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Dear all

I am newcomer to matlab and have a question that, I believe, should be easy to solve. Yet, I have lost way too many hours on this particular detail and find myself unable to advance. I hope someone can point out the problem. Maybe the function is poorly coded to begin with. Anyways, thanks in advance!

I have a set of unbalanced monthly data for various firms.

I want to create a matrix y: dim(y) = T * N, where T is number of periods and N is number of firms

My idea is to create a function - ymatrix - that retrieves the value of interest at time t for firm n and places it in position (t,n) in the matrix y.

With this in mind, I wrote the function below:

function y = ymatrix(intersection,date,id,var)

% intersection is an argument that allows me to determine the number of columns of y. % id is the the identification

% number of the firm - in cell format % var is that variable of interest

[R C] = size(intersection);

T = [2007 - 1964 + 1]*12 + 12;

clear C

y = NaN(T,R);

clear T

sortDate = sort(date,'ascend'); % I do no sort IDs as they are already sorted in the dataset

T = length(date);

N = length(id);

past = cell(T,1);

for t = 1 : T

for n = 1 : N

if sum(ismember(past,id{n})) == 0

% This is where the problem seems to lie. Since I want to have each column of y as a firm

% and since in the dataset a given id appears many times, I must apply the current loop only for firms to which

% I haven't applied it before. Otherwise, I will have several repeated columns.

% Hence, at the end of each loop, I want to add the id of the firm I am currently looping through to a

% local variable - "past" - that I can then use - in the next loop - to decide whether to skip that particular

% loop. The problem is that id is in cell format. Either I pre-allocate memory to past in cell format and

% use past{n,1} = id{n,1}, in which case, in the next loop, I receive an error in sum(ismember(past,id{n})) ==

% 0 that reads :

%"Input must be cell arrays of strings"; or I do not preallocate it to be a cell and allocate it as,

%for instance,past = NaN(10,1), and I receive an error in past{n,1} = cusip{n,1} that

%reads: "Cell contents assignment to a non-cell array object."

a = ismember(date,sortDate(t));

b = ismember(id,id{n});

a = int8(a);

b = int8(b);

d = find(a == 1);

e = find(b == 1);

index = intersect(d,e); % Note that the intersection must either be a number of empty

past{n,1} = id{n,1};

if index == zeros(0,1) % This is to account for the possibility that the intersection is empty,

% in which case I simply skip the current loop

else

y(t,n) = var(index,1);

end

else

end

end

end

end

Guillaume
on 21 Apr 2016

Edited: Guillaume
on 21 Apr 2016

If I understood correctly, this should work:

[udate, ~, drow] = unique(date); %udate could be replaced by ~ if you don't want a table

[uid, ~, idrow] = unique(id); %uid could be replaced by ~ if you don't want a table

y = nan(max(drow), max(idrow));

y(sub2ind(size(y), drow, idrow)) = var;

You can prettify the output with:

t = array2table(y, VariableNames, uid, RowNames, cellstr(num2str(udate)))

Note that neither date or id need to be sorted since unique does the sorting anyway.

Guillaume
on 22 Apr 2016

I'm afraid I've only learned matlab from its help file but I had a lot of experience programming in other languages beforehand. I've actually never read any book about matlab.

Solving problems (the not too trivial ones) on Cody and seeing other solvers' approach may be a good way of acquiring experience with matlab functions.

Renato Agurto
on 21 Apr 2016

If you preallocate past:

past = NaN(10,1);

then you should use

past(n,1) = id{n,1};

instead of

past{n,1} = id{n,1};

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