Matlab Coder error in C++ code generation

I am building a pairs trading module where I am using the following line pfun = @(x) pairsFun(x, DATA1, DATA2, annual Scaling, cost);

this is probably creating a function handle pfun to function pairsfun where the next line [~,param] = parameterSweep(pfun,range);

passes the function as argument to another function parametersweep which loops to find maximum value of a variable. The code is taken from matlab pairs trading module.

The issue is when I am trying to generate codes for C++ using coder the line pfun = @(x) pairsFun(x, DATA1, DATA2, annual Scaling, cost); is generating an error : this kind of expression is not supported.

It would great if someone provides some direction.

Answer 1

[Sean de Wolski]

Anonymous functions are not supported for codegen. You will have to work around this by using a function handle to a regular function or sub-function.

http://www.mathworks.com/help/releases/R2012b/coder/ug/matlab-language-features-supported-for-code-generation.htm