Running script for different datafiles consecutively

My script is:

clc;
clear;

% Import data
% PD: probability of default
% CM: covariance matrix
% DT: default threshold

PD = xlsread('Book1.xlsx','PD');
CM = xlsread('Book1.xlsx','COV');
DT = xlsread('Book1.xlsx','DT');

Original_PD = PD;                       %Store original PD
LM_rows = size(PD,1)+1;                 %Expected LM rows
LM_columns = size(PD,2);                 %Expected LM columns
LM_FINAL = zeros(LM_rows,LM_columns);    %Dimensions of LM_FINAL

for i = 1:size(PD,2)
    PD = Original_PD(:,i);
    options = optimset('Display','iter');
    x0 = zeros(size(PD,1)+1,1);
    [LM,fval,exitflag] = fsolve(@(x)ConstLM(x,PD,CM,DT), x0, options);
    LM_FINAL(:,i) = LM;
end

Now I have many datafiles, namely:

Book1.xlsx

Book2.xlsx

...

Book100.xlsx

Currently I am running the script manually for each Book, how can I run let it run automatically for all 100 Book's?

The final result I am after is the LM_FINAL variable which is a 3x1348 matrix of values. When automated for 100 Book's, I will end up with 100 sets of 3x1348 matrix of values, ie, 300x1348 matrix of values. I would like to display this entire 300x1348 matrix of values in one variable called LM_FINAL_ALL.

Lastly, if required, an example of my datafile Book1 (excel file) can be found here: https://www.dropbox.com/s/bf16cpi6532ze1j/Book1.xlsx

Many thanks. If I am unclear please let me know and I will try explain further.

Answer 1

[Mathurin]

clear;
options = optimset('Display','iter');
for i=1:100
    dataFile = ['Book' num2str(i) '.xlsx'];
    PD = xlsread(dataFile,'PD');
    CM = xlsread(dataFile,'COV');
    DT = xlsread(dataFile,'DT');
    Original_PD = PD;                       %Store original PD
    LM_rows = size(PD,1)+1;                 %Expected LM rows
    LM_columns = size(PD,2);                 %Expected LM columns
    LM_FINAL = zeros(LM_rows,LM_columns);    %Dimensions of LM_FINAL
    for j = 1:size(PD,2)
        PD = Original_PD(:,j);
        x0 = zeros(size(PD,1)+1,1);
        [LM_FINAL(:,j),fval,exitflag] = fsolve(@(x)ConstLM(x,PD,CM,DT), x0, options);
    end
    LM_FINAL_All{i} = LM_FINAL;
end

[sittmo]

Hi Mathurin, thank you, this is almost what I was looking for. However, the variable LM_FINAL_All contains 1x10 cells, but I have to click on each cell to view the actual values. Is there a way to not have cells but rather 300x1348 of values?

Answer 2

[Alan Weiss]

One more bit of advice: don't use optimset in the loop. Initialize your options before running the loop, calling optimset just once. This could save you a bit of time.

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 3

[Ilham Hardy]

• clear clc and clear part from your script
• You need another for loop encapsulating your current script
• Use fprintf to dynamically change your excel file names inside the script
• Use cell for LM_FINAL_ALL parameter

That's bassically it.

[sittmo]

Thanks for the hints llham, however I am extremely new to MATLAB and still trying to learn the basic coding structure. I know I need to create an outer loop that loops through each of my datafiles but I am not sure how to do so (such as using fprintf), could you please show me? Thanks.

Answer 4

[Mathurin]

clear; options = optimset('Display','iter'); for i=1:100 dataFile = ['Book' num2str(i) '.xlsx']; PD = xlsread(dataFile,'PD'); CM = xlsread(dataFile,'COV'); DT = xlsread(dataFile,'DT'); Original_PD = PD; %Store original PD LM_rows = size(PD,1)+1; %Expected LM rows LM_columns = size(PD,2); %Expected LM columns LM_FINAL = zeros(LM_rows,LM_columns); %Dimensions of LM_FINAL for j = 1:size(PD,2) PD = Original_PD(:,j); x0 = zeros(size(PD,1)+1,1); [LM_FINAL(:,j),fval,exitflag] = fsolve(@(x)ConstLM(x,PD,CM,DT), x0, options); end LM_FINAL_All{i} = LM_FINAL; end