MATLAB: How to prevent overwriting in loop

for loop

Hi, I have the following loop. Does anyone know how to avoid the output to be overwritten in each iteration, and instead get x1, x2, …, x5 as output?
    N=5
    T=5
    for n=1:N
        x=NaN*ones(T,1)
        c=0.3
        sigma=1
        rho=0.98
        x(1)=c/(1-rho)
        for t=1:T
            x(t+1)=c+rho*x(t)+sigma*randn(1)
        end
    end

Best Answer

You can move a lot of that outside of your loop as a first step as follows ( never define constants in a loop ):
N = 5;
T = 5;
c = 0.3;
sigma = 1;
rho = 0.98;
x = NaN(T,1);
x(1) = c / ( 1 - rho );
for t = 1:T
   x(t+1) = c+rho*x(t)+sigma*randn(1);
end
That is not the equivalent of what you did though because it isn't obvious what you are trying to do in the outer loop once all the constants get moved outside the loop.
If you want a 2-d array then you can, as a second step, create something like:
x = NaN(T,N);
randvals = randn(T-1,N);
x(1,:) = c / ( 1 - rho );
x(2:T,:) = c + rho * x(1,1) + sigma * randvals;
instead using a vectorised approach instead of a loop.
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