I have a 3650x1 column vector of time series data in ascending order from 1/1/2000 through 12/31/2010. This means that the observations are in rows and the 1/1/2000 observation is in the first row and the 12/31/2010 observation is in the last row.
I also have a row vector of offsets and an empty matrix called z_scores:
offsets = [5 10 15 20]
z_scores = nan(3650, 4)
I am trying to populate z_scores. Each column in z_scores corresponds to a series of offset z-scores.
For example, the first column of z_scores will contain z-scores of 5 periods. The second column of z_scores will contain z-scores of 10 periods, etc. The first offset indicies of z_scores will be NaN in each column.
Currently, I loop through offsets which is fine. However I would prefer a vectorized solution in each iteration of offset if possible.
for i=1:length(offset)
z_scores(:, i) = (data() - mean()) / std() % help!
end
I have all the toolboxes so I can use built in functions. If someone wants to suggest a non-vectorized solution, I would be happy do see it!
for i=1:length(offsets)
N = offsets(i);
z_scores(1:N, i) = zscore(data(1:N));
end
Related
I'm optimizing my codes. Now I have an MxN matrix, and I want to generate a mean MxN matrix which is the mean of other rows
for example: if i have matrix A:
1 2 3
3 4 5
2 3 2
In the new matrix B, I want each one is the mean of other rows.
mean(row2,row3)
mean(row1,row3)
mean(row1,row2)
I've think of many ways, but can't avoid a loop
for row=1:3
temp = A;
temp(row,:) = [];
B(row,:) = mean(temp);
end
any thoughts?
Simple with bsxfun -
B = (bsxfun(#minus,sum(A,1),A))./(size(A,1)-1)
The trick is to subtract the current row from the sum all rows with bsxfun in a vectorized manner, thus giving us the sum of all rows except the current one. Finally, get the average values by dividing them by the number of rows minus 1.
For my experiment I have 20 categories which contain 9 pictures each. I want to show these pictures in a pseudo-random sequence where the only constraint to randomness is that one image may not be followed directly by one of the same category.
So I need something similar to
r = randi([1 20],1,180);
just with an added constraint of two numbers not directly following each other. E.g.
14 8 15 15 7 16 6 4 1 8 is not legitimate, whereas
14 8 15 7 15 16 6 4 1 8 would be.
An alternative way I was thinking of was naming the categories A,B,C,...T, have them repeat 9 times and then shuffle the bunch. But there you run into the same problem I think?
I am an absolute Matlab beginner, so any guidance will be welcome.
The following uses modulo operations to make sure each value is different from the previous one:
m = 20; %// number of categories
n = 180; %// desired number of samples
x = [randi(m)-1 randi(m-1, [1 n-1])];
x = mod(cumsum(x), m) + 1;
How the code works
In the third line, the first entry of x is a random value between 0 and m-1. Each subsequent entry represents the change that, modulo m, will give the next value (this is done in the fourth line).
The key is to choose that change between 1 and m-1 (not between 0 and m-1), to assure consecutive values will be different. In other words, given a value, there are m-1 (not m) choices for the next value.
After the modulo operation, 1 is added to to transform the range of resulting values from 0,...,m-1 to 1,...,m.
Test
Take all (n-1) pairs of consecutive entries in the generated x vector and count occurrences of all (m^2) possible combinations of values:
count = accumarray([x(1:end-1); x(2:end)].', 1, [m m]);
imagesc(count)
axis square
colorbar
The following image has been obtained for m=20; n=1e6;. It is seen that all combinations are (more or less) equally likely, except for pairs with repeated values, which never occur.
You could look for the repetitions in an iterative manner and put new set of integers from the same group [1 20] only into those places where repetitions have occurred. We continue to do so until there are no repetitions left -
interval = [1 20]; %// interval from where the random integers are to be chosen
r = randi(interval,1,180); %// create the first batch of numbers
idx = diff(r)==0; %// logical array, where 1s denote repetitions for first batch
while nnz(idx)~=0
idx = diff(r)==0; %// logical array, where 1s denote repetitions for
%// subsequent batches
rN = randi(interval,1,nnz(idx)); %// new set of random integers to be placed
%// at the positions where repetitions have occured
r(find(idx)+1) = rN; %// place ramdom integers at their respective positions
end
Can anybody help me to find out the method to calculate the elements of different sized matrix in Matlab ?
