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Mapping 2 matrices with different number of columns.

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BdS
BdS 2019-7-10
评论： BdS 2019-7-10
Hi,
I've got the following 2 matrices and 1 vector
  • UniqFXRates 30x11 double (11 FX rates for 30 data points)
  • InstrFXRates 30x232 double (232 companies for the same 30 data points). The unique FX Rates for the 232 companies are 11
  • IndFX 1x232 double ("indicator" vector which shows the column's index number of UniqFXRates for each instrument) E.g.: [1 5 11 2 4 2 1 3 ...]
The goal is to map the content from UniqFXRates into InstrFXRates using IndFX vector as an indicator.
The following code unfortunatelly does not work.
InstrFXRates(:,IndFX)=UniqFXRates;
A loop does not work as well.
for instr=IndFX
InstrFXRates=UniqFXRates(:,IndFX);
end
Do you have any suggestions?
Thank you in advance
  1 个评论
Guillaume
Guillaume 2019-7-10
The goal is to map the content from UniqFXRates into InstrFXRates
What does that actually mean? Can you give an example of input and desired output?

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采纳的回答

Alex Mcaulley
Alex Mcaulley 2019-7-10
Try this:
InstrFXRates = UniqFXRates(:,IndFX)

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