fmincon is not working

I Have defined a function (see below) and it works fine - I can calculate the value of the function for any parameter values (refprice and r). However, when I try and run fminunc it gives an error message relating to the function

fun=@(refprice,r)sum((prices-refprice*ot+(exp(-r*t).*ot')').^2);

ERROR MESSAGE

Error using *

Incorrect dimensions for matrix multiplication. Check that the number of columns in the first matrix matches the number of

rows in the second matrix. To operate on each element of the matrix individually, use TIMES (.*) for elementwise

multiplication.

Error in analysedata>@(refprice,r)sum((prices-refprice*ot+(exp(-r*t).*ot')').^2) (line 13)

fun=@(refprice,r)sum((prices-refprice*ot+(exp(-r*t).*ot')').^2);

Error in fminunc (line 307)

f = feval(funfcn{3},x,varargin{:});

Error in analysedata (line 17)

[ests,ss]=fminunc(fun,pars0);

Answer 1

[Torsten]

You must define

F = @(x) fun(x(1),x(2))

and pass "F" instead of "fun" to fminunc.

[John Hey]

Torsten,

You are wonderful. Many, many thanks.

John