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Gabo

Last seen: 1 month ago |  Active since 2011

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Answered
Panel data regression comparison
Hi Nick, You (and Sai) are correct that the model coefficients you get using fitglm and fitLifetimePDModel with the 'logistic' ...

3 months ago | 0

Answered
Merton Model for PD
Merton model is supported in Risk Management Toolbox. There are two implementations: The mertonmodel function: https://www.math...

4 months ago | 0

Submitted


Fitting Survival Probability Models
Companion code for "Fitting Survival Probability Models" article.

8 years ago | 5 downloads |

Answered
What does TimeStep stand for?
Hi Luisa, |TimeStep| has more of a _numerical_ meaning, although it might be interpreted as you describe, I think. If you ...

13 years ago | 0

| accepted

Answered
Large scale Optimization using Sparse?
Without looking into all the details, the Code Analyzer seems to be recommending that you indicate the nonzero patter from the s...

13 years ago | 0

Answered
Large scale Optimization using Sparse?
You need to create a sparse matrix directly. If you try to create a full matrix and then convert it to sparse, you'll run out of...

13 years ago | 0

Answered
lsqnon - take larger steps
Maurizio, unfortunately, it's not possible to force the algorithm to take a step of a minimum length --by design, the algorithm ...

13 years ago | 0

Answered
lsqnon - take larger steps
I see you were passing the right function. From your code, the only suspicious point is the last line of |mySimulat|. Is |diffe|...

13 years ago | 0

Answered
lsqnon - take larger steps
It would be useful to see some code. From the description, though, you might be passing the wrong function to |lsqnonlin|. Sa...

13 years ago | 0

Answered
fminbnd for multiple parameter function
I'm a little confused by "write a separate function such as g(x) { g=f(x,1,1);}". But I think a <http://www.mathworks.com/help/t...

13 years ago | 0

Answered
Why am I getting an error message "undefined function" when using the LAGMATRIX function in MATLAB 7.10 (R2010a)?
The name of the toolbox changed in 2008b to Econometrics Toolbox. See release notes: <http://www.mathworks.com/help/toolbox/econ...

13 years ago | 0