Re: Using fsolve with time series data

[Terry Duell]

Hello Alexander,

On Fri, 09 Aug 2013 21:50:07 +1000, Alexander Barth  
<address@hidden> wrote:

> Dear Terry,
>
> For octave "x(1)" is always a scalar, not a vector. In fact, you have 8  
> * N
> scalar unknowns. Thus x can be written as a N x 8 (or 8 x N, but this  
> will
> be slower in your case) matrix of unknowns.
> You have to write your function fcn like this:
>
> x(:,7) - R1*x(:,3) + R1*x(:,6) - R1*x(:,5).*x(:,5) - R1*x(:,2).*x(:,2) -  
> A1
> ...
>
> I assume that you mean by x(5)*x(5) a element-wise product. If it is a
> scalar product use  x(:,5)'*x(:,5).
> Call then fsolve with
>
> [x, fvec, info] = fsolve(fcn, zeros(N,8));
>
> I hope this helps.

I think it does.
I had attempted to do it that way, but didn't get too far. I must have had  
some mistakes.
I have just tried it again, following your advice, and now run into  
"error: memory exhausted or requested size too large for range of Octave's  
index type".
I have yet to look into what needs to be done to get past this problem.

Thanks for your help.

Cheers,
--
Regards,
Terry Duell