Dynamic Copula Toolbox 3.0 (data subscripts problem)

Sergej Shteriev

2019 5 18

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I am trying to use MATLAB's Dynamic Copula Toolbox v 3.0. However, I keep getting errors regarding the data types and subscripts no matter what I try (already tried with cells and tables instead of datasets)

I already have my PITs (estimated prior). I have to following code so far:

aex = uniforms('AEX'); aex = aex(:,2);
mbi = uniforms('MBI10'); mbi = mbi(:,2);

uniforms is a containers.Map() object which has the daily log-returns and the dates as table class objects. To only keep the PIT values and get rid of the TimeStamp dates, I use `aex=aex(:,2)` and `mbi=mbi(:,2)`. AEX and MBI are two stock market indices

The following lines convert them into `dataset` arrays, since the documentation seems like it is using a `dataset`

data = dataset();
data(:,1) = table2dataset(aex);
data(:,2) = table2dataset(mbi);

(https://nl.mathworks.com/matlabcentral/fileexchange/29303-dynamic-copula-toolbox-3-0)

However, when I run `spec = modelspec(data)` as suggested in the documentation, and select Copula --> Clayton --> Static, the following error occurs:

spec = modelspec(data)

Error using dataset/subsrefParens (line 9)
Dataset array subscripts must be two-dimensional.
Error in dataset/subsref (line 69)`
    [varargout{1:nargout}] = subsrefParens(a,s);
Error in corr (line 192)`
complexdata = ~(isreal(x) || all(imag(x(:))==0));
Error in modelspec (line 153)`
                `xxx = corr(data,'type','Kendall');