help with matlab for EQL(extra quadratic loss) computation

H

hesam_esk

Guest
#1
Hello.
How can I compute Extra Quadratic Loss(EQL) with MATLAB?
The integral for EQL is so confusing, please guide me on this issue.
I have a series of data as an example
Shifts= [1 0.95 0.9 0.85 0.8 0.75 0.7 0.65 0.6 0.55 0.5 ]
Arl= [200.04 73.44 31.88 16.94 10.80 7.79 6.06 4.95 4.19 3.65 3.25]
EQL=0.517
Thanks