R help - Nov 2009 - generating a matrix after a for loop..

Hi all,

I have to ask this and I know that the reason is that I am a newbie with R
programming. So apologize if it is too obvious but I didn't find an answer
after googling and reading "An introduction to R". So i have return
data from 30 instruments and I am fitting a mixture of normal
distributions for the asymmetric marginal distributions and then simulating
from those distributions. For this I have tried to build a function as
below




 "mclustSim" <- function(x){

library(mclust)
nr=dim(x)[1]
nc=dim(x)[2]
NumberOfSim=100

for (i in 1:nc){
y<-Mclust(as.matrix(x[,i]))
z<-sim(modelName=y$modelName,parameters=y$parameters,n=NumberOfSim)
#print(c(colnames(x[i]),z[,2]),digits=3)

}
}

z is the simulated return series. How can I say: "print z next to previous
z and form a matrix"
How could I get an matrix as a result..? So that I would have simulations
from asset1 distribution at first column, simulation from asset2 at second
column etc. And the result would be NumberOfSim X Ncol matrix..

Thanks for any help

Br,
John

	[[alternative HTML version deleted]]

Let me see if I understand your question.

You want to run your simulation function (mclustSim) several times and collect
the resulting vector from each run into a matrix. Is that correct?

In that case you can just you the replicate command (as long as your function
returns the same length vector each time).  It runs a command or function
multiple times and simplifies the results (into a matrix if the return is a
vector).

Something like:
> outmat <- replicate( 10, mclustSim(rnorm(25)) )
> outmat
Hope this helps,


-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of John Sepp?nen
> Sent: Friday, November 27, 2009 4:30 AM
> To: r-help at r-project.org
> Subject: [R] generating a matrix after a for loop..
> 
> Hi all,
> 
> I have to ask this and I know that the reason is that I am a newbie
> with R
> programming. So apologize if it is too obvious but I didn't find an
> answer
> after googling and reading "An introduction to R". So i have
return
> data from 30 instruments and I am fitting a mixture of normal
> distributions for the asymmetric marginal distributions and then
> simulating
> from those distributions. For this I have tried to build a function as
> below
> 
> 
> 
> 
>  "mclustSim" <- function(x){
> 
> library(mclust)
> nr=dim(x)[1]
> nc=dim(x)[2]
> NumberOfSim=100
> 
> for (i in 1:nc){
> y<-Mclust(as.matrix(x[,i]))
> z<-sim(modelName=y$modelName,parameters=y$parameters,n=NumberOfSim)
> #print(c(colnames(x[i]),z[,2]),digits=3)
> 
> }
> }
> 
> z is the simulated return series. How can I say: "print z next to
> previous
> z and form a matrix"
> How could I get an matrix as a result..? So that I would have
> simulations
> from asset1 distribution at first column, simulation from asset2 at
> second
> column etc. And the result would be NumberOfSim X Ncol matrix..
> 
> Thanks for any help
> 
> Br,
> John
> 
> 	[[alternative HTML version deleted]]
> 
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