Effacer les filtres
Effacer les filtres

How can I repeat the following text 5000 times ?

2 vues (au cours des 30 derniers jours)
Fox
Fox le 22 Déc 2015
Modifié(e) : goerk le 23 Déc 2015
Hello, I make some wild bootstrap here and I know want to repeat the following text(formulas)as a whole 5000 times:
% Estimate the p-values by bootstrapping the residuals.
e=[e1,e2];
% resample the residuals with replacement in pairs
res=datasample(e,743,'Replace',true);
% create a Random Variable which follows the Rademacher distribution
rd = ((rand(1,743)<.5)*2 - 1)'; %
% multiply the res with a random variable of v Rademacher distribution
resrd1=res(:,1).*rd;
resrd2=res(:,2).*rd;
% Time Series of Predictors x(t)and r(t)
% computing unconditional mean a2/(1-b), a2=b(1), b=b(2)and build
% time series x(t)* = x2
b(1)/(1-b(2))
x2=b(1)+ b(2)*(b(1)/(1-b(2)))+resrd2;
% build time series for r(t)*=rt
rt=a+resrd1;
% make regressions with the before constructed x2 and rt
% getting with OLS ß*=beta
x3=[ones(size(rt)),x2]; % to have an intercept in the regression
betas=regress(rt,x3);
How can I do this in Matlab ?
  1 commentaire
Fox
Fox le 22 Déc 2015
How can I save the 5000 different betas ?

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goerk
goerk le 22 Déc 2015
Put the code in a scriptfile (e.g. doThisCode.m) and call it from anotherone with.
for i=1:5000;
doThisCode
end
This will lead to the same result as if you press F5 5000 times.
  2 commentaires
Fox
Fox le 22 Déc 2015
Thanks. Do you know how I can save my 5000 solutions for the betas in a matrix ?
goerk
goerk le 23 Déc 2015
Modifié(e) : goerk le 23 Déc 2015
for a scalar value of beta without preallocation:
beta_vec = [];
for i = 1:5000
doThisCode
beta_vec = [beta_vec beta];
end

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