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aarhus university

Actif depuis 2012

Econ student
Professional Interests: Econometrics

Statistiques

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Question


how to mex this recursion
I am running a large program and a small function is taking up all the computing time, I havent been able to use the automatic c...

plus de 7 ans il y a | 1 réponse | 0

1

réponse

Question


retrieving data from structure
I am having a weird issue when trying to get data from a structure. I am using dir to get folder names into the variable Fold...

plus de 7 ans il y a | 1 réponse | 0

1

réponse

Question


How to get GARCH parameters into a vector
My question is fairly simply but i havent been able to find a solultion, how do i automatically save my GARCH model parameter es...

presque 11 ans il y a | 1 réponse | 0

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réponse

A répondu
Finding durations between 1's in a matrix
In the end i decided on just using a double for loop with an if statement, if anyone comes up with something elegant that would ...

environ 11 ans il y a | 0

| A accepté

Question


Finding durations between 1's in a matrix
I am creating a matrix of ones I = binornd(1,a,T(j),n); What i need to find next is the durations between the 1 values f...

environ 11 ans il y a | 2 réponses | 0

2

réponses

Question


Datafeed problem - yahoo finance cant find stock ?
I am trying to get data on a bunch of danish stocks, fx. the Ap Moeller Maersk B stock. I am using the code C = yahoo; ...

environ 11 ans il y a | 1 réponse | 0

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réponse

A répondu
Mex: compiler not found problem
I download SDK from http://www.microsoft.com/en-us/download/details.aspx?id=8279 and start the install after downloading t...

environ 11 ans il y a | 0

Question


Mex: compiler not found problem
I am messing around trying to learn how to call c++ code form matlab, specifically i am trying the code following this <http://w...

environ 11 ans il y a | 5 réponses | 0

5

réponses

Question


using textscan to load numbers from txt file
I am using textscan tmp = textscan(fid,'%4f %q %f %f %f %f %f %f %f %f','treatAsEmpty', 'n/a'); to load data which look...

environ 11 ans il y a | 1 réponse | 0

1

réponse

Question


textscan not working with double quotation marks
I am using textscan to read a .txt file into matlab but i am having some troubles. The data looks like (first two lines) ...

environ 11 ans il y a | 1 réponse | 0

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réponse

Question


from cell array to numeric vector
I have a 1x52 length cell array of years stored in MWDIData_years, i need to get these to be a nummeric vector. I am trying some...

plus de 11 ans il y a | 2 réponses | 1

2

réponses

Question


How can i create a standard matlab template for new programs
I like to have the same layout of my code every time i create a new program, at the moment i just copy and paste an .m file. But...

plus de 11 ans il y a | 2 réponses | 1

2

réponses

Question


Help vectorising for loop for kernel density
I am having a devil of a time figuring out how to vectorise the following for loopp dens = NaN(length(y),1); for i=1:l...

plus de 11 ans il y a | 1 réponse | 0

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Question


What would you add to my Matlab cheat sheet ?
I am an econ/math masters student, but any suggestions are welcome I would prefer keeping the sheet on 1 page though. * ...

plus de 11 ans il y a | 1 réponse | 0

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réponse

Question


Error using quad for nummerical integration
I am unable to understand why i cant use the quad function for nummerical integration.. tk = 1.5; Assymptotisk=@(x) sqr...

plus de 11 ans il y a | 1 réponse | 0

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A répondu
fmincon, how does interior point restrict parameters
Thank you

plus de 11 ans il y a | 0

Question


fmincon, how does interior point restrict parameters
I used my own restriction transformation inside the function to allow fmincon to searh globally. However i ran into nummerical t...

plus de 11 ans il y a | 2 réponses | 0

2

réponses

Question


Efficient allocation of random numbers(U(0,1)) into categories
I am trying to create a function which takes two arguments as input, one a vector of values drawn from a uniform distribution an...

plus de 11 ans il y a | 1 réponse | 0

1

réponse

Question


Nicer output from simulations
I am taking a Monte-Carlo course and so i have some output, the homework is all done but i would like to make the end product a ...

plus de 11 ans il y a | 2 réponses | 0

2

réponses

Question


Interior point maximization on non-smooth surface
I am estimating a state-space model using maximum likelihood, and i am also doing simulations. For the actual maximisation part ...

plus de 11 ans il y a | 1 réponse | 0

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réponse

A répondu
How do i get nice .eps images into latex
Turns out all i needed to do was to go from tex->ps->pdf rather than tex->DVI->pdf Thanks for answers though guys! :)

plus de 11 ans il y a | 0

| A accepté

Question


How do i get nice .eps images into latex
I of course know how to print a plotted image into a .eps file using file>SaveAs, however when i actually create the .pdf file i...

plus de 11 ans il y a | 4 réponses | 0

4

réponses

A répondu
adding year to plot using datetick
Thank you for your answer, it is the second case that is relevant. My data consists of 3081 observations, having loaded the year...

plus de 11 ans il y a | 0

| A accepté

Question


adding year to plot using datetick
I have created a plot for a volatility measure, now i want to add the years of the measure to the x axis. I have the appropriate...

plus de 11 ans il y a | 2 réponses | 0

2

réponses