I have a CSV file containing a numerical matrix with over two thousand New York Stock Exchange listed companies' value over two years.
It seems like it should be really simple - I want to attain a covariance matrix formed from the CSV matrix.
As far as I'm aware I simply need to:
Import the data as numerical matrix (just the data no headings etc) using the MATLAB Import Data button.
Press save as on the workspace variable and make e.g. NYSE.mat.
In my function call cov(NYSE.mat);
This should access the matrix and return a large covariance matrix from my data. The cov() function works when i manually input an example matrix of for example:
[5 0 3 7; 1 -5 7 3; 4 9 8 10];
But for some reason whenever I try to call cov(NYSE.mat); only one number is returned, rather than a covariance matrix.
Can anyone tell me where I'm going wrong? I've been trying to figure this out for a while now and I feel the answer should be really simple.
I'm running on MATLAB R2016a.
Not sure you need to manually save the workspace name in step 2. As part of your import process you once you click the import button the variable should be loaded into workspace with the name of the file (maybe NYSE)
Try Load('NYSE.mat') and see what appears in your workspace.
Once you figure out the name of the variable, calling the function with that.
If your CSV file is without any header lines (not sure if any CSV file needs them) and contains only numbers, you can simply call
x = importdata('<nameofyourcsv>.csv');
and then
c = cov(x);
or even do it in one step:
c = cov(importdata('nameofcsv.csv'));
This function is equivalent of clicking on the button you mention. However, if your file contains header lines, you have to specify its number and call this function with more parameters:
x = importdata('nameofcsv.csv',',', nh); % nh is a number of header lines
x will no longer be a regular MATLAB matrix but a structure with following fields: data, textdata, and colheaders. cov(x.data) will calculate covariance. Not sure why you would need to save anything in a mat file, though. If you wish, you would probably need to assign a value from a data field to a regular variable and then save such variable. Otherwise, you will save the whole x structure.
For instance, the following file, test.csv:
95.01,76.21,61.54,40.57,5.79,20.28,1.53
23.11,45.65,79.19,93.55,35.29,19.87,74.68
60.68,1.85,92.18,91.69,81.32,60.38,44.51
48.60,82.14,73.82,41.03,0.99,27.22,93.18
89.13,44.47,17.63,89.36,13.89,19.88,46.60
can be imported by calling importdata:
>> x = importdata('test.csv')
x =
95.0100 76.2100 61.5400 40.5700 5.7900 20.2800 1.5300
23.1100 45.6500 79.1900 93.5500 35.2900 19.8700 74.6800
60.6800 1.8500 92.1800 91.6900 81.3200 60.3800 44.5100
48.6000 82.1400 73.8200 41.0300 0.9900 27.2200 93.1800
