How to change matrix dimensions?

4 vues (au cours des 30 derniers jours)
Rens
Rens le 6 Déc 2012
Hi,
I have a question regarding a 3D matrix with portfolio returns.
I have a 10000x35x12, which is 10000 simulated return paths for 35 years and 12 months in each year. Now I want to make this a 2D matrix with dimensions 10000x420 (35x12) such that the 420 months of return are in the right order. Can somebody help me with that?
Thanks in advance!
Greetz

Réponses (4)

Andrei Bobrov
Andrei Bobrov le 6 Déc 2012
M - your 3D array with size < 10000,35,12 >
out = reshape(permute(M, [1 3 2]),size(M,1),[]);

Muruganandham Subramanian
Muruganandham Subramanian le 6 Déc 2012
try this:
a=zeros(1000,35,12);
b=reshape(a,[1000 420]);

Azzi Abdelmalek
Azzi Abdelmalek le 6 Déc 2012
[n,m,p]=size(A)
b=reshape(A,n,p*m)
idx=reshape(1:p*m,m,p)'
out=b(:,idx(:))

Rens
Rens le 6 Déc 2012
Thanks guys! Appreciate it! All the different codes give the same return matrix so it should be alright!

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