CODEWITHSUNDEEP
octave
heavy rocker dude
heavy rocker dude

Reputation: 2301

octave runs ok but plot is not displayed?

HI there I am using Octave 2.3.4 with a plot command. I am new at Octave. This plot does not display for some reason. Here is my M file sample: 

        1;

clear all;

%%%%%%%%% parameters setting  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
r=0.01; %risk free rate
S0=50; %underlying price 1

%create an implied volatiltiy surface using below parameters:
basevol=0.25; %implied volatility at time t=0 and in center of strike axis
skewT=-0.001; %icrease in vol for one unit increase in maturity
v1=0.1; %defines how much a smile is raised at left end from base vol
v3=0.2; %defines how much a smile is raised at right end from base vol

nK=100; %no. of strike steps
nT=10; %no. of time steps
Tmax=1; %maximum value in time axis
Kmin=1; %minimum value in strike price axis 
Kmax=150; %maximum value of strike price axis
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 


dt=Tmax/(nT-1);
Tvec=0:dt:1;
dk=(Kmax-Kmin)/(nK-1);
Kvec=Kmin:dk:Kmax;
Tvec=Tvec';
Kvec=Kvec';
nK=size(Kvec,1);
nT=size(Tvec,1);
dvolT=ones(nK,nT)*(skewT*dt);
dvolT=cumsum(dvolT,2);

SmileVec=GetSmile(Kvec,v1,0,v3);
dvolK=ones(nK,nT);
dvolK=repmat(SmileVec,1,nT);

ImpliedVolSurface=ones(nK,nT)*basevol+dvolT+dvolK;

%use formula mentioned by John Elder in "Hedging for Financial Derivatives"
%this formula gives local volatility using implied volatility 
function ret=GetLocalVolSurface(ImpliedVolSurface, S, r, Kvec, Tvec)
  [m,n]=size(ImpliedVolSurface);
  LocalVolSurface=zeros(m,n);
  dk=Kvec(2)-Kvec(1);
  dt=Tvec(2)-Tvec(1);
  x=ImpliedVolSurface;
  for i=3:m-2, %loop over strikes
    for j=1:n-1, %loop over time steps
      dv_dk=(x(i+1,j)-x(i-1,j))/(2*dk);
      dv2_dk2=(x(i-1,j)-2*x(i,j)+x(i+1,j))/(dk*dk);
      dv_dt=(x(i,j+1)-x(i,j))/dt;
      K=Kvec(i);
      T=Tvec(j+1);
      rT=T^0.5;
      sig=x(i,j);
      h1=(log(S/K)+r*T+0.5*sig*sig*T)/(sig*rT);
      numer=sig*sig + 2*T*sig*dv_dt + 2*r*K*T*sig*dv_dk;
      denom=(1+K*h1*rT*dv_dk)^2 + K*K*T*sig*sig*(dv2_dk2-h1*dv_dk*dv_dk*rT);
      LocalVolSurface(i,j)=(numer/denom)^0.5;
    end
  end
  ret=LocalVolSurface;
endfunction


LocalVol_Surface=GetLocalVolSurface(ImpliedVolSurface,S0,r,Kvec,Tvec);

AsyImplVols=zeros(nK,1);
T=Tvec(nT-1);
F=S0*exp(r*T);

for i=3:nK-2,
    % use formula sigBS(F,K)=sigLoc( (F+K)/2 )
    K=Kvec(i);
    lookupK=(F+K)/2;
    kdiff=abs(Kvec-lookupK); %try to find nearest point in grid
    kidx=min(find(kdiff==min(kdiff)));
    if ( (kidx > 3) && (kidx < nK-2) ),
        AsyImplVols(i)=LocalVol_Surface(kidx);
    else
        AsyImplVols(i) = NaN;
    end
end
figure(1);
plot(Kvec(3:nK-2),[ImpliedVolSurface(3:nK-2,nT-1) LocalVol_Surface(3:nK-2,nT-1) AsyImplVols(3:nK-2)]);

When I run in Octave with no error, the plot is never displayed. It does include gnuplot 1.0.1 which I understand does the graph? Is there something I am not doing or missing? I am also running this on Windows 2003 Server. Thanks

Upvotes: 6

Views: 19607

Answers (3)

Rahul Shaw
Rahul Shaw

Reputation: 629

I got the answer here. Octave by default uses fltk for plotting etc, which is failing to work, using gnuplot works here. Just add below lines to .octaverc file in your home directory. 

graphics_toolkit("gnuplot")

So that every time octave starts it will set the default package for plotting to gnuplot

Upvotes: 8

Woosah
Woosah

Reputation: 422

I do know that's an old question but since I ran into quite the same error yesterday, maybe this can help someone else, too:

According to the Octave wiki pages, there seems to be a problem with plotting and the "oct2mat"-library. For me, the problem was solved after I ran this at the octave command prompt:

pkg rebuild -noauto oct2mat

and restarted octave. When you need to use "oct2mat", type:

pkg load oct2mat

Hope that helps!

Upvotes: 1

Dov
Dov

Reputation: 8570

I get the same problem installing on a windows 7 64 bit laptop (HP 630) with intel graphics. Every time you plot, it fails to do anything, but if you plot again, it shows up. It's some kind of refresh bug. It's annoying, but if you plot twice, the second time it works.

I am wondering if it is some kind of double buffering bug, because it works correctly on my own laptop running windows 7 with a dedicated graphics card.

In any case, try plotting twice in a row, I'll bet it works, and please let me know what the machine and video card are, because I've reported this to octave development.

Upvotes: 0

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