MATLAB FINANCIAL DERIVATIVES TOOLBOX Instrukcja Użytkownika Pobierz pdf (Strona 95)

Seventh Section

7. Entering and Saving Data Files

Matlab can be used to both load a file of data from an external source and to

save to your PC data-sets that are located in the workspace or that are

created from a function. When you have to deal with small amount of data,

then you can enter them by hand either in the command window or in the

Editor/Debugger. But when you have to work with a large amount of data

retrieved by an external source (e.g. you need to process the historical daily

prices for S&P 500 from 1985 to 1999, saved in a file that was downloaded

from the Internet), then it is an imperative need to use some build-in

functions that can read files of data. Although there are different commands

that can load in workspace various types of data files, we review the two

most important ones.

7.1. Reading Text ASCII Files: The load

command

is extremely useful command for retrieving from an external source a

text file in ASCII form. The general calling syntax of this command is:

“Data=

('filename');

The filename is better to either have the extension *.txt or *.dat because if it

does not have any extension, then the

has a different interpretation (see

d for further details). If the file you want to retrieve is in a different

location than the one that the Matlab’s current directory looks, then a

complete path name should accompanied this command, for example:

“Data =

(' c:\Documents\Functions\data.txt')”

If the

command is entered properly, then the contents of the ASCII file

will be stored in a matrix with the dimensionality of the data saved in the

ASCII file. In their simplest form, ASCII files contain rows and columns of

data separated by either a tab or a space. To be accessible by

the file

should not contain any text or missing values and all columns and rows

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Instrukcja Użytkownika Strona 95