How to prevent overwriting in loop
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Hi, I have the following loop. Does anyone know how to avoid the output to be overwritten in each iteration, and instead get x1, x2, ..., x5 as output?
N=5
T=5
for n=1:N
x=NaN*ones(T,1)
c=0.3
sigma=1
rho=0.98
x(1)=c/(1-rho)
for t=1:T
x(t+1)=c+rho*x(t)+sigma*randn(1)
end
end
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채택된 답변
Adam
2015년 4월 9일
편집: Adam
2015년 4월 9일
You can move a lot of that outside of your loop as a first step as follows ( never define constants in a loop ):
N = 5;
T = 5;
c = 0.3;
sigma = 1;
rho = 0.98;
x = NaN(T,1);
x(1) = c / ( 1 - rho );
for t = 1:T
x(t+1) = c+rho*x(t)+sigma*randn(1);
end
That is not the equivalent of what you did though because it isn't obvious what you are trying to do in the outer loop once all the constants get moved outside the loop.
If you want a 2-d array then you can, as a second step, create something like:
x = NaN(T,N);
randvals = randn(T-1,N);
x(1,:) = c / ( 1 - rho );
x(2:T,:) = c + rho * x(1,1) + sigma * randvals;
instead using a vectorised approach instead of a loop.
댓글 수: 6
Adam
2015년 4월 10일
That looks sufficiently similar to your original that you should still be able to apply the vectorisation I gave above, with minor modifications possibly.
추가 답변 (1개)
Stephen23
2015년 4월 10일
편집: Stephen23
2015년 4월 11일
Here is a fully vectorized version. First define the parameters:
N = 100;
T = 10;
sigma = 1;
Generate all random steps in an array S, then force the first row of S to be all zero, and finally use cumsum to get the "paths" of each column of S:
S = sigma*randn(T,N);
S(1,:) = 0;
x = cumsum(S,1);
Then plot it just like before:
plot(x)
to produce this figure:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/175980/image.png)
This produces, accepting that the "random" steps are of course different, the same thing as what the loop does:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/175982/image.png)
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