ArrayStructures - Revision history

Admin at 18:42, 23 October 2012

2012-10-23T18:42:07Z

2012-10-15T17:50:21Z

2012-10-11T00:57:49Z

Replaced content with "Coming soon"

2012-10-11T00:57:34Z

‎Expanding to Higher Dimensions

2012-10-11T00:51:03Z

‎Expanding to Higher Dimensions

2012-10-11T00:48:48Z

‎Expanding to Higher Dimensions

2012-10-11T00:47:16Z

‎Expanding to Higher Dimensions

2012-10-11T00:46:59Z

‎Expanding to Higher Dimensions

2012-10-11T00:46:02Z

‎Expanding to Higher Dimensions

2012-10-11T00:45:35Z

‎Expanding to Higher Dimensions

@@ Line 104: / Line 104: @@
 # Assume that we need to subtract a mean along the third dimension from a 3-D array.
-For the first example we can use loop:
+These two examples can be implemented either by using loops, or by using repmat.
 <source>% rf - a series of risk-free returns
@@ Line 112: / Line 114: @@
 Rex(:,i)=R(:,i)-rf;
 end</source>
-or <source enclose="none">repmat</source> command:
+First example, <source enclose="none">repmat</source>:
 <source>% rf - a series of risk-free returns
@@ Line 118: / Line 120: @@
 Rf=repmat(rf,1,size(R,2));
 Rex=R-Rf;</source>
 For the second example, to implement loop, we have to:
 # Compute a mean of 3-D array

@@ Line 131: / Line 131: @@
      Rdemean(:,:,i)=R(:,:,i)-Rmean3;
    end
-   disp(mean(Rdemean,3)) % which is a matrix of zeros implying we worked correctly</source>
+   disp(mean(Rdemean,3)) %has to be a matrix of 0s </source>
 # Compute a mean of 3-D array
 # Construct a 3-D array of means
@@ Line 141: / Line 141: @@
    Rmean3expand=repmat(Rmean3,[1 1 size(R,3)]); %Please note, for more than 2-dimensional arrays, repmat accepts a vector of replications instead of a variable number of inputs.
    Rdemean=R-Rmean3expand;
-   disp(mean(Rdemean,3)) %matrix of zeros, which mean that we did it correctly</source>
+   disp(mean(Rdemean,3)) %has to be a matrix of 0s</source>
 Obviously, there are many ways of handling these problems.

@@ Line 99: / Line 99: @@
 This command does not change the length of the vector, but replicates it twice along the second dimension and 3 times along the third dimension.
-Consider the following two real-life examples:
+Lets consider two real-life examples:
-# Assume that we have a cross-section of returns and we would like to subtract a series of risk-free rate
+# Assume that we have a cross-section of returns and we would like to subtract a series of risk-free returns from each of the series
 # Assume that we need to subtract a mean along the third dimension from a 3-D array.

@@ Line 97: / Line 97: @@
      2
      3</source>
-This command does not change the length of the vector, but replicates it twice along the second dimension and 3 times along the third dimension. Consider the following two real-life examples:
+This command does not change the length of the vector, but replicates it twice along the second dimension and 3 times along the third dimension.
 # Assume that we have a cross-section of returns and we would like to subtract a series of risk-free rate

@@ Line 84: / Line 84: @@
 replicates a column-vector <math>[1\ 2\ 3]'</math> twice along each row and 3 times along each column. For 3-D vector replication we have to use slightly different syntax:
-<source>   A=repmat([1,2,3]',[1,2 3])
+<source>   A=repmat([1,2,3]',[1 2 3])
 A(:,:,1) =
      1

@@ Line 72: / Line 72: @@
 == Expanding to Higher Dimensions ==
-By default, element-wise operations and operations with a scalar are defined on any multi-dimensional array. An additional set of operations is defined on conformable vectors and matrices. The natural question to ask is “What to do if you want to subtract a vector from a matrix, or a matrix from N-D array?” In MATLAB there is a special command that can create a higher-dimensional array from a lower-dimensional one via replication, <source enclose="none">repmat</source>:
+By default, element-wise operations and operations with a scalar are defined on any multi-dimensional array. An additional set of operations is defined on conformable vectors and matrices. The natural question to ask is “What to do if you want to subtract a vector from a matrix, or a matrix from N-D array?” In MATLAB there is a special command that can create a higher-dimensional array from a lower-dimensional one via replication:
 <source> A=repmat([1,2,3]',2,3)