I'm using a for loop to create a new random variable X with range [0 1], I want the forloop to ignore values above 1 and iterate untill all the values are in range.

clc; clear all; close all;

n = 200; % Number of iteration
ro = 0.75; % Correlation factor
X = zeros(1,n);
x = zeros(1,n);

for ii = 1:n
    x = rand(1,ii);
    y = rand(1,ii);
    X = x*ro+y*sqrt(1-ro^2);
    if X > 1 % If X > 1 start iteration no. ii again until X is below 1 
       ii = ii - 1; 
    end
end

plot(x,X,'+')

Answer 1

[Niels]

Change your for-loop to a while-loop if you want to keep looping. I also believe that you stored your data incorrectly, as x, y and X were not stored at every time step, while your random number generation grows larger for every iteration ii...

 clc; clear all; close all;
 n = 200; % Number of iteration
 ro = 0.75; % Correlation factor
 X = zeros(1,n);
 x = zeros(1,n);
 y = zeros(1,n);

 ii = 1;
 while (ii <= n)
    x(ii) = rand();
    y(ii) = rand();
    X(ii) = x(ii)*ro+y(ii)*sqrt(1-ro^2);

    if (X(ii) <= 1)     % Don't increment if X > 1. 
       ii = ii + 1; 
    end
 end
 figure, plot(x,X,'+')

[Fredrik Slungård]

Thank you for the explanation!

Answer 2

[Joseph Cheng]

you'd want to use "continue" to skip the iteration.

 for ind =1:5
    if ind==3
       continue
 else
    disp(ind)
 end

[Fredrik Slungård]

Sorry for taking so long answering, as I'm relative new to Matlab I've never used the continue function. But I don't want to skip the iteration, only redo iteration no. i if X > 1, and I still get about 30 values where X > 1.

clc; clear all; close all;

n = 200;
ro = 0.75;
X = zeros(1,n);
x = zeros(1,n);

for ii = 1:n
    x = rand(1,ii);
    y = rand(1,ii);
    X = x*ro+y*sqrt(1-ro^2);
    if X > 1;
       continue
    else 
        disp(X)
    end
end

plot(x,X,'+')

Answer 3

[Sean de Wolski]

Why not just only generate random values that meet your criteria? Here's an example:

% Solve for x
syms x ro y 
X = x*ro+y*sqrt(1-ro^2);
xx = solve(X,x)

% Plug in values
yval = -0.1;
roval = 0.3;
xmax = double(subs(xx,{y, ro},{yval,roval}));

% Generate only random numbers that meet criteria
xrand = rand(100,1)./xmax;

% Create X
Xfinal = xrand.*roval+yval*sqrt(1-roval^2);

% Check all X < 1
assert(all(Xfinal < 1))

[Fredrik Slungård]

Thank you for quick answer! As this is only a small part of a greater script, I think it would be better suited using a forloop in this particular case.

Answer 4

[Roger Stafford]

I am guessing that what you actually want is the following. It will give you 200 values in X which are all less than or equal to 1.

   X = zeros(1,n);
   x = zeros(1,n);
   for ii = 1:n
     b = true;
     while b
       t1 = rand;
       t2 = t1*ro+rand*sqrt(1-ro^2);
       b = t2 > 1;
     end
     X(ii) = t2;
     x(ii) = t1;
   end
   plot(x,X,'+')