Too many input arguments

dav
2013 9 3
1 个回答
回答已采纳
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0 个投票

Hi,
Im using a code given below ab=nd it gives the following error.
Can someone please help me with it?
thanks
ERROR:
Error using gtest
Too many output arguments.
Error in test (line 37)
beta = gtest(Rt);
CODE:
clc;
clear;
% This program is for T=1000
T=1000;
B=1000;
R=1000;
ahead=10;
%generation the initial GARCH(1,1) data set.
a0 = 0.05; a1 = 0.1; b1 = 0.85;
epsi=zeros(3000,1);
simsig=zeros(3000,1);
simsig(1) = a0 ;
s=(simsig(1))^0.5;
epsi(1) = trnd(5,1) * s;
for i = 2:3000
simsig(i) = a0+ a1*(epsi(i-1))^2+ b1*simsig(i-1);
s=(simsig(i))^0.5;
epsi(i) = trnd(5,1) * s;
end
yt1=epsi.^2;
ytlast=epsi(3000)^2;
htlast=simsig(3000);
Rt=yt1(2001:3000);
beta = gtest(Rt);
function gtest(Rt)
%PURPOSE: estimates a GARCH(1,1) under the assumption that residuals are
%Student-t distributed
%Make sure that rtSP.mat is in the same location as this code.
%--------------------------------------------------------------------------
%USAGE : beta=test_ml5(Rt);
%--------------------------------------------------------------------------
%INPUT: Rt - Vector, the time series of returns (follow instruction on line
% 15 to use your own vector of data)
%--------------------------------------------------------------------------
%RETURN: beta - vector, GARCH(1,1) parameters of the maximum likelihood (w,alpha,beta,nu)
%--------------------------------------------------------------------------
tic;
m=mean(Rt);
Rt=Rt-m;
% parameters for GARCH: w, alpha, beta, nu
beta0=[0.01; 0.1; 0.8; 4];
lb=[0; 0.0001; 0.0001; 2 ];
ub=[1; 0.3; 0.99; 30];
A=[0 1 1 0]; %Ax<b
b=1;
[lb beta0 ub];
options=optimset('Diagnostics','on','Display','iter');
[beta,stderr1,vc,logl]=Max_lik(@likGARCH11T,beta0,'Hessian',A,b,[],[],lb,ub,[],options,Rt);
[beta,stderr2,vc,logl]=Max_lik(@likGARCH11T,beta0,'Sandwich',A,b,[],[],lb,ub,[],options,Rt);
[stderr1 stderr2];
toc
function l=likGARCH11T(b,rt)
% Computes the likelihood vector of a GARCH11
% presumes that Rt is a vector of centered returns
w = b(1);
alpha = b(2);
beta = b(3);
nu = b(4);
rt2 = rt.^2;
[T,K] = size(rt2);
ht = zeros(T,1);
ht(1) = sum(rt2)/T;
for i=2:T
ht(i) = w + alpha*rt2(i-1) + beta * ht(i-1);
end
sqrtht = sqrt(ht);
x = rt./sqrtht;
%*** Plug in Student-t
np1= (nu+1)/2;
nh = nu/2;
l1 = gammaln(np1);
l2 = gammaln(nh);
l3 = log(sqrtht);
l4 = 0.5*log(nu*pi);
l5 = np1*log(1 + (1/nu) * (x.^2));
l=l1-l2-l3-l4-l5;

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 采纳的回答

Walter Roberson
Walter Roberson 2013-9-3

1 个投票

You have coded
function gtest(Rt)
That declares that gtest() takes one item of input and returns nothing. Your code that calls on gtest() believes that gtest() returns something. You will need to decide which part of the code is correct.

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dav
dav 2013-9-3
Thanks.
I had a little error in generation Rt vector and I corrected it (edited above code).
Now Rt is a vector of values.
So function gtest(Rt) gets that vector and returns "beta"
is it right?
I still get the same error
Walter Roberson
Walter Roberson 2013-9-3
You still have
function gtest(Rt)
which is for a routine that does not return anything.
dav
dav 2013-9-3
I think I understand your point.
Is it okay to have function l=likGARCH11T(b,rt) inside gtest(Rt) or do I need to save it as a different function.
Thanks
Walter Roberson
Walter Roberson 2013-9-3
If the only place that calls likGARCH11T() is the gtest() code, then it is fine to include the definition of likGARCH11T() after the definition of gtest() in the the same gtest.m file.
dav
dav 2013-9-3
thank you very much. Finally, I got this function gtest(Rt) code from an online post there, they had put a ";" right in front of function l=likGARCH11T(b,rt)
(function l=likGARCH11T(b,rt);)
is that necessary?
Again, thank you for all your help!
dav

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