Zscore array subset

I am calculating a simple zscore, across my rows for a matrix. What I want to return, in ONE line of code, is just the last column of zscores. In other wordse I am using the code below where I would like a zscore for today, based off a trailing 252 day period. What I get with the function to the right of the equals sign is the full matrix of zscores of Nrows X 252 columns.

c=252;
SP_Zscores(:,c) = zscore(SP_MovAvg(:,c-251:c),1,2);

Thanks for the help, Brian

Answer 1

[Oleg Komarov]

You won't be able to use zscore in a one-liner:

"Z = zscore(X) returns a centered, scaled version of X, the same size as X"

Doing it manually:

(SP_MovAvg(:,c) - mean(SP_MovAvg(:,c-251:c),2))./std(SP_MovAvg(:,c-251:c),1,2)

[Brian]

What does the period do right before the division sign? I see that it trims the data set to one column but why?

Thanks a lot,

Brian

[Oleg Komarov]

The last column only is normalized, i.e. SP_MovAvg(:,c).

The ./ is the elementwise division (see the help for details).