Hello, I've got the following problem.
I have to matrices each containing 200 time series.
Now I want to calculate the correlation of the first time series of each of
the matrices.
I use the following command:
cor(mts1[,1],mts2[,1], use="complete.obs",
method=c("pearson"))
cor(mts1[,2],mts2[,2], use="complete.obs",
method=c("pearson"))
cor(mts1[,3],mts2[,3], use="complete.obs",
method=c("pearson"))
and so on..
I would like to repeat this for each of the 200 time series. As it is quite
painful to change the command 200 times I wanted to ask if there's a loop
function that can cover these series in a fast way?
Thanks in advance for your help
Best
Tom
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Hi,
May be this helps:
set.seed(25)
mt1<- matrix(sample(c(NA,1:40),20*200,replace=TRUE),ncol=200)
set.seed(487)
mt2<- matrix(sample(c(NA,1:80),20*200,replace=TRUE),ncol=200)
res<- sapply(seq_len(ncol(mt1)),function(i)
cor(mt1[,i],mt2[,i],use="complete.obs",method="pearson"))
A.K.
Hello, I've got the following problem.
I have to matrices each containing 200 time series.
Now I want to calculate the correlation of the first time series of each of the
matrices.
I use the following command:
cor(mts1[,1],mts2[,1], use="complete.obs",
method=c("pearson"))
cor(mts1[,2],mts2[,2], use="complete.obs",
method=c("pearson"))
cor(mts1[,3],mts2[,3], use="complete.obs",
method=c("pearson"))
and so on..
I would like to repeat this for each of the 200 time series. As it
is quite painful to change the command 200 times I wanted to ask if
there's a loop function that can cover these series in a fast way?
Thanks in advance for your help
Best
Tom
sapply(1:200, function(x) cor(mts1[,x], mts2[,x],
use="complete.obs", method=c("pearson")))
-------------------------------------
David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77840-4352
-----Original Message-----
From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] On Behalf Of TMiller
Sent: Wednesday, July 31, 2013 8:16 AM
To: r-help at r-project.org
Subject: [R] Correlation Loops in time series
Hello, I've got the following problem.
I have to matrices each containing 200 time series.
Now I want to calculate the correlation of the first time
series of each of
the matrices.
I use the following command:
cor(mts1[,1],mts2[,1], use="complete.obs",
method=c("pearson"))
cor(mts1[,2],mts2[,2], use="complete.obs",
method=c("pearson"))
cor(mts1[,3],mts2[,3], use="complete.obs",
method=c("pearson"))
and so on..
I would like to repeat this for each of the 200 time series.
As it is quite
painful to change the command 200 times I wanted to ask if
there's a loop
function that can cover these series in a fast way?
Thanks in advance for your help
Best
Tom
--
View this message in context:
http://r.789695.n4.nabble.com/Correlation-Loops-in-time-series
-tp4672732.html
Sent from the R help mailing list archive at Nabble.com.
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