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POCreating a new probabilistic matrix from two existing ones according to prespecified rules in MATLAB
 

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  1. POCreating a new probabilistic matrix from two existing ones according to prespecified rules in MATLAB
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    <p>I have a problem in my MATLAB code. Let me first give you some explanation about the issue. I have two matrices which represent probabilities of specific outcomes of events. The first one is called DemandProbabilityMatrix or in short DemandP. Entry (i,j) shows the probability that item i is demanded j many times. Similarly, we have a ReturnProbabilityMatrix, i.e. ReturnP. An element of type (i,j) stores the probability that item i is returned j many times. We want to compute the net demand probability out of these two matrices. For an example:</p> <blockquote> <p>DemandP=[ .4 .5 .1] ReturnP=[ .2 .3 .5]</p> </blockquote> <p>In this case we have 1 item and it can be demanded or returned either 1,2 or 3 times with the given probabilities. To be more specific That item will be demanded just for once with probability .4 .</p> <p>Then we need to compute the net demand. In this case, net demand can be -2,-1,0,1 or 2. For instance in order to get a net demand of -1 we can either have a demand of 1 and return of 2 or demand of 2 and return of 3. Thus we have </p> <blockquote> <p>NetDemandP(1,2)= DemandP(1,1)*ReturnP(1,2)+DemandP(1,2)*ReturnP(1,3).</p> </blockquote> <p>Thus the NetDemandP should look as:</p> <blockquote> <p>NetDemandP=[.20 .37 .28 .13 .02]</p> </blockquote> <p>I can do this with nested <code>for</code> loops but I'm trying to come up with a faster way. In case it helps I have the following <code>for</code> loops solutions where <code>I</code> denotes the number of rows in <code>ReturnP</code> and <code>DemandP</code>, <code>J+1</code> denotes the number of columns in those matrices.</p> <pre><code>NetDemandP=zeros(I,2*J+1); for i=1:I for j=1:J+1 for k=1:J+1 NetDemandP(i,j-k+J+1)=NetDemandP(i,j-k+J+1)+DemandP(i,j)*ReturnP(i,k); end end end </code></pre> <p>Thanks in advance</p>
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