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I have this loop which generates a vector "Diff". How do I place the values of Diff in an array that records all the Diff's generated? The problem is that the length of Diff should be a fixed length (36) which is the width of the table "CleanPrice". But because col_set varies in length (according to the number of NaNs in the data it is reading), then Diff also varies in length. What I need it to do is assign the answers generated according to their appropriate column number. i.e. row(i) of diff should contain col(i) where all other rows in Diff should be assigned a "0" or "NaN". Basically I need DiffArray to be a (nTrials x 36) array where each row is the (36 x 1) DiffArray generated. At the moment though, each time the length of col changes, I get the following error:

??? Subscripted assignment dimension mismatch. Error in ==> NSSmodel at 41 DiffMatrix(end+1,:)=Diff

This is my code:

DiffArray=[];
    StartRow=2935;
    EndRow=2940;
nTrials=EndRow-StartRow;
    for row=StartRow:EndRow;
         col_set=find(~isnan(gcm3.data.CleanPrice(row,1:end)));
         col=col_set(:,2:end);
         CleanPrices=transpose(gcm3.data.CleanPrice(row,col));
         Maturity=gcm3.data.CouponandMaturity(col-1,2);

SettleDate=gcm3.data.CouponandMaturity(row,3);
Settle = repmat(SettleDate,[length(Maturity) 1]);

CleanPrices =transpose(gcm3.data.CleanPrice(row,col));
CouponRate = gcm3.data.CouponandMaturity(col-1,1);
Instruments = [Settle Maturity CleanPrices CouponRate];
PlottingPoints = gcm3.data.CouponandMaturity(1,2):gcm3.data.CouponandMaturity(36,2);
Yield = bndyield(CleanPrices,CouponRate,Settle,Maturity);

SvenssonModel = IRFunctionCurve.fitSvensson('Zero',SettleDate,Instruments)
ParYield=SvenssonModel.getParYields(Maturity);

[PriceActual, AccruedIntActual] = bndprice(Yield, CouponRate, Settle, Maturity);
[PriceNSS, AccruedIntNSS] = bndprice(ParYield, CouponRate, Settle, Maturity);

Diff=PriceActual-PriceNSS
DiffArray(end+1,:)=Diff
end

I looked at num2cell in this post but wasn't sure how to apply it correctly and started getting errors relating to that instead.

Community
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Mary
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1 Answers1

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Is it correct to say you want to add an 'incomplete' row to DiffArray? If you know exactly where each element should go you could maybe do something like this:

indices = [1:7; 2:8; 3:9; [1 2 3 6 7 8 10]];
Diff = rand(4, 7);
DiffArray = zeros(4, 10) * NaN;

for row = 1:4
    DiffArray(row, indices(row, :)) = Diff(row,:);
end

of course in your case you would be calculating Diff and Index (a row vector) inside the loop and not using preassigned arrays. The above is just to illustrate how to use an indexing vector to position a short row in a matrix.

Dan
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  • Great! thanks (again)! However I do get one problem. In DiffArray I get the numbers I want in the places they should be but appended to the end of them all is always +0.0000i or +/- "some number"i. e.g.. NaN+0.000i or -0.1423-0.0602i. Any suggestions? or what it means (imaginary number?- The values in Diff are Real). Or I've done something wrong? The code I used is: DiffArray = zeros(EndRow-StartRow+1, 36) * NaN; cols=(col-1); rowindex=row-StartRow+1; Diff=transpose(PriceActual-PriceNSS); DiffArray(rowindex, cols(1, :)) = Diff(1,:); – Mary Aug 14 '12 at 10:41
  • what are the values in DiffArray and in Diff just before you assign? Does the transpose maybe add an imaginary component? Step through with the debugger to see where this anomaly starts. – Dan Aug 14 '12 at 11:05
  • It seems that for some rows I get *Warning: Imaginary parts of complex X and/or Y arguments ignored* from the model. For these rows I get a Diff with imaginary numbers which I think are generated by ParYield. Although in DiffArray *all* the entries receive an imaginary number, even for those Diffs which run well. I checked the data and theres nothing in it to suggest it reacting this way.Replacing the model to NSModel *seems* to cure it. Strange. – Mary Aug 14 '12 at 11:43