Is it possible to access files on my Matlab Drive from matlab code in ThingSpeak Analysis App?
I know we can do this on Matlab Online but it seems the same code does not work on ThingSpeak analysis App.
ThanksIs it possible to access files on my Matlab Drive from matlab code in ThingSpeak Analysis App?
I know we can do this on Matlab Online but it seems the same code does not work on ThingSpeak analysis App.
Thanks Is it possible to access files on my Matlab Drive from matlab code in ThingSpeak Analysis App?
I know we can do this on Matlab Online but it seems the same code does not work on ThingSpeak analysis App.
Thanks thingspeak, matlab drive, analysis app MATLAB Answers — New Questions

​

I want to remove the vertical line in the Matlab editor window. Please help me someone.I want to remove the vertical line in the Matlab editor window. Please help me someone. I want to remove the vertical line in the Matlab editor window. Please help me someone. matlab, editor MATLAB Answers — New Questions

​

I have 3 signals for a SCARA robot. I want to input a step input for these 3 signals in the Signal Editor. How should I enter the time and data inputs in the Signal Editor?

x=[1.412,0.8696,1.412,1.412,1.821,1.545,1.8312.382,1.412]
y=[-3.142,-2.088,-3.142.-3.142,-3.142,-2.31,-3.142,-3.142,-3.142]
z=[-0.086,-0.086,-0.086,-0.186,-0.186,-0.186,-0.186,-0.386,-0.086]
t=[0,1,1.5,2,3,4,4.5,5,6]I have 3 signals for a SCARA robot. I want to input a step input for these 3 signals in the Signal Editor. How should I enter the time and data inputs in the Signal Editor?

x=[1.412,0.8696,1.412,1.412,1.821,1.545,1.8312.382,1.412]
y=[-3.142,-2.088,-3.142.-3.142,-3.142,-2.31,-3.142,-3.142,-3.142]
z=[-0.086,-0.086,-0.086,-0.186,-0.186,-0.186,-0.186,-0.386,-0.086]
t=[0,1,1.5,2,3,4,4.5,5,6] I have 3 signals for a SCARA robot. I want to input a step input for these 3 signals in the Signal Editor. How should I enter the time and data inputs in the Signal Editor?

x=[1.412,0.8696,1.412,1.412,1.821,1.545,1.8312.382,1.412]
y=[-3.142,-2.088,-3.142.-3.142,-3.142,-2.31,-3.142,-3.142,-3.142]
z=[-0.086,-0.086,-0.086,-0.186,-0.186,-0.186,-0.186,-0.386,-0.086]
t=[0,1,1.5,2,3,4,4.5,5,6] step input signal MATLAB Answers — New Questions

​

Hey everybody,
I am new to Matlab. I have recently used quadprog for the standard mean-variance model to optimise a portfolio.
I want to try several models and am currently trying to model the linear program -> mean / mean absolute deviation.
Mathematically speaking :

[URL=http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html][IMG]http://www10.pic-upload.de/thumb/05.08.13/3hz1okoiiv24.png[/IMG][/URL]

in case that didn’t work :

http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html

S = 872 observations I have for 9 stocks.
delta is the target return.

% This script will calculate and plot the efficient frontier for a
% mean – mean absolute deviation model in the Konno context.

% Take sample ‘Sample’ and calculate the mad -> transpose PeriodMAD
% and store variable in the workspace

PeriodMAD = mad(Sample);
PeriodMAD = PeriodMAD’;

assignin(‘base’,’PeriodMAD’,PeriodMAD);

% get number of Assets ( i am using 9 stocks)

nAssets = numel(PeriodMAD);

% Set the first targetreturn

targetreturn = 0.000001;

% Not sure if that is right -> allow none of the MAD values to lower than
% 0

nonnegativityMAD = zeros(nAssets, 1);

% Conformity with the linproq notation

f = PeriodMAD;

