Mapping 2 matrices with different number of columns.

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BdS
BdS el 10 de Jul. de 2019
Comentada: BdS el 10 de Jul. de 2019
Hi,
I've got the following 2 matrices and 1 vector
  • UniqFXRates 30x11 double (11 FX rates for 30 data points)
  • InstrFXRates 30x232 double (232 companies for the same 30 data points). The unique FX Rates for the 232 companies are 11
  • IndFX 1x232 double ("indicator" vector which shows the column's index number of UniqFXRates for each instrument) E.g.: [1 5 11 2 4 2 1 3 ...]
The goal is to map the content from UniqFXRates into InstrFXRates using IndFX vector as an indicator.
The following code unfortunatelly does not work.
InstrFXRates(:,IndFX)=UniqFXRates;
A loop does not work as well.
for instr=IndFX
InstrFXRates=UniqFXRates(:,IndFX);
end
Do you have any suggestions?
Thank you in advance
  1 comentario
Guillaume
Guillaume el 10 de Jul. de 2019
The goal is to map the content from UniqFXRates into InstrFXRates
What does that actually mean? Can you give an example of input and desired output?

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Alex Mcaulley
Alex Mcaulley el 10 de Jul. de 2019
Try this:
InstrFXRates = UniqFXRates(:,IndFX)
  1 comentario
BdS
BdS el 10 de Jul. de 2019
It works perfectly! It is impressive what one can do with just 1 line of code...

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