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RESAMPLING DATA FROM DIFFERENT EXCEL SHEETS

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Dam
Dam 2018-5-24
关闭： Dam 2018-5-31
Good morning, i have an excel file (called Data) of 4 sheets and i try to:first randomly select a sheet then randomly select some value from it and repeat this 100 times each time taking a new random sheet and selecting random values form it(we can have the same sheet many times). Any idea about how to do this thank you in advance

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KSSV
KSSV 2018-5-24
Read about randperm. Every time randomperm gives you different number. To select a random sheet out of 4 sheets
sh = randperm(4,1) ;
You may follow the same to select data also.
  1 个评论
Dam
Dam 2018-5-24
thank you for your answer. i v read about randperm but not sure to know to what extent it can help as i want to randmly select a sheet out of 4 for 100 times. the problem is selecting different sheet each time out of the 100 times . my code gives me what i want for only one randomly selected sheet
if true
number_of_series=100;
a= (1:4);
rnd= randi(length(a));
market = xlsread('Data.xlsx',rnd);
R = market(:,2) ;% a serie of daily values of an index for 10 year
re=market(:,3);%the corresponding return series
Intrest=market(:,1);
rand= randi(2000,number_of_series,1);% randomly choose a number of starting points((ex:3 starting days))
x= zeros(252,number_of_series);
ret=zeros(251,number_of_series);
Int=zeros(252,number_of_series);
tc=0.01;
for k=1:number_of_series;
x(:,k) = R(rand(k):rand(k) + 251);
ret(:,k)=re(rand(k):rand(k) + 250);%and the corresponding returns
%ret2(:,k)=rett(rand(k):rand(k)+250); % returns for 1 year back.
Int(:,k)=Intrest(rand(k):rand(k) + 251);
rf=max( mean(Int))/100;
mea = mean(ret,1)*252;
sigma=std(ret,1)*sqrt(252);%input for choosing the market conditions
m(k)=mea(k); % mean return on stock index
meetCriteria = mea>-10&sigma<0.7;
out = ret(:, meetCriteria);
out2= x(:,meetCriteria);
r=Int(1,meetCriteria);
end
end

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