![]() ![]() Construct an indicator variable that takes the value of 1 when all returns are negative.What is the average return conditional on falling into this range for both returns? For each series, create an indicator variable that takes the value 1 is the return is larger than 2 by standard deviations or smaller than -2 by standard deviations.Load the “Returns” matrix created previously, count the number of negative returns for each asset.Isvector 1 if input is a vector (1 x K of K x 1) scalarįor more information and logic functions search for is* in the help file. Islogical 1 if input is a logical matrix scalar Isequal 1 if all elements are equal scalar Ischar 1 if input is a character array scalar Some operate element-by-element and produce a matrix of the same dimension as the input matrix while other produce only scalars. It has a number of special purpose for logical tests to determine if a matrix has special characteristics. MATLAB will generate a warning if the values differ from 0 or 1.įind it takes logical inputs and returns matrix indices where the logical statement is true (usuful for multiple data series). It forces MATLAB to interpret the indices as indicator variables when deciding what to return, logical turns any non-zero value into logical true (1). Vector or matrix logical operations return vector or matrix output and that flow control blocks require scalar logical expressions. When the Initial condition of previous input parameter is set to 0, and the input is false at t = 0, the output is false with no delay.Logical operators are used in portions of programs known as flow control (for example if. When the input is true or becomes true, the output is true with no delay. The output remains false as long as the input is false. When the input becomes false, the output becomes false after a preset time delay. The On/Off Delay block implements the following logic when the Select type parameter is set to Off delay: When the Initial condition of previous input parameter is set to 1, and the input is true at t = 0, the output is true with no delay. When the input is false or becomes false, the output becomes false with no delay. The output remains true as long as the input is true. ![]() When the input becomes true, the output becomes true after a preset time delay. The On/Off Delay block implements the following logic when the Select type parameter is set to On delay: (There should be its icon but It seems that I cannot post image with under 10 reputation) Unless I am losing my marbles, I think that this solution is okay? Ii) input (rising edge) = Output (rising edge) I) Input (falling edge) = Output (falling edge) [rising edge is delayed by Tdelay ![]() I think this should work as I have managed to reproduce the timing diagrams in the question.ġ) Used the repeating sequence stair as my input.Ģ) configured the unit delay block such that the reset is enabled at rising edge or fallling edge. Has anyone tried this kind of problem before? I have managed to use another block called resettable delayer but it does not work properly when it is a rising-edge reset it simply resets based on an edge. But I am struggling to use the delay/unit-delay block in SIMULINK to implement the delay with the trigger. I know that there is way to trigger for certain actions by using a triggered subsystem block. When there is a falling edge, the output will follow the change in input after Tdelay seconds i.e. This is the diagram for a confirmer block that is rising edge triggered.įor a falling-edge triggered confirmer, it is the opposite. But when it changes back from 1 to 0, there is no delay. Output _| |_Īs I tried to draw above, the rising edge means that my output will simply follow the change input after Tdelay. To clarify, I will try to put the timing diagrams below: _ The specification is that the output will SIMPLY be the delayed version of input based on an edge (rising/falling). I want to model a block called "confirmer". ![]()
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