matlab - Converting mixed empty/non-empty cells into a numeric matrix -


i working on code extract ar(1)-garch(1) parameter, estimated using ar(1)-gjr(1,1) model individual matrices can use them variables in calculations. have 16 time series variables, combine code loop in following way: 

for i=1:nindices aa_arch(:,i) = cell2mat(fit{i}.variance.arch)'; end;

my problem variables no aa_arch(:,i) dimension lower nindices. naturally, when try export estimates in loop specified dimension of (:,i) , nindices matlab reports dimension mismatch. tell matlab replace nan 0 instead of leaving spot empty able produce (1,nindices) matrix aa_arch.

i thought of this: 

fit{i}.variance.leverage(isnan(fit{i}.variance.leverage))=0

but wasn't able combine part previous code.

i happy hints!

best, carolin

update:

here runnable version of code produces problem. notice code produces dimension mismatch error because there no arch , garch estimate in fit.gjr(1,1) time series 1. these missing values have 0 placeholder in extracted matrix. 

returns = randn(2,750)';   t       = size(returns,1); nindices = 2;   model     = arima('ar', nan, 'variance', gjr(1,1)); residuals = nan(t, nindices);     variances = nan(t, nindices); fit       = cell(nindices,1);  options   = optimset('fmincon'); options   = optimset(options, 'display'  , 'off', 'diagnostics', 'off', ...                               'algorithm', 'sqp', 'tolcon'     , 1e-7);  = 1:nindices     fit{i} = estimate(model, returns(:,i), 'print', false, 'options', options);     [residuals(:,i), variances(:,i)] = infer(fit{i}, returns(:,i)); end  i=1:nindices aa_beta(:,i) = cell2mat(fit{i}.ar)'; aa_garch(:,i) = cell2mat(fit{i}.variance.garch)'; aa_arch(:,i) = cell2mat(fit{i}.variance.arch)'; aa_leverage(:,i) = cell2mat(fit{i}.variance.leverage)'; end;

i have general things code, first solution problem:

you can put simple if/else structure in loop handle case of empty array:

for ind1=1:nindices     aa_beta(:,ind1) = cell2mat(fit{ind1}.ar)'; %//'     %// garch         if isempty(cell2mat(fit{ind1}.variance.garch)') %//'         aa_garch(1,ind1) = 0;     else         aa_garch(:,ind1) = cell2mat(fit{ind1}.variance.garch)'; %//'     end     %// arch (same exact code, should exported function)     if isempty(cell2mat(fit{ind1}.variance.arch)') %//'         aa_arch(1,ind1) = 0;     else         aa_arch(:,ind1) = cell2mat(fit{ind1}.variance.arch)'; %//'     end     aa_leverage(:,ind1) = cell2mat(fit{ind1}.variance.leverage)'; %//' end;

side note: tried this: soz = @(a)isempty(a)*0+~isempty(a)*a; inline replacement if/else, turns out matlab doesn't handle [] + 0 way wanted (it results in [] instead of 0; unlike other languages js).

as other things have say:

  • i firm supporter of notion 1 shouldn't use i,j loop indices, may cause compatibility problems in cases complex numbers involved (e.g. if loop index i 1*i refers loop index instead of square root of -1).
  • part of problem arrays writing weren't preallocated - means correct datatype unknown matlab @ time of creation. besides obvious performance hit entails, result in errors 1 encountered here. if, example, used cells aa_beta etc. contain empty values, later replace whichever placeholder heart desired using combination of cellfun , isempty. bottom line: lint (aka colorful square on top right of editor window) friend - don't ignore :)

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