I am working on a code to extract my AR(1)-GARCH(1) parameter, which I estimated using an AR(1)-GJR(1,1) model to individual matrices so that I can use them as variables in my calculations. As I have 16 time series variables, I combine the code with a loop in the following way:
for i=1:nIndices
AA_ARCH(:,i) = cell2mat(fit{i}.Variance.ARCH)';
end;
My problem is that for some variables is are no for AA_ARCH(:,i) the dimension is lower than nIndices. Naturally, when I try to export the estimates in the loop which specified the dimension of (:,i) and nIndices matlab reports a dimension mismatch. I would like to tell Matlab to replace the NaN with 0 instead of leaving the spot empty so that it is able to produce a (1,nIndices) matrix from AA_ARCH.
I thought of something like the this:
fit{i}.Variance.Leverage(isnan(fit{i}.Variance.Leverage))=0
but I wasn't able to combine this part with the previous code.
I would be very happy about any hints!
Best, Carolin
UPDATE:
Here is a fully a runnable version of my code which produces my problem. Notice that the code produces a dimension mismatch error because there is no ARCH and GARCH estimate in the fit.gjr(1,1) for time series 1. For these missing values I would like to have 0 as a placeholder in the extracted matrix.
returns = randn(2,750)';
T = size(returns,1);
nIndices = 2;
model = arima('AR', NaN, 'Variance', gjr(1,1));
residuals = NaN(T, nIndices);
variances = NaN(T, nIndices);
fit = cell(nIndices,1);
options = optimset('fmincon');
options = optimset(options, 'Display' , 'off', 'Diagnostics', 'off', ...
'Algorithm', 'sqp', 'TolCon' , 1e-7);
for i = 1:nIndices
fit{i} = estimate(model, returns(:,i), 'print', false, 'options', options);
[residuals(:,i), variances(:,i)] = infer(fit{i}, returns(:,i));
end
for i=1:nIndices
AA_beta(:,i) = cell2mat(fit{i}.AR)';
AA_GARCH(:,i) = cell2mat(fit{i}.Variance.GARCH)';
AA_ARCH(:,i) = cell2mat(fit{i}.Variance.ARCH)';
AA_Leverage(:,i) = cell2mat(fit{i}.Variance.Leverage)';
end;
I have some general things to say about the code, but first a solution to your problem:
You can put a simple if/else structure in your loop to handle the case of an empty array:
for ind1=1:nIndices
AA_beta(:,ind1) = cell2mat(fit{ind1}.AR)'; %//'
%// GARCH
if isempty(cell2mat(fit{ind1}.Variance.GARCH)') %//'
AA_GARCH(1,ind1) = 0;
else
AA_GARCH(:,ind1) = cell2mat(fit{ind1}.Variance.GARCH)'; %//'
end
%// ARCH (same exact code, should probably be exported to a function)
if isempty(cell2mat(fit{ind1}.Variance.ARCH)') %//'
AA_ARCH(1,ind1) = 0;
else
AA_ARCH(:,ind1) = cell2mat(fit{ind1}.Variance.ARCH)'; %//'
end
AA_Leverage(:,ind1) = cell2mat(fit{ind1}.Variance.Leverage)'; %//'
end;
Side note: I initially tried something like this: soz = #(A)isempty(A)*0+~isempty(A)*A; as an inline replacement for the if/else, but it turns out that MATLAB doesn't handle [] + 0 the way I wanted (it results in [] instead of 0; unlike other languages like JS).
As for the other things I have to say:
I am a firm supporter of the notion that one shouldn't use i,j as loop indices, as this may cause compatibility problems in some cases where complex numbers are involved (e.g. if you loop index is i then 1*i now refers to the loop index instead of to the square root of -1).
Part of your problem was that the arrays you were writing into weren't preallocated - which also means the correct datatype was unknown to MATLAB at the time of their creation. Besides the obvious performance hit this entails, it could also result in errors like the one you encountered here. If, for example, you used cells for AA_beta etc. then they could contain empty values, which you could later replace with whichever placeholder your heart desired using a combination of cellfun and isempty. Bottom line: lint (aka the colorful square on the top right of the editor window) is your friend - don't ignore it :)
Related
In matlab, is it possible to make the iterative variable a cell array? is there a workaround? This is the code I ideally want, but throws errors:
dim={};
a=magic(5);
for dim{1}=1:5
for dim{2}=1:5
a(dim{:})=1; %aimed to be equivalent to a(dim{1},dim{2})=1;
end
end
for dim{1}=1:5
↑
Error: Invalid expression. When calling a function or indexing a variable, use
parentheses. Otherwise, check for mismatched delimiters.