% Set some restrictions -> as shown in the graphic I have provided. NOt
% sure if I set them up correctly to be honest.
% PeriodDeviations includes nothing more than Observation at time(i) –
% mean of the asset (PeriodDeviations -> (9,1) vector)
% PeriodReturns -> ln returns for the observations 782 -> vector (9,1)

Aeq = [ PeriodDeviations
-PeriodDeviations
-PeriodMAD
-PeriodReturns ];

Beq = [ PeriodMAD
-PeriodMAD
nonnegativityMAD
-targetreturn];

% Set lower and upper boundaries for the weights -> 0<= x <= 1

lb = zeros(nAssets,1);
ub = ones(nAssets, 1);

% Copied that line from the quadprog example given on the internet
% changed interior-point-convex to interior-point

options = optimset(‘Algorithm’,’interior-point’);
options = optimset(options,’Display’,’iter’,’TolFun’,1e-10);

for i=1:100000;

x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

% Not sure if that is correct. Store respective mean in Output(1,i)
% do the same for the portfolio MAD -> is that correct?
% This is a modified "Sharpe- Ratio" or Konno Ratio. the quotient of
% the former two variables
% Finally store the weights x in Output as well -> 9 variables
% therefore Output(5,i) to Output(13,i)

Output(1,i) = x’ * PeriodReturns;
Output(2,i) = x’ * PeriodMAD;
Output(3,i) = (Output(1,i)/Output(2,i));

Output(5,i) = x(1,1);
Output(6,i) = x(2,1);
Output(7,i) = x(3,1);
Output(8,i) = x(4,1);
Output(9,i) = x(5,1);
Output(10,i) = x(6,1);
Output(11,i) = x(7,1);
Output(12,i) = x(8,1);
Output(13,i) = x(9,1);

% now increment targetreturn -> repeat the entire process as long as
% linprog finds a solutions (converges to a solution) otherwise
% stop/break

targetreturn = targetreturn + 0.000001;

if(exitflag == 1)

continue

else

break

end

end

% Find highest KonnoRatio – Quotient of Returns/Risk stored as
% maxKonnoRatio then find position in Output

maxKonnoRatio = max(Output(3,:));

[row col] = find(maxKonnoRatio == Output(3,:));

% finally create and display an array that contains all the information
% for the optimal allocation.

OptimalAll = [ Output(1,col)
Output(2,col)
Output(3,col)
0
Output(5,col)
Output(6,col)
Output(7,col)
Output(8,col)
Output(9,col) ]

% and hopefully draw the efficient frontier

plot(Output(2,i),Output(1,i))

I am stuck. I have modified so much stuff already and I keep getting error messages. currently this is the most recent one :

EDU>> MAD
Error using linprog (line 231)
The number of rows in Aeq must be the same as the number of elements of beq.

Error in MAD (line 37)
x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

EDU>> MAD
Error: File: MAD.m Line: 108 Column: 32
Unbalanced or unexpected parenthesis or bracket.

EDU>>

if you could please help me.
Am I at least close to a proper solution ?
Btw. : I will annualise those daily data observations – as soon as I can solve the basic problem.

I would be very grateful for some advice and/or help.
Thank you so much!

DanielHey everybody,
I am new to Matlab. I have recently used quadprog for the standard mean-variance model to optimise a portfolio.
I want to try several models and am currently trying to model the linear program -> mean / mean absolute deviation.
Mathematically speaking :

[URL=http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html][IMG]http://www10.pic-upload.de/thumb/05.08.13/3hz1okoiiv24.png[/IMG][/URL]

in case that didn’t work :

http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html

S = 872 observations I have for 9 stocks.
delta is the target return.

% This script will calculate and plot the efficient frontier for a
% mean – mean absolute deviation model in the Konno context.

