help with inner dimention mismatch
1 view (last 30 days)
Show older comments
Hi,
I am trying to run the following code and get an error(given). Could someone please help me figure it out?
Thanks.
clc;
clear;
p=1;
T = 1000;
h=10;
B=1000;
R=1000;
toyo=[];
simulations = 1000;
ftyPI = zeros(h,simulations);
fsigPI = zeros(h,simulations);
Lbyth = zeros(h,simulations);
Lbsigh = zeros(h,simulations);
mccounty = zeros(h,simulations);
mccountsig = zeros(h,simulations);
lb = eps*[1 0]';
a0 = 0.1; a1 = 0.4;
ra = zeros(T+2000,1);
seed = 54321;
rng(seed);
for mc= 1:simulations
mc
%ra = randn(T+2000,1);
ra = trnd(5,T+2000,1);
ra = ra./(sqrt(5/3));
ytn = [];
yt1=zeros(T/5,1);
yt2=zeros(T/5,1);
yt3=zeros(T/5,1);
yt4=zeros(T/5,1);
yt5=zeros(T/5,1);
epsi=zeros(T+2000,1);
simsig=zeros(T+2000,1);
unvar = a0/(1-a1);
for i = 1:T+2000
if (i==1)
simsig(i) = a0+a1*((a0)/(1-a1));
s=(simsig(i))^0.5;
epsi(i) = ra(i) * s;
else
simsig(i) = a0+ a1*(epsi(i-1))^2;
s=(simsig(i))^0.5;
epsi(i) = ra(i)* s;
end
end
yinteta=epsi(2001:T+2000);
epsi2 = epsi.^2;
yt = epsi2(2001:T+2000);
bytlast = yt(T);
tytlast = yt(T);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%ESTIMATION %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
yint = epsi(2001:T+2000);
ytop = yte(yint,T);
theta0 = 0.5*ones(7,1)';
Av=[0 1 0 0 0 0 0 ];
bv=0.99999;
opts = optimset('Display','off','Algorithm','interior-point');
[theta, opt] = fmincon(@(theta)...
lhnew(theta,ytop),theta0,Av,bv,[],[],lb,[],[],opts);
alpha0 = theta(1);
ar1= theta(2);
cc1 = theta(3);
cc2 = theta(4);
cc3 = theta(5);
cc4 = theta(6);
cc5 = theta(7);
mali = [alpha0 ar1 cc1 cc2 cc3 cc4 cc5];
toyo=[toyo;mali];
end
mean(toyo)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function ytop = yte(yint,T)
yin = yint;
for i=1:T
m = mod(i,5);
if m==0
m=5;
end
if m==1
yin(i)= yin(i)*(2^0.5);
elseif m==5
yin(i)= yin(i)*1;
else
yin(i)= yin(i)*(0.5^0.5);
end
end
ytop=yin;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function L = lhnew(theta,y)
w = theta(1);
alpha = theta(2);
c1 = theta(3);
c2 = theta(4);
c3 = theta(5);
c4 = theta(6);
c5 = theta(7);
y2 = y.^2;
[T1,K] = size(y2);
ht = zeros(T1,1);
ht(1) = sum(y2);
for i=2:T1
m = mod(i-1,5);
if m==0
m=5;
end
if m==1
ht(i)= w + alpha*c1*y2(i-1);
elseif m==2
ht(i)= w + alpha*c2*y2(i-1);
elseif m==3
ht(i)= w + alpha*c3*y2(i-1);
elseif m==4
ht(i)= w + alpha*c4*y2(i-1);
elseif m==5
ht(i)= w + alpha*c5*y2(i-1);
end
end
l=zeros(T1,1);
for i=1:T1
m = mod(i,5);
if m==0
m=5;
end
if m==1
l(i) = -0.5*log(2*pi) - log(sqrt(ht(i)) - 0.5*((c1*y(i)/sqrt(i))^2));
elseif m==2
l(i) = -0.5*log(2*pi) - log(sqrt(ht(i)) - 0.5*((c2*y(i)/sqrt(i))^2));
elseif m==3
l(i) = -0.5*log(2*pi) - log(sqrt(ht(i)) - 0.5*((c3*y(i)/sqrt(i))^2));
elseif m==4
l(i) = -0.5*log(2*pi) - log(sqrt(ht(i)) - 0.5*((c4*y(i)/sqrt(i))^2));
elseif m==5
l(i) = -0.5*log(2*pi) - log(sqrt(ht(i)) - 0.5*((c5*y(i)/sqrt(i))^2));
end
end
l=-l;
L = sum(l);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
error:
Error using *
Inner matrix dimensions must agree.
Error in C:\Program Files\Matlab\R2012a\toolbox\optim\optim\private\backsolveSys.p>backsolveSys (line 18)
Error in C:\Program Files\Matlab\R2012a\toolbox\optim\optim\private\solveAugSystem.p>solveAugSystem (line 23)
Error in C:\Program Files\Matlab\R2012a\toolbox\optim\optim\private\leastSquaresLagrangeMults.p>leastSquaresLagrangeMults (line 28)
Error in C:\Program Files\Matlab\R2012a\toolbox\optim\optim\barrier.p>barrier (line 626)
Error in fmincon (line 841)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
Error in test (line 203)
[theta, opt] = fmincon(@(theta)...
0 Comments
Answers (1)
Image Analyst
on 17 Nov 2013
I didn't run the code but in general what it means is that if you're doing a matrix multiplication of a r1 by c1 matrix by a r2 by c2 matrix (that's rows by columns), then c1 must equal r2:
(r1 x c1) * (r2 x c2) must = (r1 x c1) * (c1 x c2) to give (r1 x c2). For some reason, you're not using matrices with those dimensions.
3 Comments
See Also
Categories
Find more on Waveform Generation 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!