simulate a nonlinear drift

[mouna]

i have a diffusion process with nonlinear drift on the form:
(\mu(dt) = (\alpha1+\alpha2*x+\alpha3*(x2)+\alpha4/x) dt)

i have simulate the drift on matlab but the graph i get is empty .
this is the program

clf
load TRB.txt % Load Data

X = TRB(1:T,1)/100;
T = rows(TRB);
N = 2087; Delta = 1/T;
% simulation du processus de CIR-SR
alpha1 = -4.0224; alpha2 = 0.08893; alpha3 = -0.0608; alpha4 = 7.1945;

for X = 1:T

mu = (alpha1 +alpha2*X + alpha3*(X^2) + alpha4/X)* Delta;
plot(X,mu);

end

can you help me and tell me where is the problem.

 

[Shantanu Kumar]

i have a diffusion process with nonlinear drift on the form:
(\mu(dt) = (\alpha1+\alpha2*x+\alpha3*(x2)+\alpha4/x) dt)

i have simulate the drift on matlab but the graph i get is empty .
this is the program

clf
load TRB.txt % Load Data
 
X = TRB(1:T,1)/100;
T = rows(TRB);
N = 2087; Delta = 1/T;
% simulation du processus de CIR-SR
alpha1 = -4.0224; alpha2 = 0.08893; alpha3 = -0.0608; alpha4 = 7.1945;
 
for i = 1:T
 
mu = (alpha1 +alpha2*X(i) + alpha3*(X(i)^2) + alpha4/X(i))* Delta;
plot(X(i),mu);
hold on;
 
end
 
hold off;

can you help me and tell me where is the problem.

Use the above code.
See if it works or not.Also i think this code can be vectorized which will be faster.

 

[phartark]

I think your code should be as follow.

clf
load TRB.txt % Load Data
 
X = TRB(1:T,1)/100;
T = rows(TRB);
N = 2087; Delta = 1/T;
% simulation du processus de CIR-SR
alpha1 = -4.0224; alpha2 = 0.08893; alpha3 = -0.0608; alpha4 = 7.1945;
 
for i = 1:T
 
mu = (alpha1 +alpha2*X(i) + alpha3*(X(i)^2) + alpha4/X(i))* Delta;
 
end
plot(X,mu);