How to change matrix dimensions?
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Hi,
I have a question regarding a 3D matrix with portfolio returns.
I have a 10000x35x12, which is 10000 simulated return paths for 35 years and 12 months in each year. Now I want to make this a 2D matrix with dimensions 10000x420 (35x12) such that the 420 months of return are in the right order. Can somebody help me with that?
Thanks in advance!
Greetz
Answers (4)
Andrei Bobrov
on 6 Dec 2012
M - your 3D array with size < 10000,35,12 >
out = reshape(permute(M, [1 3 2]),size(M,1),[]);
Muruganandham Subramanian
on 6 Dec 2012
try this:
a=zeros(1000,35,12);
b=reshape(a,[1000 420]);
Azzi Abdelmalek
on 6 Dec 2012
[n,m,p]=size(A)
b=reshape(A,n,p*m)
idx=reshape(1:p*m,m,p)'
out=b(:,idx(:))
Rens
on 6 Dec 2012
0 votes
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