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I'm using a for loop to create a new random variable X with range [0 1], I want the forloop to ignore values above 1 and iterate untill all the values are in range.

Asked by Fredrik Slungård on 24 Feb 2015
Latest activity Edited by Sean de Wolski
on 25 Feb 2015
clc; clear all; close all;
n = 200; % Number of iteration
ro = 0.75; % Correlation factor
X = zeros(1,n);
x = zeros(1,n);
for ii = 1:n
x = rand(1,ii);
y = rand(1,ii);
X = x*ro+y*sqrt(1-ro^2);
if X > 1 % If X > 1 start iteration no. ii again until X is below 1
ii = ii - 1;
end
end
plot(x,X,'+')

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4 Answers

Answer by Niels
on 25 Feb 2015
Edited by Niels
on 25 Feb 2015
 Accepted Answer

Change your for-loop to a while-loop if you want to keep looping. I also believe that you stored your data incorrectly, as x, y and X were not stored at every time step, while your random number generation grows larger for every iteration ii...
clc; clear all; close all;
n = 200; % Number of iteration
ro = 0.75; % Correlation factor
X = zeros(1,n);
x = zeros(1,n);
y = zeros(1,n);
ii = 1;
while (ii <= n)
x(ii) = rand();
y(ii) = rand();
X(ii) = x(ii)*ro+y(ii)*sqrt(1-ro^2);
if (X(ii) <= 1) % Don't increment if X > 1.
ii = ii + 1;
end
end
figure, plot(x,X,'+')

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Answer by Joseph Cheng
on 24 Feb 2015

you'd want to use "continue" to skip the iteration.
for ind =1:5
if ind==3
continue
else
disp(ind)
end

  1 Comment

Sorry for taking so long answering, as I'm relative new to Matlab I've never used the continue function. But I don't want to skip the iteration, only redo iteration no. i if X > 1, and I still get about 30 values where X > 1.
clc; clear all; close all;
n = 200;
ro = 0.75;
X = zeros(1,n);
x = zeros(1,n);
for ii = 1:n
x = rand(1,ii);
y = rand(1,ii);
X = x*ro+y*sqrt(1-ro^2);
if X > 1;
continue
else
disp(X)
end
end
plot(x,X,'+')

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Answer by Sean de Wolski
on 24 Feb 2015

Why not just only generate random values that meet your criteria? Here's an example:
% Solve for x
syms x ro y
X = x*ro+y*sqrt(1-ro^2);
xx = solve(X,x)
% Plug in values
yval = -0.1;
roval = 0.3;
xmax = double(subs(xx,{y, ro},{yval,roval}));
% Generate only random numbers that meet criteria
xrand = rand(100,1)./xmax;
% Create X
Xfinal = xrand.*roval+yval*sqrt(1-roval^2);
% Check all X < 1
assert(all(Xfinal < 1))

  1 Comment

Thank you for quick answer! As this is only a small part of a greater script, I think it would be better suited using a forloop in this particular case.

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Answer by Roger Stafford on 25 Feb 2015
Edited by Sean de Wolski
on 25 Feb 2015

I am guessing that what you actually want is the following. It will give you 200 values in X which are all less than or equal to 1.
X = zeros(1,n);
x = zeros(1,n);
for ii = 1:n
b = true;
while b
t1 = rand;
t2 = t1*ro+rand*sqrt(1-ro^2);
b = t2 > 1;
end
X(ii) = t2;
x(ii) = t1;
end
plot(x,X,'+')

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