MATLAB: Is there a way of getting this done more efficiently

filterfor loopif statement

I have the following code and it is taking a very long time to go through it… I dont think its an infinite loop but it is as follows:
    Y = zeros(1069,30658);
    D1 = LagOp({0,1,1,1},'Lags',[0,1,2,1]);
    for n = 2:30658;
        for j = 2:1063
            if filter(D1,Ret((D1.Degree + j),n),'Initial',Ret(2:D1.Degree,n)) < 0;
                Y(j+1,n) = -1*Ret(j+1,n);
            else
                Y(j+1,n)=Ret(j+1,n) ;
            end
        end
    end
Basically I want to flip the sign of the current element in the matrix if the previous 3 elements before it add up to being less than 0. Otherwise to leave it alone. Could it be the … else statement causing the trouble here ?
Thanks,

Best Answer

Without taking lags into account,
Y(:,n) = Ret(:,n);
t = conv(Y(:,n), [1 1 1], 'valid');
mask = [false(3,1); t(1:end-1)<0];
Y(mask,n) = -Y(mask,n);
This version uses the original values in each step of the calculation, not the potentially-flipped values.
To do everything at once,
t = conv(Ret, [1 1 1].', 'valid');
mask = [false(3, size(Ret,2)); t(1:end-1,:) < 0];
Y = Ret;
Y(mask) = -Y(mask);
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