Error: Unable to classify a variable in the body of the parfor-loop

Hi

I get the following error when I run the following parallel loop :

 1    out(1:numFutureSamples,1:numPaths,1:kh)=0;
 2    parfor i=1:kh
 3        estModel(i)=estimate(model(i),DATA);
 4        res(:,i)=infer(estModel(i),DATA);
 5        initial_vector(:,:,i)=repmat(DATA,1,numPaths);
 6        for futureSamples=1:numFutureSamples
 7            out(futureSamples,:,i)=simulate(estModel(i),1,'Y0',initial_vector(:,:,i),'NumPaths',numPaths,'E0',res(:,i));
 8            initial_vector(:,:,i)=[repmat(DATA(futureSamples+1:end,1),1,numPaths);out(1:futureSamples,:,i)];
 9        end
 10   end

Error: Unable to classify the variable 'out' in the body of the parfor-loop.

This error only occurs for line 8 .

Can anyone help me fix the error?

Answer 1

[Edric Ellis]

The problem here is that you've got two different accesses to the variable out. On line 7, you have the valid sliced indexing expression

out(futureSamples,:,i) = ...

The problem is the way that you're reading from out on the following line:

.. out(1:futureSamples,:,i) ...

One of the constraints of parfor is that sliced variables must use the same combination of subscripts everywhere. It's a bit annoying to work around in this case, but something like this should work:

parfor i = 1:kh
    % stuff...
    
    % create a temporary matrix that will fill out(:,:,i)
    tempOut = zeros(numFutureSamples, numPaths);
    for futureSamples=1:numFutureSamples
        tempOut(futureSamples,:) = simulate(..);
        intial_vector(:,:,i) = [..; tempOut(1:futureSamples,:)];
    end
    out(:,:,i) = tempOut;
end

[An Engineer]

Hello, thank you for your answer, the error was fixed