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

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?

Answer 1

[Ahmet Cecen]

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.

[Gengxuan Shang]

Thanks a lot for this answer! Now it actually does something. For some reason now the resulting cell has only 1 field with a double, and for the rest there is an empty vector....would you happen to have any idea why that might be? This is the same code in context:

 R = -0.1:0.001:0.05;
N=10;
T=25;
C=1000;
f = -yBar;
A = -training;
A = [A;ones(1,10)];
Aeq = zeros(1,10);
beq = zeros(1,1);
LB = 0;
UB = 0.5*C;
options = optimset('Display','off');
b = zeros(26,1);
ExpectedReturn = cell(size(R));

 for j = 1:size(R)
    Rtemp = R(j);

    b(1:25,1) = -(Rtemp*C);
    b(26,1) = C;

    [xLP,FVAL,EXITFLAG]=linprog(f,A,b,Aeq,beq,LB,UB,[],options);
    ExpectedReturn{i}=-1*round(FVAL/0.01)*0.01;  %report to two decimal places
end 

[Dennis]

your loop index is called j your cell index i

[Gengxuan Shang]

Oh, thanks! Sorry, didn't realise. I fixed it but the problem is still there...

[Ahmet Cecen]

What does ExpectedReturn look like?

[Dennis]

try

for j=1:size(R,2)

[Gengxuan Shang]

@Ahmet Cecen ExpectedReturn should be a 1x1 double, not sure why but sometimes it outputs an empty vector.

[Gengxuan Shang]

@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?