89.1300 44.4700 17.6300 89.3600 13.8900 19.8800 46.6000
EDIT
I downloaded the file and copy pasted this command from your answer:
c = importdata('nyse_data_matrix_no_tags.csv');
Then, I opened the file in a text editor and copied 1st and 20th row of numbers in the file and created a matrix in MATLAB:
x = [46.09,24.69,156.78,5.95,21.14,76.17,55.51,7.04,38.87,19.58,47.57,7.73,119.44,1.61,44.55,24.9,50.89,4.87,26.25,15.95,15.96,39.14,121.27,15.7,25.91,25.8,69.7,16.32,12.86,7.89,247.4,27.11,41.6,5.14,47.77,40.98,13.78,26.058,14.56,41.05,24.27,47.13,40.92,27,85.04,15.06,5.05,29.14,7.51,67.5,67.79,42.68,124.86,24.28,27.82,18.08,100.67,109.07,12.59,50.34,18.64,4.75,6.06,16.63,109.86,14.1,54.48,13.9,59.98,16.24,45.53,4.06,67.99,18.22,4.2,117.23,158.75,5.7,2.46,76.39,77.79,6.17,16.95,5.27,12.74,14.7,19.14,14.4,42.77,26.4,14.17,76.57,12.4,42.07,77.47,41.27,60.53,16.97,65.71,56.13,258.4,28.96,760.07,60.46,34.77,133.1,14.19,29.41,11.78,154.55,44.75,15.18,17.52,24.86,36.18,14.1,30.1,47.65,22.92,47.37,61.84,226.52,10.2,65.14,7.88,16.34,170.23,9.6,34.42,15.0999,20.34,58.7,16.6,14.72,14.32,20.89,14.32,13.2,6.05,422.96,21.43,47.55,13.28,27.98,8.16,45.15,15.1665,41.65,17.45,25.73,63.03,16.07,17.56,11.54,6.54,33.18,15.01,357.96,74.88,15.24,27.24,69.08,36.29,76.55,65.72,50.93,72.73,16.13,23.81,52.14,16.05,12.19,71.77,14.97,11.82,33.04,7.86,15.26,72.46,15.42,24.49,15.75,63.78,32.43,36.57,16.24,7.08,26.08,15.74,14.78,16.22,16.85,23.32,31.14,12.72,6.7,26.65,24,12.95,129.92,20.07,11.28,34.66,12.86,17.5,26.5,0.7038,1.22,128.98,23.33,19.2,15.64,8.34,45.01,38.14,50.31,13.11,17.4,47.15,79.29,8.24,28.92,24.97,1.92,77.16,126.5,8.97,3.97,12.85,30.75,37.82,2.36,10.37,52.28,1.56,53,47.33,41.32,10.65,15.24,39.5,94.42,12,54.25,48.03,3.72,6.34,18.5,23.47,26.74,8.74,6.7,7.08,70.92,27.3,65.43,18.776,7.82,16.8,12.0625,124.24,29.79,22.88,29.4,66.44,28.88,1.505,0.8642,10.37,47.14,99.83,133.87,46.41,4.88,57.63,14.45,11.2,34.99,11.06,129.25,7.71,35.2,2.29,2.53,1.65,13.74,15.6,11.84,59.79,33.85,62.48,72.34,25.15,131.2,61.13,2.17,5.1,53.35,26.9,43.15,10.8,63.61,130.91,81.42,45.29,17.58,415.79,118.64,73.88,9.85,79.22,43.39,4.86,32.18,68.36,60.21,34.15,19.47,23.39,29.96,39.58,14.66,5.98,70.87,25.9,38.64,90.45,165.2,46.57,83.18,16.48,134.15,54.68,62.51,12.25,24.33,17.69,60.73,11.51,15.6,85.99,80.81,59.9,17.48,30.73,104.34,0.94,86.03,82.73,14.41,34.05,17.2,11.98,13,52.5,39.2,19.58,101.59,26.38,44.13,18.72,23.3,32.05,27,26.12,13.13,18.58,6.07,73.74,3.53,42.4,12.21,15.72,16.71,26.27,26.69,4.52,35.99,26.1,17.31,45.61,67.9,11.15,13.08,1.1,9.7001,17.51,59.8,26.27,86.95,18.95,26.75,34.33,66.72,107.98,9.7,18.27,24.16,56.8,46.56,91.69,21.43,78.75,3.37,13.71,31.73,100.39,5.65,6.98,85.21,97.84,13.5,26.19,42.43,26.73,10.11,47.95,102.84,66.95,28.35,14.07