% Take sample ‘Sample’ and calculate the mad -> transpose PeriodMAD
% and store variable in the workspace

PeriodMAD = mad(Sample);
PeriodMAD = PeriodMAD’;

assignin(‘base’,’PeriodMAD’,PeriodMAD);

% get number of Assets ( i am using 9 stocks)

nAssets = numel(PeriodMAD);

% Set the first targetreturn

targetreturn = 0.000001;

% Not sure if that is right -> allow none of the MAD values to lower than
% 0

nonnegativityMAD = zeros(nAssets, 1);

% Conformity with the linproq notation

f = PeriodMAD;

% Set some restrictions -> as shown in the graphic I have provided. NOt
% sure if I set them up correctly to be honest.
% PeriodDeviations includes nothing more than Observation at time(i) –
% mean of the asset (PeriodDeviations -> (9,1) vector)
% PeriodReturns -> ln returns for the observations 782 -> vector (9,1)

Aeq = [ PeriodDeviations
-PeriodDeviations
-PeriodMAD
-PeriodReturns ];

Beq = [ PeriodMAD
-PeriodMAD
nonnegativityMAD
-targetreturn];

% Set lower and upper boundaries for the weights -> 0<= x <= 1

lb = zeros(nAssets,1);
ub = ones(nAssets, 1);

% Copied that line from the quadprog example given on the internet
% changed interior-point-convex to interior-point

options = optimset(‘Algorithm’,’interior-point’);
options = optimset(options,’Display’,’iter’,’TolFun’,1e-10);

for i=1:100000;

x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

% Not sure if that is correct. Store respective mean in Output(1,i)
% do the same for the portfolio MAD -> is that correct?
% This is a modified "Sharpe- Ratio" or Konno Ratio. the quotient of
% the former two variables
% Finally store the weights x in Output as well -> 9 variables
% therefore Output(5,i) to Output(13,i)

Output(1,i) = x’ * PeriodReturns;
Output(2,i) = x’ * PeriodMAD;
Output(3,i) = (Output(1,i)/Output(2,i));

Output(5,i) = x(1,1);
Output(6,i) = x(2,1);
Output(7,i) = x(3,1);
Output(8,i) = x(4,1);
Output(9,i) = x(5,1);
Output(10,i) = x(6,1);
Output(11,i) = x(7,1);
Output(12,i) = x(8,1);
Output(13,i) = x(9,1);

% now increment targetreturn -> repeat the entire process as long as
% linprog finds a solutions (converges to a solution) otherwise
% stop/break

targetreturn = targetreturn + 0.000001;

if(exitflag == 1)

continue

else

break

end

end

% Find highest KonnoRatio – Quotient of Returns/Risk stored as
% maxKonnoRatio then find position in Output

maxKonnoRatio = max(Output(3,:));

[row col] = find(maxKonnoRatio == Output(3,:));

% finally create and display an array that contains all the information
% for the optimal allocation.

OptimalAll = [ Output(1,col)
Output(2,col)
Output(3,col)
0
Output(5,col)
Output(6,col)
Output(7,col)
Output(8,col)
Output(9,col) ]

% and hopefully draw the efficient frontier

plot(Output(2,i),Output(1,i))

I am stuck. I have modified so much stuff already and I keep getting error messages. currently this is the most recent one :

EDU>> MAD
Error using linprog (line 231)
The number of rows in Aeq must be the same as the number of elements of beq.

Error in MAD (line 37)
x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

EDU>> MAD
Error: File: MAD.m Line: 108 Column: 32
Unbalanced or unexpected parenthesis or bracket.

EDU>>

if you could please help me.
Am I at least close to a proper solution ?
Btw. : I will annualise those daily data observations – as soon as I can solve the basic problem.

I would be very grateful for some advice and/or help.
Thank you so much!

