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  • Users: truetears
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  1. truetears

    Running script for different datafiles consecutively

    My script is: clc; clear; % Import data % PD: probability of default % CM: covariance matrix % DT: default threshold PD = xlsread('Book1.xlsx','PD'); CM = xlsread('Book1.xlsx','COV'); DT = xlsread('Book1.xlsx','DT'); Original_PD = PD; %Store...
  2. truetears

    Unconstrained Maximisation Problem

    Hi everyone, essentially my aim is to maximise the unconstrained equation (1) with respect to lambda_i's for i = 0, 1, ..., 10. These lambda_i's can take on any REAL value, including 0. All other variables and functions are defined as follows: I wish to solve for these lambda_i's in matlab...
  3. truetears

    Matlab cdsbootstrap function

    Hi everyone, I am very very new to matlab, actually I only just got the program and I only require to run one code. A good friend of mine wrote a code for me however it doesn't seem to work, I have attached the code and data files required, can anyone tell me what's wrong or fix it for me? Much...

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