Stochastic Differential Equations using Euler Method in Matlab - matlab

Question

I am trying to solve a system of two stochastic differential equations using "sde_euler". Here is my code:
function y = stoch_Fx_model(t0,tf,F0,x0)
r=1;
sig=1;
lambda=1;
h=1;
S=1;
f= #(t,Y)[r.*Y(1).*(1-Y(1)) -h.*Y(1).*(1-Y(2))./(Y(1)+S);
lambda.*Y(2).*(1-Y(2)).*(1+sig.*(2.*Y(2)-2.*Y(1)-1))];
g=#(t,Y)[0.5;0.6];
dt=0.001;
t=t0:dt:tf;
Y0=[F0;x0];
opts = sdeset('ConstGFUN','yes','NonNegative','yes');
y = sde_euler(f,g,t,Y0,opts);
y = min(y,1);
plot(t,y(:,1))
end
After specifying the values of t0,tf,x0,F0 I run the code and I am encountering the following error:
Error using sdearguments (line 22)
Input vector TSPAN must have length >= 2. See SDE_EULER.
Error in sde_euler (line 130)
[N,D,tspan,tdir,lt,y0,fout,gout,dgout,dg,h,ConstStep,dataType,NonNegative,...
Error in stoch_Fx_model (line 19)
y = sde_euler(f,g,t,Y0,opts);
I don't understand my mistake. my TSPAN is greater than 2 in length. Here is the source for the toolbox:
https://github.com/horchler/SDETools/blob/master/SDETools/sde_euler.m
Any help please?
thank you!