How can I use a self-written function in bootstrap?

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?

Answer 1

[Walter Roberson]

There are two syntaxes possible using @ :

1. @function_name with no following () . This takes a handle to the corresponding function, and is the same as @(varargin) function_name(varargin{:})
2. @(variable_list) expression . expression might include a call to a function. variable_list might be empty, such as @() disp('hello') .

I suspect you want

bootstat = bootstrp(1000, @(samples) historicalVaR(samples,P,cl), returnsdata)

http://www.mathworks.com/help/matlab/math/parameterizing-functions.html