I’m getting a problem running the example from https://codeocean.com/2017/05/02/robust-estimation-of-self-exciting-generalized-linear-models/code which uses the cvx library … does anyone have any ideas what the problem might be?

thanks in advance,

Stephen

In cvxprob (line 28)

In cvx_begin (line 41)

In Estimate_pp (line 18)

In example (line 4)

Index exceeds matrix dimensions.

Error in cvx/cvx_readlevel (line 6)

y = max( sparse( r, c, cvx___.readonly( r ), s(1), s(2) ), [], 1 );

Error in cvxprob/newcnstr (line 94)

tx = cvx_readlevel( x );

Error in <= (line 21)

b = newcnstr( evalin( ‘caller’, ‘cvx_problem’, ‘[]’ ), x, y, ‘<=’ );

Error in cvx/log (line 74)

exp( yt ) <= xt; %#ok

Error in Estimate_pp (line 21)

minimize( (-(1-regressors)’*(1-mu_sp-A*theta_sp)-regressors’*log(mu_sp+A*theta_sp))/n + lambda*norm(theta_sp,1))

Error in example (line 4)

sys_est = Estimate_pp(sys);