Question

可能重复： How to correct “Function definitions are not permitted at the prompt or in scripts”

毫不奇怪，如果我尝试在MATLAB中运行以下M脚本，我会收到错误

???错误：文件：kalmanmle.m行：47列：1 在此上下文中不允许使用函数定义。

我不确定这是否可以像我一样运行。或者，我将如何在MATLAB命令行上运行它？

clear all;

%  State space reprsentation to be forcasted by kalman filter
%   zhi(t+1) = F*zhi(t) + v(t+1)   --> unbobserved varaibles
%   v~N(0,Q)
%   y(t) = A'*x(t) + H'*zhi(t) + w(t)
%   w~N(0,R)

global y;
global x;
global Hvec;
%%----    Enter  Input parameters
F = 0.9;
Q = 0.1;
A = 2;
n = 100;
Hvec = zeros(n,1); %index returns process
indexshock = normal_rnd(0,0.1,n,1);
Hvec(1) = 0;
for i = 2:n,
    Hvec(i) = 0.95*Hvec(i-1) + indexshock(i);
end

%H = 0.3;
R = 0.05;

x = ones(n,1);
zhi = zeros(n,1);
y = zeros(n,1);
zhi(1) = 0;
v = normal_rnd(0,Q,n,1);
w = normal_rnd(0,R,n,1);

H = Hvec(1);
y(1) = A'*x(1) + H'*zhi(1) + w(1);
for i = 2:n,
    H = Hvec(i);
    zhi(i) = F*zhi(i-1) + v(i);
    y(i) = A'*x(i) + H'*zhi(i) + w(i);
end
%% ------------------
%test = [zhi y]

function ret = MyLikelihoodFn(p)
    global y;
    global x;
    global Hvec;
    F = p(1);
    Q = p(2)^2;
    A = p(3);
    R = p(4)^2;
    n = size(y,1);
    P = Q;
    Ezhi = 0;
    Ezhivec = zeros(n,1);
    Ezhivec(1) = Ezhi;
    tmpsum = 0;
    tmp1 = -(n/2)*log(2*pi);
    for i = 2:n,
        yt = y(i);
        xt = x(i);
        H = Hvec(i);
        Ezhi = F*Ezhi + F*P*H*inv(H'*P*H+R)*(yt-A'*xt-H'*Ezhi);
        P = F*P*F' - F*P*H*inv(H'*P*H+R)*H'*P*F' + Q;
        Ezhivec(i) = Ezhi;
        tmpmat = H'*P*H + R;
        tmp2 = -0.5*log(det(tmpmat));
        tmpmat2 = yt - A'*xt - H'*Ezhi;
        tmp3 = -0.5*tmpmat2'*inv(tmpmat)*tmpmat2;
        tmpsum = tmp1+tmp2+tmp3;
    end
    ret = -tmpsum;
endfunction

param = zeros(4,1);
param(1) = 0.2;
param(2) = 0.2;
param(3) = 1;
param(4) = 0.2;

resultparam = fmins('MyLikelihoodFn',param)

actualF = F
F = resultparam(1)
actualQ = Q
Q = resultparam(2)^2
actualA = A
A = resultparam(3)
actualR = R
R = resultparam(4)^2

n = size(y,1);
P = Q;
Ezhi = 0;
Ezhivec = zeros(n,1);
Ezhivec(1) = Ezhi;

for i = 2:n,
    yt = y(i);
    xt = x(i);
    H = Hvec(i);
    Ezhi = F*Ezhi + F*P*H*inv(H'*P*H+R)*(yt-A'*xt-H'*Ezhi);
    P = F*P*F' - F*P*H*inv(H'*P*H+R)*H'*P*F' + Q;
    Ezhivec(i) = Ezhi;
end
test = [zhi Ezhivec Hvec y];
tmp = 1:n;
%plot(tmp,zhi,'-',tmp,Ezhivec,'-',tmp,Hvec,'-',tmp,y,'-');
plot(tmp,zhi,'-',tmp,Ezhivec,'-');

Answer 1

您无法在脚本文件中定义函数（.m文件不是函数定义）。它们必须位于自己的.m文件中。这很烦人，但它的方式。对于非常短的函数，您可以动态地创建匿名函数，但这些函数的内容有限：

 fun = @(params) STATEMENT;

 fun = @(x,y) x*y+sum(x^2-y^2);

上面的例子有点过于复杂。

Answer 2

要扩展Alex的答案，您需要将函数MyLikelihoodFn(p)放入一个必须称为MyLikelihoodFn.m的新文件中。此外，MATLAB中没有endfunction关键字，它只是end。

如果您想要将所有内容保存在一个文件中，则必须将脚本转换为函数本身（通过添加function functionnamewhichmatchesfilename作为第一行）并移动{{1}到文件的最后（现在它似乎在脚本代码的中间？）。在这种情况下，您也不需要function ret=MyLikelihoodFn(p)，因为函数始终以其自己的干净工作区开始。

MATLAB错误“在此上下文中不允许使用函数定义。”

2 个答案: