In an assignment A(:) = B, the number of elements in A and B must be the same.

2 Ansichten (letzte 30 Tage)
My problem here is that if I were to run the following code without the for loop and a fixed value for rtemp, then the variable ExpectedReturn is a 1x1 double.
ExpectedReturn = zeros(size(r));
for i = 1:size(r)
Rtemp = r(i);
b = ones(25,1).*(Rtemp*C);
b = [b;C];
[xLP,FVAL,EXITFLAG]=linprog(f,A,b,Aeq,beq,LB,UB,[],options);
ExpectedReturn(i)=-1*round(FVAL/0.01)*0.01;
end
However, if I were to run it as is, with the value of rtemp varying, I get this error:
In an assignment A(:) = B, the number of elements in A and B must be the same.
Error in PortfolioOpt (line 54)
ExpectedReturn(i)=-1*round(FVAL/0.01)*0.01;
Since I am storing a 1x1 double in ExpectedReturn(i), why does it say the dimensions don't match?

Antworten (1)

Ahmet Cecen
Ahmet Cecen am 24 Apr. 2018
Just convert that to:
ExpectedReturn = cell(size(r));
%...
ExpectedReturn{i}=-1*round(FVAL/0.01)*0.01;
and let it run, then you can come back and see why this is happening. I can't really suggest anything more without seeing a code I can run directly.
  7 Kommentare
Gengxuan Shang
Gengxuan Shang am 26 Apr. 2018
Bearbeitet: Gengxuan Shang am 26 Apr. 2018
@Ahmet Cecen ExpectedReturn should be a 1x1 double, not sure why but sometimes it outputs an empty vector.
Gengxuan Shang
Gengxuan Shang am 26 Apr. 2018
Bearbeitet: Gengxuan Shang am 26 Apr. 2018
@Dennis Thank you so much! It outputs things now. Could you explain why this might be? As far as I know, wouldn't size() normally work for a vector without the second argument?

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