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Topic: Using smooth with a 3-D matrix
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ladidalimey

Posts: 24
Registered: 8/6/10
Using smooth with a 3-D matrix
Posted: Mar 17, 2013 10:55 AM
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Hi

I am calculating a correlation matrix at regular intervals.

I am storing the results in a 3D matrix CorrLog. So if there are 5 time
series and I sample the correlation matrix 20 times, I get a 5x5x20 matrix.
I would like to smooth each of the correlations using smooth. I can smooth
a particular pair (e.g. 1,2) for 5 periods as follows:

smooth(squeeze(CorrLog(1,2,:)),5)

Can someone help me out as to how I smooth the every pair in the matrix?

Thanks,
L.





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