CODEWITHSUNDEEP
matlabfor-loopreplace
Carolin
Carolin

Reputation: 549

Replacing values in a matrix by specified values

I have a three dimensional array of simulated data (dimensions are 10000-by-16-by-312 or #trials by TimeSeries by horizons). I would like to replace values above / below a pre-specified threshold with the threshold values. I have calculated the threshold values for each individual time series in MinAcceptableVal(:,i) and MaxAcceptableVal(:,i). When I run the code I do not receive an error message, but the values above the threshold are not cut off.

for i=1:nIndices
    simulatedReturnsEVT1(simulatedReturnsEVT1(:,i,:)<MinAcceptableVal(:,i))=MinAcceptableVal(:,i); 
    simulatedReturnsEVT1(simulatedReturnsEVT1(:,i,:)>MaxAcceptableVal(:,i))=MaxAcceptableVal(:,i); 
end

I have tried to use the code in a different form (see below) before and it worked perfectly. Matlab seems to be having problems with me introducing different cutoff levels for the different time series variables (i).

simulatedReturnsEVT1(simulatedReturnsEVT1<-1)=-1; 
simulatedReturnsEVT1(simulatedReturnsEVT1>1)=1;

I would be very happy about any Hints!

Upvotes: 1

Views: 48

Answers (1)

Dan
Dan

Reputation: 45752

Try it like this:

for i=1:nIndices
    slice = simulatedReturnsEVT1(:,i,:);
    slice(slice < MinAcceptableVal(i))=MinAcceptableVal(:,i);
    slice(slice > MaxAcceptableVal(i))=MaxAcceptableVal(:,i);
    simulatedReturnsEVT1(:,i,:) = slice;        
end

Upvotes: 1

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