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What is the parallel computing script to run this curve fitting code

조회 수: 1 (최근 30일)
Flavio
Flavio 2018년 10월 15일
편집: Edric Ellis 2018년 10월 16일
I ran the code below with 6 stocks and it is fine. However when I tried to run with 21 stocks it get so long to calculate that I have to shut it down. Because of this I purchased the Parallel Computing Toolbox to make the code run. However I don't know what to include in this code to make it run with parallel computing. Please, could you let me know ?
lowerTail = 0.07;
upperTail = 0.93;
for idx = 21:-1:1
currentRet = returns(:,idx);
marginal{idx} = paretotails(currentRet, lowerTail, upperTail, 'kernel');
U(:,idx) = cdf(marginal{idx}, currentRet);
end
%%THIS PART BELOW IS THE ONE THAT I NEED TO USE PARALLEL COMPUTING TO RUN IT
[rho, nu] = copulafit('t', U);

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