,5.25,23.68,127.43,11.41,10.43,4.19,25.48,19.78,72.08,53.59,17.41,36.57,92.37,127.48,23.98,16.46,5.28,24.76,9.1,68.33,64.45,8.15,18.54,8.85,119.72,3.62,20.49,2.57,94.05,16.99,25.93,25.12,25.71,9.68,81.26,16.7,77.21,37.45,80.43,6.95,24.95,87.1,20.74,31.82,25.44,25.48,25.5515,46.96,19.11,43.49,10,8.68,16.99,120.79,3.95,1.91,76.54,7.8,33.71,14.59,13.5,15.99,42.6,38.86,46.76,8.1,23.14,23.04,17.39,15.4399,13.62,14,125.94,13.92,22.98,48.68,4.62,68.17,1.14,9.82,29.75,73.66,6.51,92.28,25.53,25.6,25.63,7.59,72.9,25.23,10.41,27.87,10.81,48.76,11.38,3.76,71.78,13.21,53.59,25.55,42.43,68.21,66.25,37.2,6.1,6.24,84.58,13.17,13.2,22.92,82.95,28.9,6.07,74.57,29.35,74.89,64.46,77.91,30.21,11.09,6.34,21.69,56.88,15.25,41.44,1.77,67.42,209.26,11.24,15.8,13.53,15.09,32.8,9.78,12.99,62.77,21.8,39.11,78.68,14.75,10.67,20.6,10.57,36.39,7.24,6.1,13.61,14.58,51.04,20.36,102.48,35.14,12.31,8.98,3.7,81.22,89.67,27.32,13.26,1.54,37.84,11.29,8.98,24.08,4.43,8.54,15.51,36.26,9.33,6.56,43.38,13.04,10.9,54.68,160,164.11,34.25,15.87,14.65,18.72,10.57,13.25,21.08,62.55,6.08,22.72,17.25,14.1,11.91,16.5,17.36,4.93,31.46,75.14,32.84,55.65,21.39,18.76,53.36,52.27,150,11.51,50.35,4.77,16.2,13.83,43.24,94.4,37.89,13.18,35.9,70.65,14.16,11.8273,12.67,22.93,11.11,13.55,9.55,14.24,26.44,13.49,69.92,9.88,157.12,14.93,6.53,13.5,6.83,28.27,13.07,48.33,59,9.67,2.04,28.2,5.82,31.87,65.9,33.14,36.14,30.08,8.49,64.92,4.76,141.98,8.63,10.11,17.27,19.65,30.24,26.53,40.67,26.87,26.25,39.18,1.54,33.93,16.59,7.33,15.36,13.91,1.1,17.12,4.47,15.67,18.68,1.79,15.54,81.13,21.34,27.59,7.46,10.77,503.01,19.74,18.46,15.26,47.57,30.24,6.55,65.34,4.13,13.2,21.55,21.03,29.36,27.27,47.72,10,26.17,7.45,7.62,3.48,18.15,8.2,20.66,97.23,59.46,13.37,7.8,76.6,19.31,9.21,24.18,77.53,0.9,10.8,153.17,23.32,1.18,25.83,42.06,1.48,11.49,24.78,18.24,21.24,6.59,44.54,33.28,64.61,227.17,30,48.14,29.72,45.5,79.45,26.83,4.96,81.03,30.76,72.15,34.48,129.3,65.48,33.48,67.43,34.31,15.05,60.38,32.59,26.84,1.7,32.48,2.31,113.96,1.13,7.3,31.13,12.27,44.48,163.75,4.55,4.93,49.64,7,0.42,4.66,62.44,41.56,21.6,8.18,26.89,33.78,3.79,47.23,27.86,0.5199,45.15,117.21,9.51,74.52,1.8,67.24,22.28,22.735,28.48,13.84,19.61,26.62,25.78,18.95,33.53,21.54,51.22,13.79,34.9,81.22,6.86,15.59,96.42,18.49,31.21,24.57,21.23,22.93,16.32,10.63,11.18,188.35,16.08,18.39,18.17,43.96,62.54,8.82,1.87,33.38,14.9,10.47,16.69,3.2,8.89,3.95,50.02,153.42,7.65,35.53,0.54,18.36,5.24,262.52,4.07,74.98,12.53,13.66,86.82,129.8,24.78,9.8,7.03,21.68,8.1,17.1,7.5,38.4,118.45,6.47,26.92,17.2,7.6,35.32,1.72,25.83,9.11,26.27,13,12.18,12.29,44.75,26.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I compared matrix x with the 1st and 20th row of c and they are equal:
isequal(x,c([1 20],:))
ans =
1
importdata seems to be working as expected.