I tested that you cannot have A(1), or A{1} or A.x as index variable. https://www.mathworks.com/help/matlab/ref/for.html doesn't explicitly prohibit that, but it doesn't allow it either.
After very slight changes on your code, this should achieve what you seem to want:
dim={};
a = magic(5);
for dim1=1:5
dim{1} = dim1;
for dim2=1:5
dim{2} = dim2;
a(dim{:})=1; %aimed to be equivalent to a(dim{1},dim{2})=1;
end
end
However, I believe the following is a slightly better solution keeping the spirit of "use a cell array to index in your array":
CV = combvec(1:5,1:5); % get all combinations from (1,1) to (5,5). 2x25 double array. This function is a part of deep learning toolbox. Alternatives are available.
CM = num2cell(CV); % 2x25 cell array. Each element is a single number.
for dim = CM
% dim is a 2x1 cell array, eg {2,3}.
a(dim{:}) = 1; % as above.
end
However, none of these are likely a good solution to the underlying problem.
I do not understand the function 'regionprops' properly. For example if I create a binary matrix with three different areas, it only gives me a single centerpoint as output:
a = zeros(100,100);
a(1:49,1:49) = 1;
a(1:25,75:100) = 1;
a(51:100,51:100)= 1;
spy(a)
regionprops(a,'Centroid')
But if I add the line
a=bwmorph(a,'erode',0);
which does absolutely nothing, I get three different center points as output, one for each area. Why do they give different outputs and is it really necesarry to add a useless line of code?
The input to regionprops should be a logical array. If it's not, then it's assumed that the input is a labels matrix, as such it's processed as if all of the 1 values are part of the same object.
You can fix this by explicitly converting it to a logical matrix
regionprops(logical(a), 'Centroid') % or regionprops(a == 1, 'Centroid')
The better option may be to make a a logical to begin with by using false rather than zeros to construct a.
a = false(100, 100);
a(1:49,1:49) = 1;
a(1:25,75:100) = 1;
a(51:100,51:100)= 1;
The reason why the no-op erode causes it to work, is that the output of bwmorph is a logical matrix.
I would like to divide a vector in many vectors and put all of them in a matrix. I got this error "Subscripted assignment dimension mismatch."
STEP = zeros(50,1);
STEPS = zeros(50,length(locate));
for i = 1:(length(locate)-1)
STEP = filtered(locate(i):locate(i+1));
STEPS(:,i) = STEP;
end
I take the value of "filtered" from (1:50) at the first time for example and I would like to stock it in the first row of a matrix, then for iterations 2, I take value of "filtered from(50:70) for example and I stock it in row 2 in the matrix, and this until the end of the loop..
If someone has an idea, I don't get it! Thank you!
As mentioned in the comments, to make it work you can edit the loopy code at the end with -
STEPS(1:numel(STEP),i) = STEP;
Also, output array STEPS doesn't seem to use the last column. So, the initialization could use one less column, like so -
STEPS = zeros(50,length(locate)-1);
All is good with the loopy code, but in the long run with a high level language like MATLAB, you might want to look for faster codes and one way to achieve that would be vectorized codes. So, let me suggest a vectorized solution using bsxfun's masking capability to process such ragged-arrays. The implementation to cover generic elements in locate would look something like this -
% Get differentiation, which represent the interval lengths for each col
diffs = diff(locate)+1;
% Initialize output array
out = zeros(max(diffs),length(locate)-1);
% Get elements from filtered array for setting into o/p array
vals = filtered(sort([locate(1):locate(end) locate(2:end-1)]));
% Use bsxfun to create a mask that are to be set in o/p array and set thereafter
out(bsxfun(#ge,diffs,(1:max(diffs)).')) = vals;
Sample run for verification -
>> % Inputs
locate = [6,50,70,82];
filtered = randi(9,1,120);
% Get extent of output array for number of rows
N = max(diff(locate))+1;
>> % Original code with corrections
STEP = zeros(N,1);
STEPS = zeros(N,length(locate)-1);
for i = 1:(length(locate)-1)
STEP = filtered(locate(i):locate(i+1));
STEPS(1:numel(STEP),i) = STEP;
end
>> % Proposed code
diffs = diff(locate)+1;
out = zeros(max(diffs),length(locate)-1);
vals = filtered(sort([locate(1):locate(end) locate(2:end-1)]));
out(bsxfun(#ge,diffs,(1:max(diffs)).')) = vals;
>> max_error = max(abs(out(:)-STEPS(:)))
max_error =
0
I have the following piece of code:
for query = queryFiles
queryImage = imread(strcat('Queries/', query));
queryImage = im2single(rgb2gray(queryImage));
[qf,qd] = vl_covdet(queryImage, opts{:}) ;
for databaseEntry = databaseFiles
entryImage = imread(databaseEntry.name);
entryImage = im2single(rgb2gray(entryImage));
[df,dd] = vl_covdet(entryImage, opts{:}) ;
[matches, H] = matchFeatures(qf,qf,df,dd) ;
result = [result; query, databaseEntry, length(matches)];
end
end
It is my understanding that it should work as a Java/C++ for(query:queryFiles), however the query appears to be a copy of the queryFiles. How do I iterate through this vector normally?
