define the 1/K strategy

Hi, I have a matrix

B =

       0     9     7     0     0
       0     9     7     6     0
       0     2     7     6     0
       8     0     4     2     0

rows represent time series and columns represent assets. In each row ( time) I need to get a strategy which allocates 1 equally to assets that do not equal zero. The results for the strategy s should =[0 1/2 1/2 0 0; 0 1/3 1/3 1/3 0;0 1/3 1/3 1/3 0;1/3 0 1/3 1/3 0]. My code is as follows but I am looking for a more efficient solution. Thank you.

weight=zeros(4,5);
  for r=1:4
      countzero=0;
      index=[];
      for c=1:5
          if B(r,c)==0
              weight(r,c)=0;
          else countzero=countzero+1;
              index=[index,c];
          end
      end

        weight(r,index)=1/countzero;

    end

Answer 1

[John D'Errico]

Learn to think in terms of matrices, and operations on them. Finally, learn to use tools like bsxfun, which helps greatly on these problems.

You want to create a new matrix, with zero where you have zeros, and 1 over the number of non-zeros in that row of your array.

W = (B ~= 0);
W = bsxfun(@rdivide,W,sum(W,2));

W =
            0          0.5          0.5            0            0
            0      0.33333      0.33333      0.33333            0
            0      0.33333      0.33333      0.33333            0
      0.33333            0      0.33333      0.33333            0

[Qian cao]

Thank you a lot!!

Answer 2

[dpb]

wt=bsxfun(@rdivide,B>0,sum(B>0,2));

[Qian cao]

Many thanks:)