Question

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.

Answer 1

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.