Daniel Hey everybody,
I am new to Matlab. I have recently used quadprog for the standard mean-variance model to optimise a portfolio.
I want to try several models and am currently trying to model the linear program -> mean / mean absolute deviation.
Mathematically speaking :

[URL=http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html][IMG]http://www10.pic-upload.de/thumb/05.08.13/3hz1okoiiv24.png[/IMG][/URL]

in case that didn’t work :

http://www.pic-upload.de/view-20298258/Screen-Shot-2013-08-05-at-01.05.47.png.html

S = 872 observations I have for 9 stocks.
delta is the target return.

% This script will calculate and plot the efficient frontier for a
% mean – mean absolute deviation model in the Konno context.

% Take sample ‘Sample’ and calculate the mad -> transpose PeriodMAD
% and store variable in the workspace

PeriodMAD = mad(Sample);
PeriodMAD = PeriodMAD’;

assignin(‘base’,’PeriodMAD’,PeriodMAD);

% get number of Assets ( i am using 9 stocks)

nAssets = numel(PeriodMAD);

% Set the first targetreturn

targetreturn = 0.000001;

% Not sure if that is right -> allow none of the MAD values to lower than
% 0

nonnegativityMAD = zeros(nAssets, 1);

% Conformity with the linproq notation

f = PeriodMAD;

% Set some restrictions -> as shown in the graphic I have provided. NOt
% sure if I set them up correctly to be honest.
% PeriodDeviations includes nothing more than Observation at time(i) –
% mean of the asset (PeriodDeviations -> (9,1) vector)
% PeriodReturns -> ln returns for the observations 782 -> vector (9,1)

Aeq = [ PeriodDeviations
-PeriodDeviations
-PeriodMAD
-PeriodReturns ];

Beq = [ PeriodMAD
-PeriodMAD
nonnegativityMAD
-targetreturn];

% Set lower and upper boundaries for the weights -> 0<= x <= 1

lb = zeros(nAssets,1);
ub = ones(nAssets, 1);

% Copied that line from the quadprog example given on the internet
% changed interior-point-convex to interior-point

options = optimset(‘Algorithm’,’interior-point’);
options = optimset(options,’Display’,’iter’,’TolFun’,1e-10);

for i=1:100000;

x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

% Not sure if that is correct. Store respective mean in Output(1,i)
% do the same for the portfolio MAD -> is that correct?
% This is a modified "Sharpe- Ratio" or Konno Ratio. the quotient of
% the former two variables
% Finally store the weights x in Output as well -> 9 variables
% therefore Output(5,i) to Output(13,i)

Output(1,i) = x’ * PeriodReturns;
Output(2,i) = x’ * PeriodMAD;
Output(3,i) = (Output(1,i)/Output(2,i));

Output(5,i) = x(1,1);
Output(6,i) = x(2,1);
Output(7,i) = x(3,1);
Output(8,i) = x(4,1);
Output(9,i) = x(5,1);
Output(10,i) = x(6,1);
Output(11,i) = x(7,1);
Output(12,i) = x(8,1);
Output(13,i) = x(9,1);

% now increment targetreturn -> repeat the entire process as long as
% linprog finds a solutions (converges to a solution) otherwise
% stop/break

targetreturn = targetreturn + 0.000001;

if(exitflag == 1)

continue

else

break

end

end

% Find highest KonnoRatio – Quotient of Returns/Risk stored as
% maxKonnoRatio then find position in Output

maxKonnoRatio = max(Output(3,:));

[row col] = find(maxKonnoRatio == Output(3,:));

% finally create and display an array that contains all the information
% for the optimal allocation.

OptimalAll = [ Output(1,col)
Output(2,col)
Output(3,col)
0
Output(5,col)
Output(6,col)
Output(7,col)
Output(8,col)
Output(9,col) ]

% and hopefully draw the efficient frontier

plot(Output(2,i),Output(1,i))

I am stuck. I have modified so much stuff already and I keep getting error messages. currently this is the most recent one :

EDU>> MAD
Error using linprog (line 231)
The number of rows in Aeq must be the same as the number of elements of beq.

