how do i create this loop in matlab?
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
i want to create this loop in matlab, this is a python code :
mvols = np.zeros((len(df['NASDAQ']),len(risks)))
for j in range(len(risks)):
mvols[0:windowsize,j] = np.std(np.array(df[risks[j]])[0:windowsize],ddof=1)
for i in range(windowsize-1,len(df['NASDAQ'])-1):
mvols[i+1,j] = np.sqrt(l*mvols[i,j]**2+(1-l)*df.iloc[i][risks[j]]**2)
for j in range(len(risks)):
the variable risks is a matrix of indices which are all the same length :
risks = ['NASDAQ','AEXUSD','DAXUSD','Nikkei','EURIBOR']
matlab gives me an error because i want to calculate the varaible mvols(i+1,j) which is one time period ahead and its past, mvols(i,j) is in the formula , i have no idea how to code this in matlab, does anyone have any idea?
thanks in advance
6 commentaires
Rik
le 23 Avr 2021
From my limited knowledge of Python I suspect that line of code becomes this in Matlab:
mvols(i+1,j) = sqrt(l*mvols(i,j)^2+(1-l)*risks{j}(i)^2);
I had to guess df.iloc[i][risks[j]].
Using the previous element of a vector is easy as that, but depending on what data you have stored in each variable, converting the rest to Matlab might be a bit more tricky.
Réponses (0)
Voir également
Catégories
En savoir plus sur Call Python from MATLAB dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!