Zscore array subset

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Brian
Brian on 4 Apr 2012
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

Accepted Answer

Oleg Komarov
Oleg Komarov on 4 Apr 2012
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)
  2 Comments
Oleg Komarov
Oleg Komarov on 4 Apr 2012
The last column only is normalized, i.e. SP_MovAvg(:,c).
The ./ is the elementwise division (see the help for details).

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