Error in MAD (line 37)
x = linprog ( f,[],[],Aeq,Beq,lb,ub,[], options );

EDU>> MAD
Error: File: MAD.m Line: 108 Column: 32
Unbalanced or unexpected parenthesis or bracket.

EDU>>

if you could please help me.
Am I at least close to a proper solution ?
Btw. : I will annualise those daily data observations – as soon as I can solve the basic problem.

I would be very grateful for some advice and/or help.
Thank you so much!

Daniel optimisation, portfolio, mad, linear, finance MATLAB Answers — New Questions

​

I am simulating a wind turbine with a flexible drivetrain in simulink. I am using a two mass model to model the oscillations on the drivetrain.

Whenever I run a simulation with a smooth change in the power output of the turbine it ends up oscillating and the simulation quits with the error message:
"Solver encountered an error while simulating model ‘WecsNoConverter’ at time 47.9683593447728 and cannot continue. Please check the model for errors.
Nonlinear iteration is not converging with step size reduced to hmin (1.70418E-13) at time 47.9684. Try reducing the minimum step size and/or relax the relative error tolerance."

I am using ode15s as the solver. I have tried relaxing the relative error tolerance but it appears to make no difference. Enabling shape preservation makes no difference. Decreasing the max order increases the lenght of time before the system oscillates to infinity. The results above are with a max order of 1. Any max order of 2-4 makes results in the above behaviour happening sooner. I have tried other solvers but ode15s gives me the best results

One thing which fixes the simulation is to increase the damping term on the two mass model. Which results in the smooth output as shown below. However, this means the model is not accurate to the original turbine, so this is not an option.

Are there any other options I can try to get the simulation to run the full length of time?I am simulating a wind turbine with a flexible drivetrain in simulink. I am using a two mass model to model the oscillations on the drivetrain.

Whenever I run a simulation with a smooth change in the power output of the turbine it ends up oscillating and the simulation quits with the error message:
"Solver encountered an error while simulating model ‘WecsNoConverter’ at time 47.9683593447728 and cannot continue. Please check the model for errors.
Nonlinear iteration is not converging with step size reduced to hmin (1.70418E-13) at time 47.9684. Try reducing the minimum step size and/or relax the relative error tolerance."

I am using ode15s as the solver. I have tried relaxing the relative error tolerance but it appears to make no difference. Enabling shape preservation makes no difference. Decreasing the max order increases the lenght of time before the system oscillates to infinity. The results above are with a max order of 1. Any max order of 2-4 makes results in the above behaviour happening sooner. I have tried other solvers but ode15s gives me the best results

One thing which fixes the simulation is to increase the damping term on the two mass model. Which results in the smooth output as shown below. However, this means the model is not accurate to the original turbine, so this is not an option.

Are there any other options I can try to get the simulation to run the full length of time? I am simulating a wind turbine with a flexible drivetrain in simulink. I am using a two mass model to model the oscillations on the drivetrain.

Whenever I run a simulation with a smooth change in the power output of the turbine it ends up oscillating and the simulation quits with the error message:
"Solver encountered an error while simulating model ‘WecsNoConverter’ at time 47.9683593447728 and cannot continue. Please check the model for errors.
Nonlinear iteration is not converging with step size reduced to hmin (1.70418E-13) at time 47.9684. Try reducing the minimum step size and/or relax the relative error tolerance."

I am using ode15s as the solver. I have tried relaxing the relative error tolerance but it appears to make no difference. Enabling shape preservation makes no difference. Decreasing the max order increases the lenght of time before the system oscillates to infinity. The results above are with a max order of 1. Any max order of 2-4 makes results in the above behaviour happening sooner. I have tried other solvers but ode15s gives me the best results

One thing which fixes the simulation is to increase the damping term on the two mass model. Which results in the smooth output as shown below. However, this means the model is not accurate to the original turbine, so this is not an option.

