Question on covariance matrix loop
조회 수: 2 (최근 30일)
이전 댓글 표시
Really basic question from a beginner- I have a 60,000 by 4 matrix (AB) and want to calculate 2000 covariance matrices ( every 30 rows down, and all four columns).
Do you guys know whats wrong with my logic? The below sample loops the 2nd and third covariance matrices.
for i = 1:2 j=i*31; k= j+30; VarCov(i) = cov(AB( j:k ,:)); end
I get an error message of:
In an assignment A(I) = B, the number of elements in B and
I must be the same.
But doesnt varcov consists of 2 matrices??
댓글 수: 0
답변 (2개)
Shashank Prasanna
2013년 10월 30일
If you want to stack 2000 cov matrices then you may want to use 3D matrices,
VarCov(:,:,i) = cov(AB(j:k,:));
Here for each i you will have a 4x4 cov matrix
댓글 수: 1
Azzi Abdelmalek
2013년 10월 30일
a=rand(60000,4);
b=permute(reshape(a',4,30,[]),[2 1 3]);
for k=1:size(b,3)
s{k,1}=cov(b(:,:,k));
end
out=cell2mat(s);
댓글 수: 2
참고 항목
카테고리
Help Center 및 File Exchange에서 Loops and Conditional Statements에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!