how do i create this loop in matlab?

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L Mllr 2021-4-23

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https://ww2.mathworks.cn/matlabcentral/answers/810585-how-do-i-create-this-loop-in-matlab

评论： L Mllr 2021-4-23

i want to create this loop in matlab, this is a python code :

mvols = np.zeros((len(df['NASDAQ']),len(risks)))
for j in range(len(risks)):
        mvols[0:windowsize,j] = np.std(np.array(df[risks[j]])[0:windowsize],ddof=1)
        for i in range(windowsize-1,len(df['NASDAQ'])-1):
            mvols[i+1,j] = np.sqrt(l*mvols[i,j]**2+(1-l)*df.iloc[i][risks[j]]**2)
    for j in range(len(risks)):

the variable risks is a matrix of indices which are all the same length :

risks = ['NASDAQ','AEXUSD','DAXUSD','Nikkei','EURIBOR']

matlab gives me an error because i want to calculate the varaible mvols(i+1,j) which is one time period ahead and its past, mvols(i,j) is in the formula , i have no idea how to code this in matlab, does anyone have any idea?

thanks in advance

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Rik 2021-4-23

在 MATLAB Online 中打开

From my limited knowledge of Python I suspect that line of code becomes this in Matlab:

mvols(i+1,j) = sqrt(l*mvols(i,j)^2+(1-l)*risks{j}(i)^2);

I had to guess df.iloc[i][risks[j]].

Using the previous element of a vector is easy as that, but depending on what data you have stored in each variable, converting the rest to Matlab might be a bit more tricky.

L Mllr 2021-4-23