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我的教授的 RA 工作快要完成了；但是，我有一个编程问题困扰着我。我的教授要求我做的最后一步是我需要运行我为矩阵编写的所有函数。将会发生的是，对于该矩阵的每一列，我将调用我编写的函数，例如，它看起来像这样：

function [xpeaks, xtroughs]=peaktrough(x,cutoff)

% This function is a modified version of the algorithm used to identify
% peaks and troughs in a series of prices. This will be used to identify
% the head and shoulders algorithm. The function gives you two vectors:
% PEAKS - an indicator vector that identifies the peaks in the function,
% and TROUGHS - an indicator vector that identifies the troughs of the
% function, and a MATRIX - ptdata, which is a matrix of the location and
% the value of the peak/trough.

% The input is the vector of exchange rate series, and the cutoff
% used for the selection of the final peaks and troughs.

% Finding all possible peaks and troughs of our vector.
[posspeak,possploc]=findpeaks(x);
[posstrough,posstloc]=findpeaks(-x);
posspeak=posspeak';
posstrough=posstrough';

% Initialize vector of peaks and troughs.
numobs=length(x);
prelimpeaks=zeros(numobs,1); 
prelimtroughs=zeros(numobs,1);
numpeaks=numel(possploc);
numtroughs=numel(posstloc);

% Indicator for possible peaks and troughs.
for i=1:numobs
    for j=1:numpeaks
        if i==possploc(j);
            prelimpeaks(i)=1;
        end
    end
end

for i=1:numobs
    for j=1:numtroughs
        if i==posstloc(j);
            prelimtroughs(i)=1;
        end
    end
end

% Vector that gives location.
location=1:1:numobs;
location=location';

% From the list of possible peaks and troughs, find the peaks and troughs
% that fit Chang and Osler [1999] definition.
% "A peak is a local minimum at least x percent higher than the preceding
% trough, and a trough is a local minimum at least x percent lower than the
% preceding peak." [Chang and Osler, p.640]

peakcutoff=1.0+cutoff; % cutoff for peaks
troughcutoff=1.0-cutoff; % cutoff for troughs

% First peak and first trough are initialized as previous peaks/troughs.

prevpeakloc=possploc(1);
prevtroughloc=posstloc(1);

% Initialize vectors of final peaks and troughs.
vectpeak=zeros(numobs,1);
vecttrough=zeros(numobs,1);

% We first check whether we start looking for peaks and troughs.
for i=1:numobs
    if prelimpeaks(i)==1;
       if i>prevtroughloc;
           ratio=x(i)/x(prevtroughloc);
           if ratio>peakcutoff;
               vectpeak(i)=1;
               prevpeakloc=location(i);
           else vectpeak(i)=0;
           end
       end
    elseif prelimtroughs(i)==1;
        if i>prevpeakloc;
            ratio=x(i)/x(prevpeakloc);
            if ratio<troughcutoff;
                 vecttrough(i)=1;
                 prevtroughloc=location(i);
            else vecttrough(i)=0;
            end
        end
    else
        vectpeak(i)=0;
        vecttrough(i)=0;
    end
end

% Now from the final peaks and troughs, we now write the matrix of the
% peaks and troughs of the exchange rate series.
xpeaks=find(vectpeak);
xtroughs=find(vecttrough);
end

然而，现在的问题是，对于不同的列，我最终会得到不同大小的向量。我想知道的是，我该怎么做？我有 20 个用户创建的函数，对于每个函数，我需要运行 5000 x 10000 矩阵中的每一列。

我的一个朋友建议我编写一个函数来获取矩阵的第 n 列，然后将其作为向量返回，然后针对该结果向量运行矩阵的每个函数。还有其他想法吗？其实，老实说，我不知道怎么写他建议的那个函数。谢谢！

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1 回答 1

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如果输出是不同大小的向量，那么您不能将它们全部存储在一个数值数组中，除非该数组是一个巨大的长行（列）向量，输出向量水平（垂直）堆叠。

因此，我建议使用元胞数组来存储输出。将元胞数组的第一行用于峰，将第二行用于波谷。例如：

NumCol = 10000
YourMatrix = randn(5000, NumCol);
YourCellArrayOutput = cell(2, NumCol);
for m = 1:NumCol
    [CurPeaks, CurTroughs] = peaktrough(YourMatrix(:, m), cutoff);
    YourCellArrayOutput{1, m} = CurPeaks;
    YourCellArrayOutput{2, m} = CurTroughs;
end

请注意，我使用花括号{}而不是(). 在此处和此处阅读有关此内容。

像我在这里一样构建你的输出，你需要一个单元格数组来处理你在矩阵上运行的每个函数。我认为考虑到应用程序（技术分析），这可能是最有意义的。

于 2012-10-19T01:27:30.297 回答