Hello, I have that code and I really can't identify it's use. Can anyone correct that code and let me know what it's purpose? Thank yo

function [ relMyScen ] = f_relativeMyScen( myScen)

    % This function computes the 'relative' MyScen (from each asset, it subtracts   the (peer/benchmark) portfolio return)
    % myScen is a 3-D matrix (or tensor) of scenarios (NxTxK), N=number of assets,   K = number of scenarios T = time period (scalar number of months)
    % w_peer is Nx1 vector of portfolio weights where N=number of assets

    s1 = size(myScen,1); % num of assets
    s2 = size(myScen,2); % num of periods
    s3 = size(myScen,3); % num of simulations

    ret_peer = sum( repmat(w_peer(:), 1,s2, s3) .* myScen, 1 ); 
    relMyScen =  myScen + repmat(ret_peer, s2, 1, 1) ;

end

[Image Analyst]

If you have no idea what it's about then why do you think you might need it, or need to understand it? You probably don't need it. I don't know what it's about either and I don't need it.

[dpb]

It's computing the 'relative' MyScen for each asset, subtracting the peer or benchmark portfolio return.

[Antonis]

Can you tell me what are the errors in the script?

[Image Analyst]

Can you make it easy for us by you telling us? Because we can't run it because we don't have any data for myScen so we can't even call the function. And I'm not about to make up a "3-D matrix (or tensor) of scenarios (NxTxK)" for you so that I can test your code.

[Antonis]

OK for me it is also hard because I don't have the data. The question for that code is :

a)There is a number of errors in the script. Can you identify them? Please amend the script and justify corrections.

[Image Analyst]

If you don't have the data, how are you going to run it? And who's question is that? Is it yours? Or were you asking us to solve a homework question for you?

[Antonis]

This is one of the tasks that I have to do. But I really can not understand anything about that code and what their orders doing. That's why I have asked that question here that I know there are probably more experienced people in this forum than me.

[Image Analyst]

That did not answer the question, so I'm going to assume it is homework and tag it as such. Good luck. If you do what I said in my answer then you'll see an error with a pretty obvious cause. If you fix that one, then there may or may not be another.

Answer 1

[Image Analyst]

What if you just make up data? Like make up a 3D array and pass it in and see what errors you get:

function test3
clc;
a = rand(3,4,2);
relMyScen  = f_relativeMyScen(a)

[Antonis]

I will try that and hope to work. Thanks