- @function_name with no following () . This takes a handle to the corresponding function, and is the same as @(varargin) function_name(varargin{:})
- @(variable_list) expression . expression might include a call to a function. variable_list might be empty, such as @() disp('hello') .
How can I use a self-written function in bootstrap?
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bootstat = bootstrp(1000, @historicalVaR(returnsdata,P,cl),returnsdata)
Where historicalVaR is a self written function in the path, that calculates VaR of a data set. its inputs are: returnsdata = vector of returns P = size of investment cl = confidence interval
The error I am getting is:
bootstat = bootstrp(1000,@historicalVaR(returnsdata,P,cl),returnsdata)
↑
Error: Unbalanced or unexpected parenthesis or bracket.
But I do not see how it is unbalanced. Is it possible to use such a function with inputs with bootstrp?
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Walter Roberson
2018-2-9
编辑:Walter Roberson
2018-2-9
There are two syntaxes possible using @ :
I suspect you want
bootstat = bootstrp(1000, @(samples) historicalVaR(samples,P,cl), returnsdata)
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