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repeat the code with different value each time

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Az.Sa
Az.Sa 2023 年 3 月 5 日
コメント済み: Jan 2023 年 3 月 6 日
Hi
I have a matrix w= 6x222 . I have 37 window. I want to repeat the code with different w 37 times. First I use the the first 6 columns of w so I use W=w(:,[1:6]); and I have the results then I use the following 6 columns i.e.W=w(:,[7:12]); and so on untile I have the last 6 columns W=w(:,[217:222]);
How can I do this iteration and extract the 37 solutions from each W.
Thanks in advance

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Jan
Jan 2023 年 3 月 5 日
編集済み: Jan 2023 年 3 月 5 日
w = rand(6, 222);
index = 1:6:size(w, 2);
result = zeros(1, numel(index));
for k = 1:numel(index)
aw = w(:, index(k):index(k)+5); % A 6x6 submatrix
result = yourCalculations(aw);
end
I'd avoid the names "w" and "W", because the letters can be confused easily.
A more Matlab'ish way:
ww = reshape(w, 6, 6, []);
Now the calculations might be applicable to the 3D array ww directly without a loop. See e.g. pagemldivide or pagemtimes.
  2 件のコメント
Az.Sa
Az.Sa 2023 年 3 月 5 日
編集済み: Az.Sa 2023 年 3 月 5 日
Thank you very much!
so if my code as follow
clear all
R=readtable('return.1.indexFeb.csv');
R=table2array(R);
w=readmatrix('window.opt.w.05.csv');
W=w(:,[1:6]);
gamma = 2;
Aeq = [1 1 1 1 1 1];
beq = 1;
lb = zeros(6,1);
ub = ones(6,1);
x0=0.1667*ones(1,6);
u = @(x) 1/(1-gamma)*x.^(1-gamma); % CRRA utility
obj = @(x)-sum(u(x*aw.'*R));
x = fmincon(obj,x0,[],[],Aeq,beq,lb,ub)
so I replace W=w(:,[1:6]) with
R=readtable('return.1.indexFeb.csv');
R=table2array(R);
w=readmatrix('window.opt.w.05.csv');
index = 1:6:size(w, 2);
result = zeros(1, numel(index));
for k = 1:numel(index)
aw = w(:, index(k):index(k)+5); % A 6x6 submatrix
gamma = 2;
Aeq = [1 1 1 1 1 1];
beq = 1;
lb = zeros(6,1);
ub = ones(6,1);
x0=0.1667*ones(1,6);
%x0=[.25,.25,.25,.25,0,0];
u = @(x) 1/(1-gamma)*x.^(1-gamma); % CRRA utility
% u = @(x) 1 - exp(-gamma *x);
obj = @(x)-sum(u(x*aw.'*R));
options = optimoptions(@fmincon,'Algorithm','sqp','MaxIterations',1500);
x = fmincon(obj,x0,[],[],Aeq,beq,lb,ub);
end
and this is will calculate my x values corresponding to the w 37 times, correct ?
how can I save the results so I can use it in a different step.
Jan
Jan 2023 年 3 月 6 日
for k = 1:numel(index)
...
x(k) = ...
end

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