Without even looking at your code, very likely you are running into memory limitations on your computer. If some of the time, MATLAB is forced to do some significant memory swapping, then it will take a LONG time, as disk access is hugely slower than RAM access.
And, since I see some seriously high dimensional arrays, like this:
Vfinal = randn(T,np,nh,np,nA,nS);
that makes my guess possibly accurate.
If I then run your code, and see what size arrays we are talking about:
size(Vfinal)
ans =
2 45 80 45 2 3
>> whos Vfinal
Name Size Bytes Class Attributes
Vfinal 6-D 15552000 double
So Vfinal is 15 megabytes. Not huge. But still possibly an issue.
How much memory do you have available to MATLAB? Do you have a solid state drive, or a mechanical platter?
I would run your code, using a monitor on the system. When things come to a complete stop, is your hard drive thrashing, while the CPU is doing essentially nothing? If so, the problem is clear.
Are you checking your mail on the side, using the web browser? Again, that would be an issue.
Are you using a MATLAB version that is non-local? So it needs network access to run code? That can seriously slow things down, if your local network is occasionally overwhelmed by someone else.
Really, yours is a question that is difficult to answer, as there can be many reasons for your problem. You need to do the detective work here.
