MATLAB: Define the 1/K strategy

investment; strategy;

Hi, I have a matrix
B =
       0     9     7     0     0
       0     9     7     6     0
       0     2     7     6     0
       8     0     4     2     0
rows represent time series and columns represent assets. In each row ( time) I need to get a strategy which allocates 1 equally to assets that do not equal zero. The results for the strategy s should =[0 1/2 1/2 0 0; 0 1/3 1/3 1/3 0;0 1/3 1/3 1/3 0;1/3 0 1/3 1/3 0]. My code is as follows but I am looking for a more efficient solution. Thank you.
weight=zeros(4,5);
  for r=1:4
      countzero=0;
      index=[];
      for c=1:5
          if B(r,c)==0
              weight(r,c)=0;
          else countzero=countzero+1;
              index=[index,c];
          end
      end
        weight(r,index)=1/countzero;
    end

Best Answer

Learn to think in terms of matrices, and operations on them. Finally, learn to use tools like bsxfun, which helps greatly on these problems.
You want to create a new matrix, with zero where you have zeros, and 1 over the number of non-zeros in that row of your array.
W = (B ~= 0);
W = bsxfun(@rdivide,W,sum(W,2));
W =
            0          0.5          0.5            0            0
            0      0.33333      0.33333      0.33333            0
            0      0.33333      0.33333      0.33333            0
      0.33333            0      0.33333      0.33333            0
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