Re: [Scilab-users] ”Too complex recursion”
Le 19/05/2015 03:27, fujimoto2005 a écrit :
> When I use the function 'intg', I have an message "Too complex recursion!
> (recursion tables are full)" and the code stop to run.
> But the user-function for the ‘intg’ calls only two user functions with same
> level in it.
> How can I fix this problem?
> I already maximized the stack seize by stacksize('max').
The "Too complex recursion!" message has nothing to do with the stack
size. It is often due to a function which calls itself (directly or
indirectly) too deeply.
Does your user function calls 'intg'?
Serge Steer
>
>
>
> --
> View this message in context:
> http://mailinglists.scilab.org/Too-complex-recursion-tp4032303.html
> Sent from the Scilab users - Mailing Lists Archives mailing list archive at
> Nabble.com.
> ___
> users mailing list
> users@lists.scilab.org
> http://lists.scilab.org/mailman/listinfo/users
___
users mailing list
users@lists.scilab.org
http://lists.scilab.org/mailman/listinfo/users
Re: [Scilab-users] ”Too complex recursion”
Hello,Serge Steer
My user function does't call 'intg'.
The following is a sample code for a demo.
But I have another error message.
clear
function rt=payoffFunc(fxSpot,fxTriger,fxFixed)
if fxSpot<=10 then
fxSpot=10
end
rt=(fxFixed -fxSpot)
if fxSpot <= fxTriger then
rt=(fxSpot -(fxTriger^2)/fxSpot)*3
end
endfunction
function rt=payoffDenFunc(x,t,fxValDate,fxTriger,fxFixed,mu,vol)
f1=fxValDate*%e^x;
pl=payoffFunc(f1,fxTriger,fxFixed);
vrt=t^0.5*vol;
z=(x-mu)/vrt;
dens=1/(sqrt(2*%pi))*%e^(-0.5*z^2)/vrt;
rt=pl*dens;
endfunction
vol=0.09
fxTriger=95
fxFixed=150
fxValDate=100
payD_V=0.0602739726027397
discY_V=0.999747607575612
discD_V=0.996743237517026
mu=log(discD_V/discY_V)/payD_V;
xTrig_V=log(fxTriger./fxValDate)
xmin_V=(mu-0.5*vol^2)*payD_V-4*vol*sqrt(payD_V)
if xmin_V>xTrig_V then
xmin_V=xTrig_V-%eps
end
plCtrlEX1=intg(xmin_V,xTrig_V-%eps,list('payoffDenFunc',payD_V,fxValDate,fxTriger,fxFixed,mu,vol));
--
View this message in context:
http://mailinglists.scilab.org/Too-complex-recursion-tp4032303p4032306.html
Sent from the Scilab users - Mailing Lists Archives mailing list archive at
Nabble.com.
___
users mailing list
users@lists.scilab.org
http://lists.scilab.org/mailman/listinfo/users
Re: [Scilab-users] ”Too complex recursion”
Hello,
- Mail original -
.../...
plCtrlEX1=intg(xmin_V,xTrig_V-%eps,list('payoffDenFunc',payD_V,fxValDate,fxTriger,fxFixed,mu,vol));
In the list, you may try specifying directly by its name the function to be
integrated, rather than through a string giving its name:
plCtrlEX1=intg(xmin_V,xTrig_V-%eps,list(payoffDenFunc,payD_V,fxValDate,fxTriger,fxFixed,mu,vol));
May be the documentation is not clear enough about this point.
Regards
___
users mailing list
users@lists.scilab.org
http://lists.scilab.org/mailman/listinfo/users
Re: [Scilab-users] ”Too complex recursion”
Hello Samuel GOUGEON, Thaks a lot. I could fix the problem. Best regards. -- View this message in context: http://mailinglists.scilab.org/Too-complex-recursion-tp4032303p4032309.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. ___ users mailing list users@lists.scilab.org http://lists.scilab.org/mailman/listinfo/users
