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MathGroup Archive 2005

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Table function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg54974] Table function
  • From: Adam Getchell <agetchell at physics.ucdavis.edu>
  • Date: Tue, 8 Mar 2005 05:04:23 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi all,

Thanks to your help, I've gotten my time series data arranged as 
year-columns of values during trading days.

So now I'm calculating the correlation matrix, C_i,j = 1/(246)*[Sum over 
k=1 to 246]z_i(k)*z_j(k)

where C_i,j is the individual correlation matrix, z_i(k) is the k-th row 
in the i-th column vector of data, and z_j(k) is the k-th row of the 
j-th column vector of data, e.g.

40  100
50  110
60   120
70   130

Then C_1,1 = (1/246)*[40*40+50*50+60*60+....]
and C_1,2 = (1/246)*[40*100+50*110+60*120+....]

So yes the matrix is symmetric. I'm using the following mathematica code 
for 105 columns each with 246 rows of data:

CorrelationMatrix=Table[1/246*correlationinput[[i,k]]*correlationinput[[j,k]],{i,1,105},{j,1,105},{k,1,246}]

where the values are stored in the matrix correlationinput.

However, the errors I get are:

In[31]:=
CorrelationMatrix =
  Table[(1/247)*
    correlationinput[[i,k]]*
    correlationinput[[j,k]],
   {i, 1, 105}, {j, 1, 105},
   {k, 1, 246}]
 From In[31]:=
\!\(\*
  RowBox[{\(Part::"partw"\),
    ":", "\<\"Part \\!\\(106\\) of \\!\\({40.37`, 49.31`, 60.41`, 68.13`, \
70.44`, 64.32`, 64.6`, 47.77`, 70.39`, 95, \\(\\(\[LeftSkeleton] 95 \
\[RightSkeleton]\\)\\)}\\) does not exist. \\!\\(\\*ButtonBox[\\\"More\
\[Ellipsis]\\\", ButtonStyle->\\\"RefGuideLinkText\\\", ButtonFrame->None, \
ButtonData:>\\\"General::partw\\\"]\\)\"\>"}]\)
 From In[31]:=
\!\(\*
  RowBox[{\(Part::"partw"\),
    ":", "\<\"Part \\!\\(106\\) of \\!\\({40.37`, 49.31`, 60.41`, 68.13`, \
70.44`, 64.32`, 64.6`, 47.77`, 70.39`, 95, \\(\\(\[LeftSkeleton] 95 \
\[RightSkeleton]\\)\\)}\\) does not exist. \\!\\(\\*ButtonBox[\\\"More\
\[Ellipsis]\\\", ButtonStyle->\\\"RefGuideLinkText\\\", ButtonFrame->None, \
ButtonData:>\\\"General::partw\\\"]\\)\"\>"}]\)
 From In[31]:=
\!\(\*
  RowBox[{\(Part::"partw"\),
    ":", "\<\"Part \\!\\(107\\) of \\!\\({40.37`, 49.31`, 60.41`, 68.13`, \
70.44`, 64.32`, 64.6`, 47.77`, 70.39`, 95, \\(\\(\[LeftSkeleton] 95 \
\[RightSkeleton]\\)\\)}\\) does not exist. \\!\\(\\*ButtonBox[\\\"More\
\[Ellipsis]\\\", ButtonStyle->\\\"RefGuideLinkText\\\", ButtonFrame->None, \
ButtonData:>\\\"General::partw\\\"]\\)\"\>"}]\)
 From In[31]:=
\!\(\*
  RowBox[{\(General::"stop"\),
    ":", "\<\"Further output of \\!\\(Part :: \\\"partw\\\"\\) will be \
suppressed during this calculation. \
\\!\\(\\*ButtonBox[\\\"More\[Ellipsis]\\\", 
ButtonStyle->\\\"RefGuideLinkText\
\\\", ButtonFrame->None, ButtonData:>\\\"General::stop\\\"]\\)\"\>"}]\)
 From In[31]:=

No more memory available.
Mathematica kernel has shut down.
Try quitting other applications and then retry.
 From In[5]:=
Part::"partw":"Part \!\(106\) of \!\({40.37`, 49.31`, 60.41`, 68.13`, 
70.44`, \
64.32`, 64.6`, 47.77`, 70.39`, 95, \(\(\[LeftSkeleton] 95 \
\[RightSkeleton]\)\)}\) does not exist. 
\!\(\*ButtonBox[\"More\[Ellipsis]\", \
ButtonStyle->\"RefGuideLinkText\", ButtonFrame->None, \
ButtonData:>\"General::partw\"]\)"
 From In[5]:=
Part::"partw":"Part \!\(106\) of \!\({40.37`, 49.31`, 60.41`, 68.13`, 
70.44`, \
64.32`, 64.6`, 47.77`, 70.39`, 95, \(\(\[LeftSkeleton] 95 \
\[RightSkeleton]\)\)}\) does not exist. 
\!\(\*ButtonBox[\"More\[Ellipsis]\", \
ButtonStyle->\"RefGuideLinkText\", ButtonFrame->None, \
ButtonData:>\"General::partw\"]\)"
 From In[5]:=
Part::"partw":"Part \!\(107\) of \!\({40.37`, 49.31`, 60.41`, 68.13`, 
70.44`, \
64.32`, 64.6`, 47.77`, 70.39`, 95, \(\(\[LeftSkeleton] 95 \
\[RightSkeleton]\)\)}\) does not exist. 
\!\(\*ButtonBox[\"More\[Ellipsis]\", \
ButtonStyle->\"RefGuideLinkText\", ButtonFrame->None, \
ButtonData:>\"General::partw\"]\)"
 From In[5]:=
General::"stop":"Further output of \!\(Part :: \"partw\"\) will be 
suppressed \
during this calculation. \!\(\*ButtonBox[\"More\[Ellipsis]\", \
ButtonStyle->\"RefGuideLinkText\", ButtonFrame->None, \
ButtonData:>\"General::stop\"]\)"

Which, if the above doesn't come out (using DrBob's "
Copy As InputForm"), says I am looking at non-existent parts of the 
matrix (106, etc) and also running out of memory on this calculation.

Thanks for any suggestions.

--Adam Getchell


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