Question

I made a function to take intergal Likehood(L,U,gamma,sigma), but there are some error. Here is my Matlab code.

function func=Likelihook(L,U,gamma,sigma)
Lstar=3;
Ustar=20;
gammastar=1.5;
a=0.2;
func=-0.5.*log(2.*pi)-log(sigma)+log(gamma)-log(L.^(-gamma)-U.^(-gamma))+quad(@(y)(log(quad(@(x)(x.^(-gamma-1).*exp(-0.5.*((y-x)./sigma).^2)),L,U)).*gammastar./(sqrt(2*pi).*Lstar.^(-gammastar)-Ustar.^(-gammastar)).*quad(@(x)(x.^(-gammastar-1)./(a.*x).*exp(-0.5.*((y-x)./(a.*x)).^2)),Lstar,Ustar)),-inf,inf) ;

这里是需要计算的职能。

https://i.stack.imgur.com/lP1lz.png

没有人帮助我?

Answer 1

Explanation

Matlab tries to compute the integration vectorially, so

f = @(x) x;
quad(f(x) x,1,5)

接受评价的情况类似

sum(f(1:dx:5))

with matlab figuring out what the discretization interval should be. This is computable, because f = @(x) x takes vectorial input.

当你具有双重整体性时,你便会这样做:

f = @(x,y) x+y;
quad(quad(f(x,y) x,1,5),4:10)

......

sum(sum(f(1:dx:5,),4:dy:10))

仅对<代码>1:dx:5和4:dy:10进行评价。情况相同(不太可能)。

Solution

当然,你可以通过调整你的职能来解决这一问题。这样,它就把任何两种病媒作为投入,例如使用阵列。

对于你的问题,情况如下:

func = -0.5.*log(2.*pi)-log(sigma)+log(gamma)-log(L.^(-gamma)-U.^(-gamma)) ...
+quad(@(y)( ...
    log( arrayfun(@(z) quad(@(x)( x.^(-gamma-1).*exp(-0.5.*((z-x)./sigma).^2)),L,U), y) ) ...
    .* gammastar./(sqrt(2*pi).*Lstar.^(-gammastar)-Ustar.^(-gammastar)) ...
    .* arrayfun(@(z) quad(@(x)( x.^(-gammastar-1)./(a.*x).*exp(-0.5.*((z-    x)./(a.*x)).^2)),Lstar,Ustar), y) ...
),-inf,inf) ;

插入一些分界线(.),以便于阅读:

Remarks

由于将<条码>-Inf 至:Inf:载于 rel=“nofollow”>号文件,我不肯定这是否会给你带来坚实的结果。

如果间隔期为定点,[a,Inf],那么就存在(x)的成分而言,(x)必须折合为十条方法。

so, you ll have to make sure that this is the case, otherwise you ll keep getting NaNs

Explanation

Solution

Remarks

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