Let say that I have 2 matrices with numbers.
Example:
A=[1 2 3;
4 5 6;
7 8 9]
B=[10 20 30;
40 50 60]
At first,we need to find maximum number in each column.
In this case, Ans=[40 50 60].
And then,we need to find ****coefficient** (k).
Coefficient(k) is equal to 1 divided by quantity of column of matrix A.
In this case, **coefficient (k)=1/3=0.33.
I wanna create matrix C filling with calculation.
Example in MS Excel.
H4 = ABS((C2-C6)/C9)*0.33+ABS((D2-D6)/D9)*0.33+ABS((E2-E6)/E9)*0.33
I4 = ABS((C3-C6)/C9)*0.33+ABS((D3-D6)/D9)*0.33+ABS((E3-E6)/E9)*0.33
J4 = ABS((C4-C6)/C9)*0.33+ABS((D4-D6)/D9)*0.33+ABS((E4-E6)/E9)*0.33
And then (Like above)
H5 = ABS((C2-C7)/C9)*0.33+ABS((D2-D7)/D9)*0.33+ABS((E2-E7)/E9)*0.33
I5 = ABS((C3-C7)/C9)*0.33+ABS((D3-D7)/D9)*0.33+ABS((E3-E7)/E9)*0.33
J5 = ABS((C4-C7)/C9)*0.33+ABS((D4-D7)/D9)*0.33+ABS((E4-E7)/E9)*0.33
C =
0.34 =|(1-10)|/40*0.33+|(2-20)|/50*0.33+|(3-30)|/60*0.33
0.28 =|(4-10)|/40*0.33+|(5-20)|/50*0.33+|(6-30)|/60*0.33
0.22 =|(7-10)|/40*0.33+|(8-20)|/50*0.33+|(9-30)|/60*0.33
0.95 =|(1-40)|/40*0.33+|(2-50)|/50*0.33+|(3-60)|/60*0.33
0.89 =|(4-40)|/40*0.33+|(5-50)|/50*0.33+|(6-60)|/60*0.33
0.83 =|(7-40)|/40*0.33+|(8-50)|/50*0.33+|(9-60)|/60*0.33
Actually A is a 15x4 matrix and B is a 5x4 matrix.
Perhaps,the matrices dimensions are more than this matrices (variables).
How can i write this in Matlab?
Thanks you!
You can do it like so. Let's assume that A and B are defined as you did before:
A = vec2mat(1:9, 3)
B = vec2mat(10:10:60, 3)
A =
1 2 3
4 5 6
7 8 9
B =
10 20 30
40 50 60
vec2mat will transform a vector into a matrix. You simply specify how many columns you want, and it will automatically determine the right amount of rows to transform the vector into a correctly shaped matrix (thanks #LuisMendo!). Let's also define more things based on your post:
maxCol = max(B); %// Finds maximum of each column in B
coefK = 1 / size(A,2); %// 1 divided by number of columns in A
I am going to assuming that coefK is multiplied by every element in A. You would thus compute your desired matrix as so:
cellMat = arrayfun(#(x) sum(coefK*(bsxfun(#rdivide, ...
abs(bsxfun(#minus, A, B(x,:))), maxCol)), 2), 1:size(B,1), ...
'UniformOutput', false);
outputMatrix = cell2mat(cellMat).'
You thus get:
outputMatrix =
0.3450 0.2833 0.2217
0.9617 0.9000 0.8383
Seems like a bit much to chew right? Let's go through this slowly.
Let's start with the bsxfun(#minus, A, B(x,:)) call. What we are doing is taking the A matrix and subtracting with a particular row in B called x. In our case, x is either 1 or 2. This is equal to the number of rows we have in B. What is cool about bsxfun is that this will subtract every row in A by this row called by B(x,:).
Next, what we need to do is divide every single number in this result by the corresponding columns found in our maximum column, defined as maxCol. As such, we will call another bsxfun that will divide every element in the matrix outputted in the first step by their corresponding column elements in maxCol.
Once we do this, we weight all of the values of each row by coefK (or actually every value in the matrix). In our case, this is 1/3.
After, we then sum over all of the columns to give us our corresponding elements for each column of the output matrix for row x.
