Using Sum(W) ==1 as a condition in a function

1 次查看（过去 30 天）

Andrew 2013-7-19

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/82629-using-sum-w-1-as-a-condition-in-a-function

I have to write [sum(W) should equal 1] within a function. W is an 8 element vector.

When I try to write: if sum(W)==1

the function stops working. I have tried many variations of this but none of them work. Currently the sum of W is equal to 1.

How can I put this condition in the function?

4 个评论
显示 2更早的评论隐藏 2更早的评论

Azzi Abdelmalek 2013-7-19

What is the error message?

Andrew 2013-7-20

The following is the error message:

Error in RARvariance1 (line 19) T=length(A); %Time period, the same for all assets

Output argument "RARV" (and maybe others) not assigned during call to "C:\Users

请先登录，再进行评论。

请先登录，再回答此问题。

回答（3 个）

nl2605 2013-7-19

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/82629-using-sum-w-1-as-a-condition-in-a-function#answer_92307

I think all you need to do is to pass the value A,B,C,D,E,F,G,H,W when you call this function. It has got nothing to do with sum. Also, the code that you have posted here has a semi-colon after if statement which is wrong. If its just a typo then its ok.

6 个评论
显示 4更早的评论隐藏 4更早的评论

Andrew 2013-7-20

I saw the video. I don't have the ability to use this debugger. I am barely able to write a function. It is not a bug. I am just not doing things right.

Muthu Annamalai 2013-7-22

sum(W) == 1 may involve some floating point comparison issues depending on the type of variable W. Without the full invocation code of function RARvariance1 we I cannot speculate on that.

请先登录，再进行评论。

Image Analyst 2013-7-20

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/82629-using-sum-w-1-as-a-condition-in-a-function#answer_92319

For some reason your function is returning before it ever gets to the "RARV=-(ER)/sqrt(V);" line so RARV (which is required to be defined because it needs to be returned) never gets defined.

I have an idea - why don't you use the debugger to step through your code? http://blogs.mathworks.com/videos/2012/07/03/debugging-in-matlab/ You will quickly see which lines of code get executed and which don't.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Image Analyst 2013-7-20

编辑：Image Analyst 2013-7-20

That's too bad. Debugging is a skill you should be able to learn. If you click in the margin and get the red spot on the first line in the function, the click F5 to run your program, when is stops at the red spot, you'll see that you don't have SW less than 1 so you go into the "else" block. Unfortunately you have no code in there, thus RARV never gets assigned to any value. What do you want to happen if SW > 1? Whatever it is, put that code after the else and make sure you assign some value for RARV.

请先登录，再进行评论。

Muthu Annamalai 2013-7-22

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/82629-using-sum-w-1-as-a-condition-in-a-function#answer_92430

在 MATLAB Online 中打开

@Andrew on the similar lines as @Image Analyst - I think your return value is not assigned because you don't enter the if-condition branch.

So why don't you replace the code, using an assertion, and eliminating the if-else-end statement.

function RARV=RARvariance1(A,B,C,D,E,F,G,H,W)
T=length(A); %Time period, the same for all assets SW=sum(W);
      assert( abs( SW - 1.0000) < 1e-3, 'sum(W) does not add to 1')
      DD=[A-mean(A), B-mean(B), C-mean(C), D-mean(D), E-mean(E), F-mean(F), G-mean(G), H-mean(H)]; %Temporal, needed for covariances
      Cov=DD'*DD/T;
      V=W(1,:)*Cov*W(1,:)';
      %Portfolio expected returns
      ER=[mean(A), mean(B), mean(C), mean(D), mean(E), mean(F), mean(G), mean(H)]*W(1,:)';
      %(Negative) risk adjusted return
      RARV=-(ER)/sqrt(V); %Change V to sqrt(V) for semi-standard deviation
end