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Index exceeds matrix dimensions

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Kevin van Berkel
Kevin van Berkel 2013-6-10
关闭： MATLAB Answer Bot 2021-8-20
Hello all,
Anyone knows what goes wrong? I receive this error:
Index exceeds matrix dimensions.
on the following code:
X = [ones(M,1), r(:,t,1), r(:,t,2), r(:,t,3), r(:,t,4), r(:,t,5),...
z(:,t,1), z(:,t,1).^2, z(:,t,2), z(:,t,2).^2, z(:,t,3),...
z(:,t,3).^2, z(:,t,4), z(:,t,4).^2, z(:,t,5), z(:,t,5).^2, ...
z(:,t,1).*z(:,t,2), z(:,t,1).*z(:,t,3),z(:,t,1).*z(:,t,4),...
z(:,t,1).*z(:,t,5), z(:,t,2).*z(:,t,3), z(:,t,2).*z(:,t,4),...
z(:,t,2).*z(:,t,5), z(:,t,3).*z(:,t,4), z(:,t,3).*z(:,t,5),...
z(:,t,4).*z(:,t,5)];
referring to this function
function Weights = Portfolio_fmincon_multiple_it_state_vb_bs(r,z,gamma,r_f,constr_ON,... it_ON, N_max)
Help would be much appreciated!!
Thanks.
Kevin

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回答（2 个）

Azzi Abdelmalek
Azzi Abdelmalek 2013-6-10
You should look at the sizes of r and z, and check if their indices do not exceed those sizes
  3 个评论
显示 1更早的评论
Azzi Abdelmalek
Azzi Abdelmalek 2013-6-10
You said that r is a 1000x20 double, then why to write
r(:,t,3)
Kevin van Berkel
Kevin van Berkel 2013-6-10
This should capture the multiple assets included.. But it's more a gues..
Kevin van Berkel
Kevin van Berkel 2013-6-10
This should capture the multiple assets included.. But it's more a gues..
  1 个评论
Azzi Abdelmalek
Azzi Abdelmalek 2013-6-10
Kevin, if you want to add a comment, just click on comment on this answer

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