Problem with a rolling regression programme please help
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Andrew Wileman
on 8 Jan 2015
Commented: Star Strider
on 8 Jan 2015
Hi,
I'm new to Matlab and was wondering if anyone may be able to help with a program I'm writing as I have seem to have hit a stumbling block. I'm trying to write a program that will will move along a data set using a window, at each increment, the program calls the function exp1fit, which calculates the regression coefficients for the exponential A and B within the window. Therefore a exponential function that fits the data in the window will be produced. The problem is getting the moving window to work (this is adapted from wreg code by Léon Bueckins), it keeps coming up with a 'Index exceeds matrix dimensions' warning and I can't seem to resolve it. I was wondering please, if anyone had any ideas.
Thanks, Andy
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Accepted Answer
Star Strider
on 8 Jan 2015
One way to deal with that sort of problem is to use the minimum of s+window_length-1 and length(x).
Change the references to:
x(s:min(s+window_length-1, length(x)),:),y(s:min(s+window_length-1, length(y)),:)
and see if that makes a difference. (I didn’t test this specifically, but I’ve used it successfully in the past.) The idea is that it will use the shortest of the two options, so if all goes well, you will not read beyond the ends of your variable vectors. You can make that a bit more efficient by creating a separate index range:
idxrng = s:min(s+window_length-1, length(x));
and then just referring to it in your ‘x’ and ‘y’ subscripts. It looks like the author was attempting to do that by calculating ‘stoppingpoint’, but for some reason, it’s not working as it should.
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