I have a T x 2 Matrix, where in the second column I have some daily financial returns and in the first column I have an indicator, which can assume integer values in the interval [1, 9].
I want to extract 9 different conditional distributions of my returns, conditioned on the values assumed by the indicator. At this point, I want to plot the conditional densities through a Gaussian smoothing with the function 'ksdensity' and plot them in the same 3D plot. The final output should be similar to this one: Image
I tried to reach this result by adapting the answer I found at this thread: Function.
Now suppose that x = axis of returns, y = axis of indicator possible values, z = smoothed conditional densities.
My problem is that, while in the example the meshgrid required for all the values of y have the same values of x by construction, I have different values of x (the returns) because of the conditioning.
First split your returns data into 9 vectors, according to the indicator variable. You can use accumarray for that. Then run ksdensity on each vector separately. Then plot those outputs.
Related
Consider the following data points and plots
a = randi(50,1,200);
b = randi(50,1,200);
figure;scatter(a,b,'.')
figure;plot(a,b,'.')
When we run the following code , we receive exactly the same plots for a against b , my question is why should we even use or to rephrase again in what conditions scatter plot has advantage over plot function ? because plot seem to have more formatting options that the scatter function
plot has a concept of the order of the points mattering so you can use it to make line plots. plot also allows you to specify the input x and y values as either vectors or matrices or allows you to input multiple x and y vectors both of which allow you to plot multiple series at once:
whereas scatter only allows you to input 1 x and 1 y and they both have to be vectors. However, 'scatter' allows you to specify an area and colour vector to affect the points individually i.e.
Let's say we have the following data:
A1= [41.3251
18.2350
9.9891
36.1722
50.8702
32.1519
44.6284
60.0892
58.1297
34.7482
34.6447
6.7361
1.2960
1.9778
2.0422];
A2=[86.3924
86.4882
86.1717
85.8506
85.8634
86.1267
86.4304
86.6406
86.5022
86.1384
86.5500
86.2765
86.7044
86.8075
86.9007];
When I plot the above data using plot(A1,A2);, I get this graph:
Is there any way to make the graph look smooth like a cubic plot?
Yes you can. You can interpolate in between the keypoints. This will require a bit of trickery though. Blindly using interpolation with any of MATLAB's commands won't work because they require that the independent axes (the x-axis in your case) to increase. You can't do this with your data currently... at least out of the box. Therefore you'll have to create a dummy list of values that span from 1 up to as many elements as there are in A1 (or A2 as they're both equal in size) to create an independent axis and interpolate both arrays independently by specifying the dummy list with a finer spacing in resolution. This finer spacing is controlled by the total number of new points you want to introduce in the plot. These points will be defined within the range of the dummy list but the spacing in between each point will decrease as you increase the total number of new points. As a general rule, the more points you add the less spacing there will be and so the plot should be more smooth. Once you do that, plot the final values together.
Here's some code for you to run. We will be using interp1 to perform the interpolation for us and most of the work. The function linspace creates the finer grid of points in the dummy list to facilitate the interpolation. N would be the total number of desired points you want to plot. I've made it 500 for now meaning that 500 points will be used for interpolation using your original data. Experiment by increasing (or decreasing) the total number of points and seeing what effect this has in the smoothness of your data.
I'll also be using the Piecewise Cubic Hermite Interpolating Polynomial or pchip as the method of interpolation, which is basically cubic spline interpolation if you want to get technical. Assuming that A1 and A2 are already created:
%// Specify number of interpolating points
N = 500;
%// Specify dummy list of points
D = 1 : numel(A1);
%// Generate finer grid of points
NN = linspace(1, numel(A1), N);
%// Interpolate each set of points independently
A1interp = interp1(D, A1, NN, 'pchip');
A2interp = interp1(D, A2, NN, 'pchip');
%// Plot the data
plot(A1interp, A2interp);
I now get the following:
I have plotted a piece-wise defined continuous linear function comprising of several oblique straight lines joined end-to-end:-
x=[0,1/4,1/2,3/4,1];
oo=[1.23 2.31 1.34 5.69 7] % edit
y=[oo(1),oo(2),oo(3),oo(4),oo(5)];
plot(x,y,'g--')
I now wish to sample points from this plot itself, say i want the y corresponding to x=0.89. How to achieve that using Matlab? Is there a special function in-built in Matlab?
Yes, there's a built-in function for that: interp1:
vq = interp1(x,v,xq) returns interpolated values of a 1-D function at specific query points using linear interpolation. Vector x contains the sample points, and v contains the corresponding values, v(x). Vector xq contains the coordinates of the query points.
[...]
See the linked documentation for further options. For example, you can specify the interpolation method (default is linear), or whether you want to extrapolate (i.e. allow for xq values to lie outside the original x range).
I have a 3d matrix of 100x100x100. Each point of that matrix has assigned a value that corresponds to a certain signal strength. If I plot all the points the result is incomprehensible and requires horsepower to compute, due to the large amount of points that are painted.
The next picture examplify the problem (in that case the matrix was 50x50x50 for reducing the computation time):
[x,y,z] = meshgrid(1:50,1:50,1:50);
scatter3(x(:),y(:),z(:),5,strength(:),'filled')
I would like to plot only the highest values (for example, the top 10). How can I do it?
One simple solution that came up in my mind is to asign "nan" to the values higher than the treshold.
Even the results are nice I think that it must be a most elegant solution to fix it.
Reshape it into an nx1 vector. Sort that vector and take the first ten values.
num_of_rows = size(M,1)
V = reshape(M,num_of_rows,1);
sorted_V = sort(V,'descend');
ind = sorted_V(1:10)
I am assuming that M is your 3D matrix. This will give you your top ten values in your matrix and the respective index. The you can use ind2sub() to get the x,y,z.
I have multiple vectors of varying lengths that I would like to plot next to each other in 3D space in Matlab.
As an example:
Say I have three vectors:
X is a 5x2 vector,
Y is a 10x2 vector and
Z is a 15x2 vector.
Each element of every vector has the format:
x value, y value
but the x values of the various vectors do not match.
I would like to plot these vectors in 3D space, next to each other. The reason why I don't want to plot them using "hold" is because most of the data have the same values, but I would like to see how many of the plots have the same value at a specific time.
I hope my questions makes sense. Please just ask if anyone is unsure.
I think you are looking for the function ribbon.
Documentation: http://www.mathworks.fr/help/techdoc/ref/ribbon.html
EDIT:
if your x's do not have the same length, you can combine it with interp1 as follow:
x1=0:0.1:1;
x2=0:0.02:1.5;
y1=x1.^2;
y2=sqrt(x2);
y2=interp1(x2,y2,x1);
ribbon(x1',[y1;y2]')