I managed to sort the problem out. It was mainly to my MATLAB ignorance. I wasn't aware of cell arrays and that's the reason I had this problem. That and the required transposition.
From your code it appears that queryFiles is a numeric vector. Maybe it's a column vector? In that case you should convert it into a row:
for query = queryFiles.'
This is because the for loop in Matlab picks a column at each iteration. If your vector is a single column, it picks the whole vector in just one iteration.
In MATLAB, the for construct expects a row vector as input:
for ii = 1:5
will work (loops 5 times with ii = 1, 2, ...)
x = 1:5;
for ii = x
works the same way
However, when you have something other than a row vector, you would simply get a copy (or a column of data at a time).
To help you better, you need to tell us what the data type of queryFiles is. I am guessing it might be a cell array of strings since you are concatenating with a file path (look at fullfile function for the "right" way to do this). If so, then a "safe" approach is:
for ii = 1:numel(queryFiles)
query = queryFiles{ii}; % or queryFiles(ii)
It is often helpful to know what loop number you are in, and in this case ii provides that count for you. This approach is robust even when you don't know ahead of time what the shape of queryFiles is.
Here is how you can loop over all elements in queryFiles, this works for scalars, row vectors, column vectors and even high dimensional matrices:
for query = queryFiles(:)'
% Do stuff
end
Is queryFiles a cell array? The safest way to do this is to use an index:
for i = 1:numel(queryFiles)
query = queryFiles{i};
...
end
I am refering to an example like this
I have a function to analize the elements of a vector, 'input'. If these elements have a special property I store their values in a vector, 'output'.
The problem is that at the begging I don´t know the number of elements it will need to store in 'output'so I don´t know its size.
I have a loop, inside I go around the vector, 'input' through an index. When I consider special some element of this vector capture the values of 'input' and It be stored in a vector 'ouput' through a sentence like this:
For i=1:N %Where N denotes the number of elements of 'input'
...
output(j) = input(i);
...
end
The problem is that I get an Error if I don´t previously "declare" 'output'. I don´t like to "declare" 'output' before reach the loop as output = input, because it store values from input in which I am not interested and I should think some way to remove all values I stored it that don´t are relevant to me.
Does anyone illuminate me about this issue?
Thank you.
How complicated is the logic in the for loop?
If it's simple, something like this would work:
output = input ( logic==true )
Alternatively, if the logic is complicated and you're dealing with big vectors, I would preallocate a vector that stores whether to save an element or not. Here is some example code:
N = length(input); %Where N denotes the number of elements of 'input'
saveInput = zeros(1,N); % create a vector of 0s
for i=1:N
...
if (input meets criteria)
saveInput(i) = 1;
end
end
output = input( saveInput==1 ); %only save elements worth saving
The trivial solution is:
% if input(i) meets your conditions
output = [output; input(i)]
Though I don't know if this has good performance or not
If N is not too big so that it would cause you memory problems, you can pre-assign output to a vector of the same size as input, and remove all useless elements at the end of the loop.
output = NaN(N,1);
for i=1:N
...
output(i) = input(i);
...
end
output(isnan(output)) = [];
There are two alternatives
If output would be too big if it was assigned the size of N, or if you didn't know the upper limit of the size of output, you can do the following
lengthOutput = 100;
output = NaN(lengthOutput,1);
counter = 1;
for i=1:N
...
output(counter) = input(i);
counter = counter + 1;
if counter > lengthOutput
%# append output if necessary by doubling its size
output = [output;NaN(lengthOutput,1)];
lengthOutput = length(output);
end
end
%# remove unused entries
output(counter:end) = [];
Finally, if N is small, it is perfectly fine to call
output = [];
for i=1:N
...
output = [output;input(i)];
...
end
Note that performance degrades dramatically if N becomes large (say >1000).