I have 2 matrices 开发者_如何学编程with the SAME IDs. I need to extract those rows of IDs from mat1
which have their dates within say ±5 days of the dates in the mat2
. Same operation for mat2
as well. Please see the data here: UNIQCols = [1 2] ; dateCol = [3] ; valueCol = [4] ; dayRange = +- 15days
.
% UniqCol Date Value
mat1 = [2001 2 733427 1001 ;
2001 2 733793 2002 ;
2001 2 734582 2003 ;
3001 1 734220 30 ;
3001 1 734588 20 ;];
mat2 = [2001 2 733790 7777 ;
2001 2 734221 2222 ;
3001 1 734220 10 ;
3001 1 734588 40 ;] ;
ans1 = [2001 2 733793 2002 ; 3001 1 734220 30 ; 3001 1 734588 20 ] ;
ans2 = [2001 2 733790 7777 ; 3001 1 734220 10 ; 3001 1 734588 40 ] ;
This needs to be a vectorized operation! The IDs are ordered in increasing order of dates. Dates are either separated on Q or Annual basis. So the range will be always << (date2-date1) Please help and thanks!
Here is a function based on similar question I mentioned in my comments. Remember your matrices has to be sorted by date.
function match_for_xn = match_by_distance(xn, xm, maxdist)
%#Generates index for elements in vector xn that close to any of elements in
%#vector xm at least by distance maxdist
match_for_xn = false(length(xn), 1);
last_M = 1;
for N = 1:length(xn)
%# search through M until we find a match.
for M = last_M:length(xm)
dist_to_curr = xm(M) - xn(N);
if abs(dist_to_curr) < maxdist
match_for_xn(N) = 1;
last_M = M;
break
elseif dist_to_curr > 0
last_M = M;
break
else
continue
end
end %# M
end %# N
And the test script:
mat1 = sortrows([
2001 2 733427 1001 ;
2001 2 733793 2002 ;
2001 2 734582 2003 ;
3001 1 734220 30 ;
3001 1 734588 20 ;
],3);
mat2 = sortrows([
2001 2 733790 7777 ;
2001 2 734221 2222 ;
3001 1 734220 10 ;
3001 1 734588 40 ;
],3);
mat1_index = match_by_distance(mat1(:,3),mat2(:,3),5);
ans1 = mat1(mat1_index,:);
mat2_index = match_by_distance(mat2(:,3),mat1(:,3),5);
ans2 = mat2(mat2_index,:);
I haven't tried any vectorized solution for your problem. If you get any try it against this solution and check the timing and memory consumption (include sorting step).
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