sum of coefficients less than 1

1 次查看（过去 30 天）

显示更早的评论

dav 2013-3-3

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/65626-sum-of-coefficients-less-than-1

采纳的回答： Shashank Prasanna

在 MATLAB Online 中打开

Can someone please modify the following code so that it has a constraint that the sum of ar1 and ar2 is less than one.

Thanks

clc;
clear;
m=2;
a0 = 0.1; a1 = 0.2; a2=0.15;
epsi=zeros(3000,1);
simsig=zeros(3000,1);
for i = 1:3000
                 if (i==1) 
                     simsig(i) = a0/(1-a1-a2) ;
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 elseif (i==2)
                     epsi(i)=epsi(1);
                 else                     
                     simsig(i) = a0+ a1*(epsi(i-1))^2+a2*(epsi(i-2))^2;
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 end
end
yt1=epsi.^2;
ytlast=epsi(3000)^2;
ytlast2=epsi(2999)^2;
ytinitial=yt1(2001:3000);
yt = yt1(2003:3000);
ytlag1= yt1(2002:2999);
ytlag2= yt1(2001:2998);
a =ones(1000-m,1);
x = [a,ytlag1,ytlag2];
opts = optimset('lsqnonneg');
opts.LargeScale = 'off';
opts.Display = 'none';
coef = lsqnonneg(x,yt);
alpha0 =coef(1);
ar1=coef(2);
ar2= coef(3);