can someone help me loop this??

2013 9 29
3 个回答
回答已采纳
更新时间：2013 10 2
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0 个投票

n=4 t=1:21
std_t1 = (((pc(1,:)- MA(1,:)).^2)/(n-1)+...
((pc(2,:)- MA(1,:)).^2)/(n-1)+...
((pc(3,:)- MA(1,:)).^2)/(n-1)+...
((pc(4,:)- MA(1,:)).^2)/(n-1)).^(1/2)
std_t2 = (((pc(2,:)- MA(2,:)).^2)/(n-1)+...
((pc(3,:)- MA(2,:)).^2)/(n-1)+...
((pc(4,:)- MA(2,:)).^2)/(n-1)+...
((pc(5,:)- MA(2,:)).^2)/(n-1)).^(1/2)
std_t3 = (((pc(3,:)- MA(3,:)).^2)/(n-1)+...
((pc(4,:)- MA(3,:)).^2)/(n-1)+...
((pc(5,:)- MA(3,:)).^2)/(n-1)+...
((pc(6,:)- MA(3,:)).^2)/(n-1)).^(1/2)
etc .. say I would like to continue this pattern for a total of 21 time periods

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Roger Stafford
Roger Stafford 2013-9-30

0 个投票

Rather than sweating out a vectorization, it's a lot easier to do it with a single for-loop. Also it may be just as fast or faster.
n = 4;
m = 21;
std_t = zeros(m,size(pc,2));
for k = 1:m
std_t(k,:) = std(pc(k:k+n-1,:)-repmat(MA(k,:),n,1),1);
end
The rows of 'std_t' are your vectors std_t1, vtd_t2, etc. Make sure 'pc' is defined up to m+n-1 rows.

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Jeff
Jeff 2013-9-30
this is looking much cleaner; let me try it out and get back to you. Thanks for your suggestions.

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更多回答（2 个）

Walter Roberson
Walter Roberson 2013-9-29

2 个投票

T1 = reshape(pc, 4, size(pc,1)/4, []);
T2 = permute( reshape( repmat(MA,[4 1 1]), size(MA,1), 4, size(MA,2) ), [2 1 3] );
T3 = (T1 - T2).^2;
T4 = squeeze( sum(T3,1) );
T5 = sqrt(T4 ./ (n-1));
Now one of the dimensions of T5 corresponds to the stdx* index (that is, corresponds to the subscript of MA that you used), and the other dimension of T5 corresponds to the second dimension of pc and MA. Provided, that is, that I worked out all the manipulations properly in my head.

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Jeff
Jeff 2013-9-30
Hi Walter, tried to run your first line but got this error
>> T1 = reshape(pc, 4, size(pc,1)/4, []); Error using reshape Size arguments must be real integers.
This is probably due to me using the filter function to generate a 4 quarter moving average: a = 1; b = [1/4 1/4 1/4 1/4]; MA = filter(b, a, pc); MA = MA(4:end-1,:);
Could you propose another way??
Jeff
Jeff 2013-9-30
Hi Walter, just noticed that there was a small error in my example; the row should advance by 1 for variable pc in each block of 4; i.e t1 uses rows 1,2,3,4 t2 uses rows 2,3,4,5$ t3 uses rows 3,4,5,6 etc

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Jeff
Jeff 2013-10-2
编辑：Jeff 2013-10-2

0 个投票

Hi Roger,
this is bang on however I can't completely confirm because I screwed up in my example. The PC matrix is longer then the MA matrix so I ended up getting different results then when I painfully calculated it manually... blah blah blah, HOWEVER i realized that all i essentially need is the std() --i wasn't aware this was the sample std formula - applied on my pc matrix using your code
n = 4; m = 21; std_t = zeros(m,size(pc,2));
for k = 1:m
std_t(k,:) = std(pc(k:k+n-1,:));
end
and this DEFINITELY WORKS!!! Thanks plenty man for dressing up my horrible programming skills.

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