(3,1)^(-1)*fh(2,1)^(-1)*sigmma(3,2)*inv(dg)*inv(QQQ)*inv(dg);
distmt9 = nn*fh(3,1)^(-2)*sigmma(3,3)*inv(dg)*inv(QQQ)*inv(dg);
A11 = distmt1(2,2);
A12 = distmt1(3,3);
A13 = 2*distmt1(2,3);
A21 = distmt2(2,2);
A22 = distmt2(3,3);
A23 = 2*distmt2(2,3);
A31 = distmt3(2,2);
A32 = distmt3(3,3);
A33 = 2*distmt3(2,3);
A41 = distmt4(2,2);
A42 = distmt4(3,3);
A43 = 2*distmt4(2,3);
A51 = distmt5(2,2);
A52 = distmt5(3,3);
A53 = 2*distmt5(2,3);
A61 = distmt6(2,2);
A62 = distmt6(3,3);
A63 = 2*distmt6(2,3);
A71 = distmt7(2,2);
A72 = distmt7(3,3);
A73 = 2*distmt7(2,3);
A81 = distmt8(2,2);
A82 = distmt8(3,3);
A83 = 2*distmt8(2,3);
A91 = distmt9(2,2);
A92 = distmt9(3,3);
A93 = 2*distmt9(2,3);
distcon1 = A11 + A12 + A13;
distcon2 = A21 + A22 + A23;
distcon3 = A31 + A32 + A33;
distcon4 = A41 + A42 + A43;
distcon5 = A51 + A52 + A53;
distcon6 = A61 + A62 + A63;
distcon7 = A71 + A72 + A73;
distcon8 = A81 + A82 + A83;
distcon9 = A91 + A92 + A93;
distthett = [distcon1, distcon2, distcon3 ; distcon4, distcon5, distcon6 ; distcon7, distcon8, distcon9];
thett1 = bt(2,1) + bt(3,1);
thett2 = bt(2,2) + bt(3,2);
thett3 = bt(2,3) + bt(3,3);
thett = [thett1 ; thett2 ; thett3];
end
2 个评论
回答(1 个)
Jan
2021-10-13
Stephen hits the point:
>>qardlecm
This shows, that you call the function without input arguments. Perhaps you start it by clicking on the green triangle in the editor. You need to provide 4 inputs instead.
另请参阅
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