Question

currently I am using garchfit in the following way :

spec=garchset('Distribution','T', 'R',1,'P',1,'Q',1);
[spec, errors, LLF, residuals, sigmas]=garchfit(spec, myArray);

I would like to change the default value of MaxFunEvals used by fmincon (see fmincon) within garchfit. If I try :

options  =  optimset('fmincon'); options = optimset(options, 'MaxFunEvals',1000);

then the default value of MaxFunEvals used in fmincon within garchfit does not change. Is there a way to change this default value, but leave everything else as is? Thanks

Answer 1

do:

spec=garchset('Distribution','T', 'R',1,'P',1,'Q',1,'MaxFunEvals',1000);
[spec, errors, LLF, residuals, sigmas]=garchfit(spec, myArray);

as suggested here http://www.mathworks.com/help/toolbox/econ/garchset.html#f10-241317