using 'apply' to apply princomp to an array of datasets
Sorry, I just realized I didn't send the message below in plain text. -David Romano
On Wed, Dec 12, 2012 at 9:14 AM, David Romano <dromano at stanford.edu> wrote:
Hi everyone, Suppose I have a 3D array of datasets, where say dimension 1 corresponds to cases, dimension 2 to datasets, and dimension 3 to observations within a dataset. As an example, suppose I do the following:
x <- sample(1:20, 48, replace=TRUE) datasets <- array(x, dim=c(4,3,2))
Here, for each j=1,2,3, I'd like to think of datasets[,j,] as a single data matrix with four cases and two observations. Now, I'd like to be able to do the following: apply pca to each dataset, and create a matrix of the first principal component scores. In this example, I could do:
pcl<-apply(datasets,2,princomp)
which yields a list of princomp output, one for each dataset, so that the vector of first principal component scores for dataset 1 is obtained by
score1set1 <- pcl[[1]]$scores[,1]
and I could then obtain the desired matrix by
score1matrix <- cbind( score1set1, score1set2, score1set3)
So my first question is: 1) how could I use *apply to do this? I'm having trouble because pcl is a list of lists, so I can't use, say, do.call(cbind, ...) without first having a list of the first component score vectors, which I'm not sure how to produce. My second question is: 2) Having answered question 1), now suppose there may be datasets containing NA value -- how could I select the subset of values from dimension 2 corresponding to the datasets for which this is true (again using *apply?)? Thanks in advance for any light you might be able to shed on these questions! David Romano