kongkong5266 发表于 2008-1-13 20:01

Strings passed to EVAL cannot contain function declarations 出错求助

各位大虾好,我在做R/S分析编程的时候,程序编完出现“??? Strings passed to EVAL cannot contain function declarations.”为什么呢?
程序如下:
function =RSana(x,n,method,q)
%Syntax: =RSana(x,n,method,q)
%____________________________________________
%
% Performs R/S analysis on a time series.
%
% logRS is the log(R/S).
% logERS is the Expectation of log(R/S).
% V is the V statistic.
% x is the time series.
% n is the vector with the sub-periods.
% method can take one of the following values
%
'Hurst' for the Hurst-Mandelbrot variation.
%
'Lo' for the Lo variation.
%
'MW' for the Moody-Wu variation.
%
'Parzen' for the Parzen variation.
% q can be either
%
a (non-negative) integer.
%
'auto' for the Lo's suggested value.
%
%
% References:
%
% Peters E (1991): Chaos and Order in the Capital Markets. Willey
%
% Peters E (1996): Fractal Market Analysis. Wiley
%
% Lo A (1991): Long term memory in stock market prices. Econometrica
% 59: 1279-1313
%
% Moody J, Wu L (1996): Improved estimates for Rescaled Range and Hurst
% exponents. Neural Networks in Financial Engineering, eds. Refenes A-P
% Abu-Mustafa Y, Moody J, Weigend A: 537-553, Word Scientific
%
% Hauser M (1997): Semiparametric and nonparametric testing for long
% memory: A Monte Carlo study. Empirical Economics 22: 247-271
%
%
% Alexandros Leontitsis
% Department of Education
% University of Ioannina
% 45110 - Dourouti
% Ioannina
% Greece
%
% University e-mail: me00743@cc.uoi.gr
% Lifetime e-mail: leoaleq@yahoo.com
% Homepage: http://www.geocities.com/CapeCanaveral/Lab/1421
%
% 1 Jan 2004.

if nargin<1 | isempty(x)==1

error('You should provide a time series.');
else

% x must be a vector

if min(size(x))>1

error('Invalid time series.');

end

x=x(:);

% N is the time series length

N=length(x);
end

if nargin<2 | isempty(n)==1

n=1;
else

% n must be either a scalar or a vector

if min(size(n))>1

error('n must be either a scalar or a vector.');

end

% n must be integer

if n-round(n)~=0

error('n must be integer.');

end

% n must be positive

if n<=0

error('n must be positive.');

end
end

if nargin<4 | isempty(q)==1

q=0;
else

if q=='auto'

t=autocorr(x,1);

t=t(2);

q=((3*N/2)^(1/3))*(2*t/(1-t^2))^(2/3);

else

% q must be a scalar

if sum(size(q))>2

error('q must be scalar.');


end

% q must be integer

if q-round(q)~=0

error('q must be integer.');

end

% q must be positive

if q<0

error('q must be positive.');

end

end
end


for i=1:length(n)
   

% Calculate the sub-periods

a=floor(N/n(i));
   

% Make the sub-periods matrix

X=reshape(x(1:a*n(i)),n(i),a);
   

% Estimate the mean of each sub-period

ave=mean(X);
   

% Remove the mean from each sub-period

cumdev=X-ones(n(i),1)*ave;
   

% Estimate the cumulative deviation from the mean

cumdev=cumsum(cumdev);
   

% Estimate the standard deviation

switch method

case 'Hurst'

% Hurst-Mandelbrot variation

stdev=std(X);

case 'Lo'

% Lo variation

for j=1:a

sq=0;

for k=0:q

v(k+1)=sum(X(k+1:n(i),j)'*X(1:n(i)-k,j))/(n(i)-1);

if k>0

sq=sq+(1-k/(q+1))*v(k+1);

end

end

stdev(j)=sqrt(v(1)+2*sq);

end

case 'MW'

% Moody-Wu variation

for j=1:a

sq1=0;

sq2=0;

for k=0:q

v(k+1)=sum(X(k+1:n(i),j)'*X(1:n(i)-k,j))/(n(i)-1);

if k>0


sq1=sq1+(1-k/(q+1))*(n(i)-k)/n(i)/n(i);

sq2=sq2+(1-k/(q+1))*v(k+1);

end

end

stdev(j)=sqrt((1+2*sq1)*v(1)+2*sq2);

end

case 'Parzen'

% Parzen variation

if mod(q,2)~=0

error('For the "Parzen" variation q must be dived by 2.');

end

for j=1:a

sq1=0;

sq2=0;

for k=0:q

v(k+1)=sum(X(k+1:n(i),j)'*X(1:n(i)-k,j))/(n(i)-1);

if k>0 & k<=q/2

sq1=sq1+(1-6*(k/q)^2+6*(k/q)^3)*v(k+1);

elseif k>0 & k>q/2

sq2=sq2+(1-(k/q)^3)*v(k+1);

end

end

stdev(j)=sqrt(v(1)+2*sq1+2*sq2);

end

otherwise

error('You should provide another value for "method".');

end
   

% Estiamte the rescaled range

rs=(max(cumdev)-min(cumdev))./stdev;
   

clear stdev
   

% Take the logarithm of the mean R/S

logRS(i,1)=log10(mean(rs));
   

if nargout>1
      

% Initial calculations fro the log(E(R/S))

j=1:n(i)-1;

s=sqrt((n(i)-j)./j);

s=sum(s);
      

% The estimation of log(E(R/S))

logERS(i,1)=log10(s/sqrt(n(i)*pi/2));
      


% Other estimations of log(E(R/S))

%logERS(i,1)=log10((n(i)-0.5)/n(i)*s/sqrt(n(i)*pi/2));

%logERS(i,1)=log10(sqrt(n(i)*pi/2));
      

end
   

if nargout>2

% Estimate V

V(i,1)=mean(rs)/sqrt(n(i));

end

end
       该程序也是参照本论坛里高手编写的,应该不会有错误。但为什么出现上面那句话?
       谢谢各位大虾。。。。

[ 本帖最后由 eight 于 2008-1-21 18:49 编辑 ]

sogooda 发表于 2008-1-14 08:52

程序里没有eval啊,是不是你调用的不对啊

kongkong5266 发表于 2008-1-14 21:56

LS你好。我写了个M文件,貌似解决了这个问题 呵呵 谢谢

eight 发表于 2008-1-21 18:50

原帖由 kongkong5266 于 2008-1-14 21:56 发表 http://www.chinavib.com/forum/images/common/back.gif
LS你好。我写了个M文件,貌似解决了这个问题 呵呵 谢谢

我注意到你发的几个帖子都是基础问题,希望你先好好阅读 for 初学者的书籍或者资料
页: [1]
查看完整版本: Strings passed to EVAL cannot contain function declarations 出错求助