<t>Finally found it! If you want to get it working under windows for the constrained case you need to do following (at least it worked for me):copy blaswrap.h from the CLAPACK into the folder where LEVMAR is extracted. open misc_core.c in LEVMAR and add in the beginning of the file#include "blaswrap...

I forgot to mention that I am building it in Visual Studio 2005

<r>I am trying to use following Levmar library on a windows XP system for constrained case optimization and therefore need to rely on LAPACK:<URL url="http://www.ics.forth.gr/~lourakis/levmar/It">http://www.ics.forth.gr/~lourakis/levmar/It</URL> seelms there is a problem with the LAPACK library. I h...

Hi,i solved it. For some reason when you pass an array of values from VB to matlab you need to transpose it in matlab before it can be used. I changed the M-file to function a = regLinear(x,y)x=x'y=y'X = [ones(size(x)) x ];a = X\y;and it is working fine!!!

<t>Hi, I have created a COM component and want to access the function via visual basic 2005. the built COM object is based on following simple M-File: function a = regLinear(x,y) X = [ones(size(x)) x ]; a = X\y; all I want to do is pass x and y vector via visual basic and let Matlab calculate the li...

hi nikol,i have tried your suggestion but cannot get the mean shifted series to have a correlation of 1. how do you choose your alfa in your weighting?regards

hi nikol,i have tried your suggestion but cannot get the mean shifted series to have a correlation of 1. how do you choose your alfa in your weighting?regards

<t>Hi,I am trying to estimate the time until a stock order gets filled. E.g. I place an order in t0 for price P0 in the market and know at this time the amount S0 of orders that are before me in the que. I would like to estimate in t>t0 the time that is left until my order gets filled. If I would kn...

<t>Hedge funds normally restrict their investors with the investment. Assume that you can invest in the hedge fund an amount of I1 in time 1 which gives you the option to invest n*I1=I2 in time 2. Assume further that the fund (underlying) follows a lognormal random walk. Would you say that this cont...