Yearly aggregates and matrices
On Sat, Apr 9, 2011 at 5:14 AM, mathijsdevaan <mathijsdevaan at gmail.com> wrote:
Hi,
I need to perform calculations on subsets of a data frame:
DF = data.frame(read.table(textConnection(" ? ?A ?B ?C ?D ?E ?F
1 a ?1995 ?0 ?4 ?1
2 a ?1997 ?1 ?1 ?3
3 b ?1995 ?3 ?7 ?0
4 b ?1996 ?1 ?2 ?3
5 b ?1997 ?1 ?2 ?3
6 b ?1998 ?6 ?0 ?0
7 b ?1999 ?3 ?7 ?0
8 c ?1997 ?1 ?2 ?3
9 c ?1998 ?1 ?2 ?3
10 c ?1999 ?6 ?0 ?0
11 d ?1999 ?3 ?7 ?0
12 e ?1995 ?1 ?2 ?3
13 e ?1998 ?1 ?2 ?3
14 e ?1999 ?6 ?0 ?0"),head=TRUE,stringsAsFactors=FALSE))
I'd like to create new dataframes for each unique year in which for each
value of A, the values of D, E and F are summed over the last 3 years (e.g.
1998 = 1998, 1997, 1996):
Question 1: How do I go from DF to newDFyear?
Examples:
newDF1995
B ?D ?E ?F
a ?0 ?4 ?1
b ?3 ?7 ?0
e ?1 ?2 ?3
newDF1998
B ?D ?E ?F
a ?1 ?1 ?3
b ?8 ?4 ?6
c ?2 ?4 ?6
e ?1 ?2 ?3
Then, for each new DF I need to generate a square matrix after doing the
following:
newDF1998$G<-newDF1998$D + newDF1998$E + newDF1998$F
newDF1998$D<-newDF1998$D/newDF1998$G
newDF1998$E<-newDF1998$E/newDF1998$G
newDF1998$F<-newDF1998$F/newDF1998$G
newDF1998<-NewDF1998[,c(-5)]
newDF1998
B ?D ?E ?F
a ?0.2 ?0.2 ?0.6
b ?0.4 ?0.2 ?0.3
c ?0.2 ?0.3 ?0.5
e ?0.2 ?0.3 ?0.5
Question 2: How do I go from newDF1998 to a matrix
?a ?b ?c ?e
a
b
c
e
in which Cell ab = (0.2*0.4 + 0.2*0.2 + 0.6*0.3)/((0.2*0.2 + 0.2*0.2 +
0.6*0.6)^0.5) * ((0.4*0.4 + 0.2*0.2 + 0.3*0.3)^0.5) = 0.84
First we use read.zoo to reform DF into a multivariate time series and
use rollapply (where we have used the devel version of zoo since it
supports the partial= argument on rollapply). We then reform each
resulting row into a matrix converting each row of each matrix to
proportions. Finally we form the desired scaled cross product.
# devel version of zoo
install.packages("zoo", repos = "http://r-forge.r-project.org")
library(zoo)
z <- read.zoo(DF, split = 2, index = 3, FUN = identity)
sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
r <- rollapply(z, 3, sum.na, align = "right", partial = TRUE)
newDF <- lapply(1:nrow(r), function(i)
prop.table(na.omit(matrix(r[i,], nc = 4, byrow = TRUE,
dimnames = list(unique(DF$B), names(DF)[-2:-3]))[, -1]), 1))
names(newDF) <- time(z)
lapply(mats, function(mat) tcrossprod(mat / sqrt(rowSums(mat^2))))
Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com