Hi everyone,
I have to generate 15 matrices of dimensions 432x6. Instead of doing it manually, such as:
for i=1:6;
for t=1:432;
predictor_1(t,i)=k1_total(t,1+15*(i-1));
end;
end;
for i=1:6;
for t=1:432;
predictor_2(t,i)=k1_total(t,2+15*(i-1));
end;
end;
for i=1:6;
for t=1:432;
predictor_3(t,i)=k1_total(t,3+15*(i-1));
end;
end;
and so on. k1_total is a 432x90 matrix. How could I use the ''function'' command in order to avoid all these replications and look more coherent.
I 've tried the following:
for i=1:size(k1_total,2);
[predictor_i,xxx,xxx,xxx,xxx,xxx,xxx]=Create_predictors(...
k1_total(:,i));
results_ECON(i,:)=[predictor_i];
end;
and on the script, I use:
function [predictor_i,SR,weight_risky,cumulative_return,avg_turnover,Sortino,G]=...
Create_predictors(k1_total,ir_i,target_volatility,actual_risky_return_i,ir_us_lag,k1_uk)
for i=1:6;
for t=432;
predictor_k_econ(t,i)=k1_total(t,1+15*(i-1));
end;
end;
But I get an error of mismatching dimensions. I would appreciate any help. Thanks in advance.