in Matlab, I want to define a Matrix A showing portfolio weights over a number of time periods N. Each period has one column in the matrix, so it needs to have N columns, and I need to code this elegantly. So what I want is, for example if N=3:
A=[w(1),w(2),w(3)]The vectors w(j) will already have been defined. I tried something like
A=@(N)([w(1):w(N)])But it didn't work, and I have no idea how to reach it.
$\endgroup$ 41 Answer
$\begingroup$If each $w(i)$ is stored as a function, there is no elegant way to build your matrix $A$ without a for loop.
Given: N M - number of elements in each w(j)
A = zeros(M,N);
for i =1:N A(:,i) = w(i);
end
