using varfun on a timetable with subscripts?

Is it possible to use varfun on a timtable and include subscripts?

Say I have a large timetable of stock prices and wanted to do a simple caluclation on each price element, but the caluclation requires previous elements, is this possible using varfun?

Ideally I want a timetable returned which is why I do not want to use subscripting as it will only return a matrix.

As a simple example, say I wanted the difference between each element and its previous element, using subscript: stocks{2:end, :} - stocks{1: end -1, : }, but I lose the date index as a result. Is there a way to do this in varfun using an anonymous function?

Answer 1

[J. Alex Lee]

first of all, your operation looks like a "diff", no subscripts (for rows, i.e., timestamps) necessary

second, you will be deficient by 1 row of data after that operation, so how do you expect the result to assigned to timestamps?

third, do you want to append data to your table, or create a new table (with one fewer row)?

stocks = % a timetable with all variables numeric values

VarNames = string(stocks.Properties.VariableNames);

% add fields
for i = 1:numel(VarNames)
    var = VarNames(i);
    % assign difference to the later timestamp
    stocks.(var+"_diff") = [nan;diff(stocks.(var))];
    % assign difference to the earlier timestamp
    % stocks.(var+"_diff") = [diff(stocks.(var));nan];
end

% shortcut to create a new table with correct timestamps and variables
stocks_diff = stocks(2:end,:); % assign difference to later timestamp
% stocks_diff = stocks(1:end-1,:); % assign difference to earlier timestamp
for i = 1:numel(VarNames)
    var = VarNames(i);
    % inplace replacement
    stocks.(var) = diff(stocks.(var));
end