How can you include indices in a function of a discrete process?

Hey everybody,

I am working on a assignment and am new to Matlab. I first made the following for loop:

>> for j=2:10 r(1)=.035 kappa=.3; theta=.03; sigma=.1; deltat=1;

     r(j)=r(j-1)+kappa*(theta-r(j-1))*deltat+sigma*normrnd(0,1)*sqrt(deltat);

end

this gives me an autoregressive discrete proces. Now I want to have a function of the values of the vector r. For example if I compute

j=1:10

s=2.*r(j)

 everything goes well. For my purposes however, I need to include the index itself in the function, for example

j=1:10

s=2.*r(j)+j.

Now there is an error

??? Error using ==> plus Matrix dimensions must agree.

Can anyone help me out??? Thanks very very much beforehand :)

Regards,

James

Answer 1

[José-Luis]

 j=1:10;

j is a row vector.

 s = 2.*r(j)+j;

You are trying to add a scalar to a row vector. No can do. You can however add two vectors of the same size:

 s = 2.*r + j;

[James van Viersen]

Thank you for your response. I see you what you mean. But how can I adjust it such that for example

s(1)=2*r(1)*exp(r(1)+2)

s(2)=2*r(2)*exp(r(2)+2)

i.e.

s(i)=2*r(i)*exp(r(i)+i) for example?

regards

[José-Luis]

s=2.*r.*exp(r+(1:size(r,1)));

If r is a column vector.

s=2.*r.*exp(r+(1:size(r,2)));

If r is a row vector.

 s=2.*r.*exp(r+(1:numel(r)));

More general.

And if r is a matrix you can use Andrei's suggestion, assuming your data is ordered by column:

 s = 2 .* r .* exp(r,reshape(1:numel(r),size(r)));

Answer 2

[Andrei Bobrov]

r([1,10])=[.035, 0]; kappa=.3; theta=.03; sigma=.1; deltat=1;
for j1=2:10
    r(j1)=r(j1-1)+kappa*(theta-r(j1-1))*deltat+sigma*normrnd(0,1)*sqrt(deltat);
end

s1 = 2*r;

s2 = 2*r + reshape(1:numel(r),size(r));