For Loop Calculation Matlab does not work

Question

I am trying to calculate the residuals (res) for my 19 time series variables. I expect a (nIndices,:) matrix as an outcome from the calculation. The res calculation works perfectly if applied to 1 individual time series, however it does not work if I try to calculate it with a loop for all time series. It will only calculate res for the first time series (thus I get a 1,: matrix instead of nIndices,:). (The nIndices function correctly calculated 19 time series and was applied in the same editor file many times before).

I would appreciate any hints on what I am missing here.

for i=1:nIndices  
    res = returns(:,i)-mean(returns(:,i));
end

brodoll · Accepted Answer · 2015-05-10 15:11:56Z

1

You forgot to iterate over the res variable to store the results. The way it is, it is overwriting the values assigned after each iteration. You should try:

for i=1:nIndices
    res(:,i)=returns(:,i)-mean(returns(:,i));
end

You could also vectorize your approach by using the bsxfun:

res = bsxfun(@minus,returns,mean(returns,1));

answered May 10, 2015 at 15:11

brodoll

1,8815 gold badges23 silver badges27 bronze badges

Sign up to request clarification or add additional context in comments.

1 Comment

Carolin Over a year ago

Works perfectly :-). Thanks for helping out a rookie!

Collectives™ on Stack Overflow

For Loop Calculation Matlab does not work

1 Answer 1

1 Comment

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

1 Comment

Your Answer

Sign up or log in

Post as a guest

Related