Effacer les filtres
Effacer les filtres

setting MaxFunEvals in estimate command

2 vues (au cours des 30 derniers jours)
Ruben
Ruben le 8 Mar 2013
I need to fit an ARIMA(7,0,7) model to a set of data (NRV in the code below), however if I don't specify any options, MATLAB stops and says it has reached the maximum number of function evaluations. I tried to set this higher, but MATLAB gives me an error... Anyone have an idea how to fix it? Thanks in advance!
code:
modelNRV = arima(7,0,7);
opt = optimset('MaxFunEvals',5000);
ARMANRV = estimate(modelNRV,NRV(1:timespan),'options',opt);
error:
Index exceeds matrix dimensions.
Error in arima/estimate>linearConstraints (line
1095)
LB(i1:i2) = [-10 ; repmat(-1 + tolerance, nAR +
nMA, 1) ; tolerance(isVarianceConstant)];
Error in arima/estimate (line 755)
conStruct = linearConstraints(LagsAR,
LagsSAR, LagsMA, LagsSMA, ...
  1 commentaire
Ruben
Ruben le 8 Mar 2013
or is there a way to set the maximum function evaluations without the optimset command?

Connectez-vous pour commenter.

Réponses (0)

Catégories

En savoir plus sur Conditional Mean Models dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by