As we wish to do this for all of the rows, going from 1, 2, 3, ... up to as many rows as we have in B, we apply arrayfun that will substitute values of x going from 1, 2, 3... up to as many rows in B. For each value of x, we will get a numCol x 1 vector where numCol is the total number of columns shared by A and B. This code will only work if A and B share the same number of columns. I have not placed any error checking here. In this case, we have 3 columns shared between both matrices. We need to use UniformOutput and we set this to false because the output of arrayfun is not a single number, but a vector.
After we do this, this returns each row of the output matrix in a cell array. We need to use cell2mat to transform these cell array elements into a single matrix.
You'll notice that this is the result we want, but it is transposed due to summing along the columns in the second step. As such, simply transpose the result and we get our final answer.
Good luck!
Dedication
This post is dedicated to Luis Mendo and Divakar - The bsxfun masters.
Assuming by maximum number in each column, you mean columnwise maximum after vertically concatenating A and B, you can try this one-liner -
sum(abs(bsxfun(#rdivide,bsxfun(#minus,permute(A,[3 1 2]),permute(B,[1 3 2])),permute(max(vertcat(A,B)),[1 3 2]))),3)./size(A,2)
Output -
ans =
0.3450 0.2833 0.2217
0.9617 0.9000 0.8383
If by maximum number in each column, you mean columnwise maximum of B, you can try -
sum(abs(bsxfun(#rdivide,bsxfun(#minus,permute(A,[3 1 2]),permute(B,[1 3 2])),permute(max(B),[1 3 2]))),3)./size(A,2)
The output for this case stays the same as the previous case, owing to the values of A and B.
I need help with taking the following data which is organized in a large matrix and averaging all of the values that have a matching ID (index) and outputting another matrix with just the ID and the averaged value that trail it.
File with data format:
(This is the StarData variable)
ID>>>>Values
002141865 3.867144e-03 742.000000 0.001121 16.155089 6.297494 0.001677
002141865 5.429278e-03 1940.000000 0.000477 16.583748 11.945627 0.001622
002141865 4.360715e-03 1897.000000 0.000667 16.863406 13.438383 0.001460
002141865 3.972467e-03 2127.000000 0.000459 16.103060 21.966853 0.001196
002141865 8.542932e-03 2094.000000 0.000421 17.452007 18.067214 0.002490
Do not be mislead by the examples I posted, that first number is repeated for about 15 lines then the ID changes and that goes for an entire set of different ID's, then they are repeated as a whole group again, think first block of code = [1 2 3; 1 5 9; 2 5 7; 2 4 6] then the code repeats with different values for the columns except for the index. The main difference is the values trailing the ID which I need to average out in matlab and output a clean matrix with only one of each ID fully averaged for all occurrences of that ID.
Thanks for any help given.
A modification of this answer does the job, as follows:
[value_sort ind_sort] = sort(StarData(:,1));
[~, ii, jj] = unique(value_sort);
n = diff([0; ii]);
averages = NaN(length(n),size(StarData,2)); % preallocate
averages(:,1) = StarData(ii,1);
for col = 2:size(StarData,2)
averages(:,col) = accumarray(jj,StarData(ind_sort,col))./n;
end
The result is in variable averages. Its first column contains the values used as indices, and each subsequent column contains the average for that column according to the index value.
Compatibility issues for Matlab 2013a onwards:
The function unique has changed in Matlab 2013a. For that version onwards, add 'legacy' flag to unique, i.e. replace second line by
[~, ii, jj] = unique(value_sort,'legacy')
This is a simplistic example of a problem I am facing:
depth = [0:1:20]';
data = rand(1,length(depth))';
d = [depth,data];
d = [d;d;d];
Consider the matrix 'd'. Here we have depth in the first column followed by temperature measurements recorded at that depth in column 2 (in this example we have 3 days of data). How could I alter this matrix so that each column represents a specific depth and each row represents time. So, finally I should have 3 rows with 21 columns.
If I understand correctly your array d has the data for day 1 in rows 1:21, for day 2 in rows 22:42, and so on. Column 1 of d holds the depths (3 times), and column 2 holds the measurements.
One way to get the results in the form you want is to execute:
d2 = reshape(d(:,2),21,3)'; % note the ' for transposition here
This leaves you with an array with 3 rows and 21 columns. Each column represents the measurements for one depth, each row the measurements for one day.