How to change matrix dimensions?

Hi,
I have a question regarding a 3D matrix with portfolio returns.
I have a 10000x35x12, which is 10000 simulated return paths for 35 years and 12 months in each year. Now I want to make this a 2D matrix with dimensions 10000x420 (35x12) such that the 420 months of return are in the right order. Can somebody help me with that?
Thanks in advance!
Greetz

回答 (4 件)

Andrei Bobrov
Andrei Bobrov 2012 年 12 月 6 日

0 投票

M - your 3D array with size < 10000,35,12 >
out = reshape(permute(M, [1 3 2]),size(M,1),[]);
Muruganandham Subramanian
Muruganandham Subramanian 2012 年 12 月 6 日

0 投票

try this:
a=zeros(1000,35,12);
b=reshape(a,[1000 420]);
Azzi Abdelmalek
Azzi Abdelmalek 2012 年 12 月 6 日

0 投票

[n,m,p]=size(A)
b=reshape(A,n,p*m)
idx=reshape(1:p*m,m,p)'
out=b(:,idx(:))
Rens
Rens 2012 年 12 月 6 日

0 投票

Thanks guys! Appreciate it! All the different codes give the same return matrix so it should be alright!

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2012 年 12 月 6 日

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