Create a Vector based on the Value of another Vector

Hi,

i have an issue at creating a vector based on the values of another vector. For the sake of abetter understanding, I post here the code which I would like to edit. I have all of my data. I am rettrieving data from an excel file where they are listed along columns and reflect data on different values, based on the value of PERMNO. At one point in the column, the value of PERMNO changes. So I would also like to define different variables Date and Price depending on the value of PERMNO as of the following:

 [data, Mname,raw] =xlsread('trial.xlsx','trial','A1:C3309');   
 save('bubble.mat','raw');

load('bubble.mat');
data    =   raw;
permno  =   cell2mat(data(2:end,1));
date    =   datenum(cell2mat(data(2:end,2)),'dd/mm/yyyy');
price   =   cell2mat(data(2:end,3));

Any suggestion on how this can be achieved?

[Ankit]

What is your problem? Are you getting any error ?

[Riccardo Della Villa]

I am not getting errors, I am just wondering how this can be implemented in an automated manner, without the need to continuously create vectors depending on the PERMNO value.

this is what I have tried to do, but it is definitely not efficient:

 [data, Mname,raw] =xlsread('trial.xlsx','trial','A1:C3309');   
 save('bubble.mat','raw');

load('bubble.mat');
data    =   raw;
permno  =   cell2mat(data(2:end,1));
date    =   datenum(cell2mat(data(2:end,2)),'dd/mm/yyyy');
price   =   cell2mat(data(2:end,3));

A = [permno date price];
date1   = date(permno == 93434);
price1  = price(permno == 93434);
date2   = date(permno == 93436);
price2  = price(permno == 93436);

My goal is to create a series of vectors like what I have called date1 price 1 date2 price 2, but automating them depending on the PERMNO value.

[Ankit]

you can create based on some conditions? But you want to create the price and date vectors based on certain conditions right? Is it possible to tell how your data looks like (size, values etc)?

Answer 1

[Voss]

u_permno = unique(permno);
N = numel(u_permno);

date_vectors = cell(1,N);
price_vectors = cell(1,N);

for ii = 1:N
    idx = permno == u_permno(ii);
    date_vectors{ii} = date(idx);
    price_vectors{ii} = price(idx);
end

[Riccardo Della Villa]

Thanks, this works. Once I have defined the price_vectors {ii} can I further perform other operations, let's say on vector y = price_vectors{ii}?

[Voss]

Absolutely. For instance, if you want to find the average price when permo == 93434, you could say:

idx = find(u_permno == 93434);
avg_price = mean(price_vectors{idx});

Or equivalently but more concisely:

avg_price = mean(price_vectors{u_permno == 93434});

Of course, you don't need to have created the price_vectors for that, because you can just operate on the original variables:

avg_price = mean(price(permno == 93434));