2Â¥: Originally posted by dingd at 2018-09-10 21:48:26
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Title "ÓÅ»¯180908";
Constant n = 2, al = 0.6, ak = 0.4, a0 = 0, rho2 = 0.8376, sigxi2 = 0.1643;
Parameter p1(1:n) = , p2(1:n) = ;
DataSet;
AA ...

Title "ÓÅ»¯180908";
Constant n = 2, al = 0.6, ak = 0.4, a0 = 0, rho2 = 0.8376, sigxi2 = 0.1643;
Parameter p1(1:n) = [0.001, 5], p2(1:n) = [0.001, 5];
DataSet;
AA, BB, CC, DD, EE, FF =
0.247392986224052        -0.0250052158625110        2.87032657566461        -0.0355787864255006        -0.0351595036550584        5.38103159249501
0.605786280504227        0.00230152237385910        2.47760642515506        0.432865574172738        -0.111377081083603        8.05827308706437
EndDataSet;

ConstStr l =  ((sigxi2^2)/2 + ln(al) + a0 + rho2*AA - BB + ln(exp(p1)-1) + ak*CC)/(1-al);
ConstStr y = a0 + al*l + ak*CC + DD + EE;
ConstStr PQ = sum(i = 1:n)(exp(y + p1));
ConstStr Q = PQ/exp(p2);
ConstStr pp = (-1/FF)*y +  p2 + (1/FF)*ln(Q);

MinFunction sum(i = 1:n,p1,p2,AA,BB,CC,DD,EE,FF)((p2 - pp)*y);