Clear Filters
Clear Filters

Trouble using integral in a nested f solve

2 views (last 30 days)
wy6622
wy6622 on 30 Apr 2017
I'm running an fsolve of a function which involves evaluating the integral of another function. Everything is a scalar in this problem. Every line prior to the integral line runs fine and spits out a scalar answer. However when I try to evaluate the integral it says "Subscripted assignment dimension mismatch". Any help would be appreciated! Here's the code: I'm running it as a Monte Carlo but we can just set all parameter and variable values: gamma=-1; beta=1; c=7;
x1= 1;
x2= 1;
xi1=0.2;
xi2=0.21;
mc1=7;
mc2=7;
xxi=zeros(1,2);
xxi0 = [0,0];
pd0 = [0,0];
pm1=8;
pm2=8;
pm0=0;
The main function:
function F = func(xxi, gamma, beta, mc1, mc2, pm1, pm2, x1, x2, pd1, pd2, xi1, xi2)
xxi1 = xxi(1); xxi2 = xxi(2);
fun3 = @(a, b)funpd21(gamma, beta, mc1, mc2, x1, x2, a, b); fun4 = @(c, d)funpd22(gamma, beta, mc1, mc2, x1, x2, c, d);
fun1 = @(xxi1,e)(fun3(xxi1,e)-mc1).*exp(x1*beta+fun3(xxi1,e).*gamma+xxi1)./(1+exp(x1.*beta+fun3(xxi1,e).*gamma+xxi1)+exp(x2.*beta+fun4(xxi1,e).*gamma+e)).*normpdf(e,0.2,1); fun2 = @(f,xxi2)(fun4(f,xxi2)-mc2).*exp(x2*beta+fun4(f,xxi2).*gamma+xxi2)./(1+exp(x1.*beta+fun3(f,xxi2).*gamma+f)+exp(x2.*beta+fun4(f,xxi2).*gamma+xxi2)).*normpdf(f,0.2,1);
F(1) = normcdf(xxi(2),0.2,1).*(pm1-mc1).*exp(x1*beta+pm1.*gamma+xxi1)./(1+exp(x1.*beta+pm1.*gamma+xxi1))+(1-normcdf(xxi(2),0.2,1))*integral(@(g)fun1(xxi1,g),xxi2,5)/(1-normcdf(xxi2,0.2,1)); F(2) = normcdf(xxi(1),0.2,1).*(pm2-mc2).*exp(x2*beta+pm2.*gamma+xxi2)./(1+exp(x2.*beta+pm2.*gamma+xxi2))+(1-normcdf(xxi(1),0.2,1))*integral(@(h)fun2(h,xxi2),xxi1,5)/(1-normcdf(xxi1,0.2,1)); end
And the functions earlier in the nest: function pd91 = funpd21(gamma, beta, mc1, mc2, x1,x2,xi1,xi2)
options = optimset('Display','off');
f21 = @(pd)funpd(pd, gamma, beta, mc1, mc2, x1,x2,xi1,xi2); pd9 = fsolve(f21, [0,0], options);
pd91 = pd9(1);
end
function pd92 = funpd22(gamma, beta, mc1, mc2, x1,x2,xi1,xi2)
options = optimset('Display','off');
f20 = @(pd)funpd(pd, gamma, beta, mc1, mc2, x1,x2,xi1,xi2); pd9 = fsolve(f20, [0,0], options);
pd92 = pd9(2);
end
function F = funpd(pd, gamma, beta, mc1, mc2, x1, x2, xi1, xi2) pd1 = pd(1); pd2 = pd(2); F(1) = (pd1-mc1).*gamma+1./(1-exp(x1.*beta+pd1.*gamma+xi1)./(1+exp(x1.*beta+pd1.*gamma+xi1)+exp(x2.*beta+pd2.*gamma+xi2))); F(2) = (pd2-mc2).*gamma+1./(1-exp(x2.*beta+pd2.*gamma+xi2)./(1+exp(x1.*beta+pd1.*gamma+xi1)+exp(x2.*beta+pd2.*gamma+xi2))); end

Answers (0)

Categories

Find more on Special Functions in Help Center and File Exchange

Community Treasure Hunt

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

Start Hunting!