Are there any other options I can try to get the simulation to run the full length of time? nonlinear, simulink, simulation, unstable, oscillation, ode, ode15s, instability MATLAB Answers — New Questions

​

Hi i’m trying to parametrize Hodrick-Prescott filter (HP) as a function of smoothing parameter. Simple xy plot with the smoothing factor as parameter. I post my code below
excel=readmatrix("COMEX_SIZ2024, 1D_1f4e1.csv");
price=excel(:,6);
lambda=500:500:5500;
>> for pp=1:length(lambda)
[Trend(length(price),pp),Cyclical(length(price),pp)]=hpfilter(price,Smoothing=lambda(pp));
end
ERROR: Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
I’m using a for loop to impile the lambda on columns and calculation (x=price) on rows. However it doesnt seem to work.
Where is my error? ThanksHi i’m trying to parametrize Hodrick-Prescott filter (HP) as a function of smoothing parameter. Simple xy plot with the smoothing factor as parameter. I post my code below
excel=readmatrix("COMEX_SIZ2024, 1D_1f4e1.csv");
price=excel(:,6);
lambda=500:500:5500;
>> for pp=1:length(lambda)
[Trend(length(price),pp),Cyclical(length(price),pp)]=hpfilter(price,Smoothing=lambda(pp));
end
ERROR: Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
I’m using a for loop to impile the lambda on columns and calculation (x=price) on rows. However it doesnt seem to work.
Where is my error? Thanks Hi i’m trying to parametrize Hodrick-Prescott filter (HP) as a function of smoothing parameter. Simple xy plot with the smoothing factor as parameter. I post my code below
excel=readmatrix("COMEX_SIZ2024, 1D_1f4e1.csv");
price=excel(:,6);
lambda=500:500:5500;
>> for pp=1:length(lambda)
[Trend(length(price),pp),Cyclical(length(price),pp)]=hpfilter(price,Smoothing=lambda(pp));
end
ERROR: Unable to perform assignment because the indices on the left side are not compatible with the size of the right side.
I’m using a for loop to impile the lambda on columns and calculation (x=price) on rows. However it doesnt seem to work.
Where is my error? Thanks hp filter, parameter, for loop, cycle MATLAB Answers — New Questions

​

I have just installed matlab. But i get an error. I researched cause of the error. I opened and checked the license file. I haven’t got HostID in license file.
My license file:
# BEGIN————–BEGIN————–BEGIN
# DO NOT EDIT THIS FILE. Any changes will be overwritten.
# MathWorks license passcode file.
#LicenseNo: my license numberI have just installed matlab. But i get an error. I researched cause of the error. I opened and checked the license file. I haven’t got HostID in license file.
My license file:
# BEGIN————–BEGIN————–BEGIN
# DO NOT EDIT THIS FILE. Any changes will be overwritten.
# MathWorks license passcode file.
#LicenseNo: my license number I have just installed matlab. But i get an error. I researched cause of the error. I opened and checked the license file. I haven’t got HostID in license file.
My license file:
# BEGIN————–BEGIN————–BEGIN
# DO NOT EDIT THIS FILE. Any changes will be overwritten.
# MathWorks license passcode file.
#LicenseNo: my license number error MATLAB Answers — New Questions

​

I need to quanitfy how similarity between two spectral profile. I have looked at procrustes distance but it dosent work when spectrum is shifted on x axis. Is there a way to quanitfy this, ideally between 0 (no similairty) and 1 (perfect similarity) ?
x1 = 0:0.1:10;
Y1 = gaussmf(x1,[0.8 5 ]);
Y2 = gaussmf(x1,[0.8 3 ]);
Y3 = gaussmf(x1,[0.4 2 ]);

