Hi,
I have a file attached that contains two tables A and B. I would like to put the values from A.volatility into the right column in B. The right column would be the one that has the same number as A.days.
The tricky thing is that for some dates, there is a value for days missing. For instance, there is no combination of '1996-01-04' and 14 days in A. Such missing values should lead to NaN in B.
Right now, I am using two for loops. One that iterates through the Rows of A, one that iterates through the columns of B. That makes the code very slow as my real dataset is much much bigger and I think those two for loops cannot be the most efficient way.
load AB.mat
uniquedays = unique(B.days);
for i=1:size(A,1)
Row = B(B.date == A.date(i),:);
for j=2:size(A,1)
idx = (Row.days == uniquedays(j-1));
switch sum(idx)
case 0
B{i,j} = nan;
case 1
B{i,j} = Row.volatility(idx);
otherwise
error('blabla');
end
end
end
