removing NaN values from my codes

조회 수: 1 (최근 30일)
jean
jean 2014년 1월 9일
댓글: jean 2014년 1월 29일
Hi, I have these codes:
result=zeros(1,12) avedata=mean(turkeyreturn); vardata=var(turkeyreturn); N=length(turkeyreturn); for h=1:14;
A=TRBB(:,h);
BB=[A turkeyreturn A.*turkeyreturn ];
% FF=BB(0== sum(isnan(BB), 2), :);
%R(:,h)=BB((100:end),2);
y1=0;y2=0; z1=length(find(A==1)); z2=length(find(A==-1));
for k=1:length(BB) if BB(k,1)==1 y1=BB(k,3)+y1; elseif BB(k,1)==-1 y2=BB(k,2)+y2; end end
for n=length(BB)
% BB=BB(0== sum(isnan(BB), 2), :); BB=BB(isfinite(BB(:, 1)), :) column=(BB(1:end,2)) summ= sum(BB(1:end,2)) av=summ/n annualav=av*256 standard=std(column) sharpe=((annualav-rf)/standard) end
aveofones=y1/z1; aveofmione=y2/z2; buy_sell=(aveofones-aveofmione);
T_one=(aveofones-avedata)/(sqrt((vardata/N)+(vardata/z1))); T_min1=(aveofmione-avedata)/(sqrt((vardata/N)+(vardata/z2))); T_both=(aveofones-aveofmione)/(sqrt((vardata/z1)+(vardata/z1)));
% R(:,h)=FF(:,3); result(h,:)=[z1,z2,aveofones,aveofmione,buy_sell,T_one,T_min1,T_both,av,annualav, standard,sharpe]
end
how do I save the the second col um BB matrix so that I can get all the results in for loap. additionally there are some NaN values in the third column. how can I remove these row with matching cell in the first and second column please from BB matrix and save them after all.The number of NaN is different in each loap.
thanks jean
  댓글 수: 5
jean
jean 2014년 1월 17일
okay thanks will do it again now
jean
jean 2014년 1월 17일
Hi, I have these codes:
result=zeros(1,12)
acedata=mean(turkeyreturn);
vardata=var(turkeyreturn);
N=length(turkeyreturn);
for h=1:14;
A=TRBB(:,h);
BB=[A turkeyreturn A.*turkeyreturn ];
% FF=BB(0== sum(isnan(BB), 2), :);
%R(:,h)=BB((100:end),2);
y1=0;y2=0;
z1=length(find(A==1));
z2=length(find(A==-1));
for k=1:length(BB)
if BB(k,1)==1 y1=BB(k,3)+y1;
elseif BB(k,1)==-1
y2=BB(k,2)+y2;
end
end
for n=length(BB)
% BB=BB(0== sum(isnan(BB), 2), :);
BB=BB(isfinite(BB(:, 1)), :)
column=(BB(1:end,2))
summ= sum(BB(1:end,2))
v=summ/n
annualav=av*256
standard=std(column)
sharpe=((annualav-rf)/standard)
end
aveofones=y1/z1;
aveofmione=y2/z2;
buy_sell=(aveofones-aveofmione);
T_one=(aveofones-avedata)/(sqrt((vardata/N)+(vardata/z1)));
T_min1=(aveofmione-avedata)/(sqrt((vardata/N)+(vardata/z2)));
T_both=(aveofones-aveofmione)/(sqrt((vardata/z1)+(vardata/z1)));
% R(:,h)=FF(:,3); result(h,:)=[z1,z2,aveofones,aveofmione,buy_sell,T_one,T_min1,T_both,av,annualav, standard,sharpe]
end
how do I save the the second col um BB matrix so that I can get all the results in for loap. additionally there are some NaN values in the third column. how can I remove these row with matching cell in the first and second column please from BB matrix and save them after all.The number of NaN is different in each loap.
thanks jean

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답변 (1개)

Andreas Goser
Andreas Goser 2014년 1월 17일
Without being able to understand your code and assuming you want to remove nans from the data and not your code, here is an example:
a=[1 2 nan 4 5]
x=isnan(a)
a=a(~x)
  댓글 수: 3
jean
jean 2014년 1월 24일
should i put it at the end of my codes. Need to remove the Nan and the value that match them in other two column.
jean
jean 2014년 1월 29일
and want to save all the vales after that in one matrix and it saying matrix dimision does not match. I think the number of NaN is different from one column to another.

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