figure(1)
plot(x1,Y1, ‘k’,’Linewidth’,2)
hold on
plot(x1,Y2, ‘b’,’Linewidth’,2)
hold on
plot(x1,Y3, ‘r’,’Linewidth’,2)
legend(["A","B","C"])
figure(1)
In the toy example, A and B are very similar so that should have a high similairty index but A-C and B-C should have lower similarity.I need to quanitfy how similarity between two spectral profile. I have looked at procrustes distance but it dosent work when spectrum is shifted on x axis. Is there a way to quanitfy this, ideally between 0 (no similairty) and 1 (perfect similarity) ?
x1 = 0:0.1:10;
Y1 = gaussmf(x1,[0.8 5 ]);
Y2 = gaussmf(x1,[0.8 3 ]);
Y3 = gaussmf(x1,[0.4 2 ]);

figure(1)
plot(x1,Y1, ‘k’,’Linewidth’,2)
hold on
plot(x1,Y2, ‘b’,’Linewidth’,2)
hold on
plot(x1,Y3, ‘r’,’Linewidth’,2)
legend(["A","B","C"])
figure(1)
In the toy example, A and B are very similar so that should have a high similairty index but A-C and B-C should have lower similarity. I need to quanitfy how similarity between two spectral profile. I have looked at procrustes distance but it dosent work when spectrum is shifted on x axis. Is there a way to quanitfy this, ideally between 0 (no similairty) and 1 (perfect similarity) ?
x1 = 0:0.1:10;
Y1 = gaussmf(x1,[0.8 5 ]);
Y2 = gaussmf(x1,[0.8 3 ]);
Y3 = gaussmf(x1,[0.4 2 ]);

figure(1)
plot(x1,Y1, ‘k’,’Linewidth’,2)
hold on
plot(x1,Y2, ‘b’,’Linewidth’,2)
hold on
plot(x1,Y3, ‘r’,’Linewidth’,2)
legend(["A","B","C"])
figure(1)
In the toy example, A and B are very similar so that should have a high similairty index but A-C and B-C should have lower similarity. similarity index, procrustes, spectral matching MATLAB Answers — New Questions

​

I have some scripts to automate some procese designing in Simulink, but I would like to run/launch them with a key shortcuts.
I tried to use ‘accelerator’ but is shows in the menu accelerator keys but without work.
How to activate accelerators or run/launch a custom scripts with a key shortcuts ?I have some scripts to automate some procese designing in Simulink, but I would like to run/launch them with a key shortcuts.
I tried to use ‘accelerator’ but is shows in the menu accelerator keys but without work.
How to activate accelerators or run/launch a custom scripts with a key shortcuts ? I have some scripts to automate some procese designing in Simulink, but I would like to run/launch them with a key shortcuts.
I tried to use ‘accelerator’ but is shows in the menu accelerator keys but without work.
How to activate accelerators or run/launch a custom scripts with a key shortcuts ? accelerators, key shortcuts MATLAB Answers — New Questions

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For all functions called by Simulink function block, Simulink requires the declaration of all global variables. Also these variables need to be initialized in Data store memory. Now if any of such global variables is an array, whose initial value is an empty matrix [ ] (as its size changes during the program execution), then the Simulink is not accepting the bare initial value of [ ] for any variable’s data store memory. How to handle this situation, as there are too many such variables.For all functions called by Simulink function block, Simulink requires the declaration of all global variables. Also these variables need to be initialized in Data store memory. Now if any of such global variables is an array, whose initial value is an empty matrix [ ] (as its size changes during the program execution), then the Simulink is not accepting the bare initial value of [ ] for any variable’s data store memory. How to handle this situation, as there are too many such variables. For all functions called by Simulink function block, Simulink requires the declaration of all global variables. Also these variables need to be initialized in Data store memory. Now if any of such global variables is an array, whose initial value is an empty matrix [ ] (as its size changes during the program execution), then the Simulink is not accepting the bare initial value of [ ] for any variable’s data store memory. How to handle this situation, as there are too many such variables. simulink, data store memory, initialization MATLAB Answers — New Questions

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