Reshape Cell to Matrix

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Brian
Brian on 21 Dec 2011
I'm receiving a very large quantity of data in a table like format with only 3 columns (Ticker, Return, Date). What I end up with are thousands of instances of the same date and ticker which becomes very inefficient for Matlab to utilize in calculations. I'd like a matrix with Tickers across the columns and dates down the rows. The trick is that not all tickers have a Return for every date so I can't just reshape the matrix based on a unique count of tickers and dates. Does anyone have any idea how to go about doing this? Here's an example of what I'm looking for.
Initial Format
IBM,1.01,1
IBM,1.04,2
IBM,1.06,3
GOOG,.99,1
GOOG,.98,2
AAPL,1,1
AAPL,1.1,2
AAPL,.99,3
Matrix Format below. Where Dates and Tickers would likely be separate arrays. This example should copy to Excel and make it more clear
,AAPL,GOOG,IBM
1,1,99,1.01
2,1.1,.98,1.04
3,.99,Nan,1.06

Accepted Answer

Andrei Bobrov
Andrei Bobrov on 22 Dec 2011
EDIT [13:20MSK 23.12.2011]
data = {'IBM',1.01,1
'IBM',1.04,2
'IBM',1.06,3
'GOOG',.99,1
'GOOG',.98,2
'AAPL',1,1
'AAPL',1.1,2
'AAPL',.99,3};
[a,b,b] = unique(data(:,1));
d23 = cell2mat(data(:,2:3));
N = max(d23(:,2));
outdata = accumarray([d23(:,2),b],d23(:,1),[N numel(a)],[],NaN)
out = [{'Name'} a';num2cell([(1:N)',outdata])]
OR
out = [{'Name'},a';...
num2cell((1:N)'),accumarray([d23(:,2),b],d23(:,1),[N numel(a)],@(x){x},{NaN})];
small corrected in [N numel(a)]
  4 Comments
Brian
Brian on 27 Dec 2011
So I'm having an issue adjusting this function to work with my actual dataset and it may be because I still don't understand the function quite right.
My actual dataset format is as follows....
data = {'06/03/2011','00163T10'
'06/06/2011','00163T10'
'06/07/2011','00163T10'
'06/03/2011','ABCDEFGH'
'06/06/2011','ABCDEFGH'
'06/07/2011','ABCDEFGH'
'06/03/2011','ABCDWXYZ'
'06/06/2011','ABCDWXYZ'};
How would I go about using the arguments above with a dataset in this format. Ultimately, I am attempting to create a logical matrix of whether the ticker was in or out (1 or 0) for each given day.

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