R help - Jun 2009 - Compute correlation matrix for panel data with specific ordering

Hello All,

I have a panel date - here a small-scale example:

df <- 
data.frame(cbind(rep(c("AUT","BEL","DEN","GER"),4),cbind(rep(c(1999,2000,2001,2002),4)),sample(10,16,replace=T)))
names(df) <- c("country","year","x")

SORT <- c("GER","BEL","DEN","AUT")

I need to compute the correlation between countries in the variable
"x"
in such a way that the rows & columns of the resulting correlation 
matrix are not in an alphabetical order but in the order of a given 
factor vector - here SORT.

How can I do this? Greatly appreciate any help!

Serguei Kaniovski

Serguei Kaniovski <Serguei.Kaniovski <at> wifo.ac.at> writes:
> 
> df <- 
>
data.frame(cbind(rep(c("AUT","BEL","DEN","GER"),4),
 cbind(rep(c(1999,2000,2001,2002),4)),sample(10,16,replace=T)))
> names(df) <- c("country","year","x")
> 
> SORT <-
c("GER","BEL","DEN","AUT")
> 
> I need to compute the correlation between countries in the variable
"x"
> in such a way that the rows & columns of the resulting correlation 
> matrix are not in an alphabetical order but in the order of a given 
> factor vector - here SORT.
> 
This boils down to : how do I reorder a factor not to use alphabetical order?
There are several reorders around, and you could do it with base function in R,
but I find the following solution using package gdata the most readable:

library(gdata)
df <- data.frame(country =
sample(c("AUT","BEL","DEN","GER"),10,TRUE))
str(df)

SORT <- c("GER","BEL","DEN","AUT")
df$countryS = reorder(df$country, new.order=SORT)

Dieter

I apologize for not being specific enough in my previous posting. Assume 
you have panel data in the form:

df <- data.frame( cbind( rep( c( "AUT" , "BEL" ,
"DEN" , "GER" ) , 4) ,
cbind( rep( c( 1999 , 2000 , 2001 , 2002 ) , 4 ) ), sample( 10 , 16 , 
replace=T) ) )
names(df) <- c( "country" , "year" , "x" )

1. I would like to compute the correlation matrix between countries 
based on the annual observations of the variable x. I tried the following:
library( combinat )

temp <- split( df$x, df$year )
apply( combn(4,2) , 2 , function(x) cor( temp[[1]] , temp[[2]] ) )

This gives wrong answer. Why?

2. The pairwise correlations computed as above should be in the order:

GER with BEL, GER with DEN, GER with AUT, BEL with DEN, BEL with AUT, 
DEN with AUT.

That is, the correctly sorted vector of factors is:

SORT <- c( "GER" , "BEL" , "DEN" ,
"AUT" ) not c( "AUT" , "BEL" , "DEN"
, "GER" )

May be there is an altogether better way of achieving what I want?

Serge

Have a look at str(df).  Those values are being interpreted as factors not
numbers.  I don't think this is what you want.

--- On Mon, 6/29/09, Serguei Kaniovski <Serguei.Kaniovski at wifo.ac.at>
wrote:
> From: Serguei Kaniovski <Serguei.Kaniovski at wifo.ac.at>
> Subject: Re: [R] Compute correlation matrix for panel data with specific
ordering
> To: r-help at r-project.org
> Received: Monday, June 29, 2009, 7:20 AM
> I apologize for not being specific
> enough in my previous posting. Assume you have panel data in
> the form:
> 
> df <- data.frame( cbind( rep( c( "AUT" , "BEL" ,
"DEN" ,
> "GER" ) , 4) , cbind( rep( c( 1999 , 2000 , 2001 , 2002 ) ,
> 4 ) ), sample( 10 , 16 , replace=T) ) )
> names(df) <- c( "country" , "year" , "x" )
> 
> 1. I would like to compute the correlation matrix between
> countries based on the annual observations of the variable
> x. I tried the following:
> library( combinat )
> 
> temp <- split( df$x, df$year )
> apply( combn(4,2) , 2 , function(x) cor( temp[[1]] ,
> temp[[2]] ) )
> 
> This gives wrong answer. Why?
> 
> 2. The pairwise correlations computed as above should be in
> the order:
> 
> GER with BEL, GER with DEN, GER with AUT, BEL with DEN, BEL
> with AUT, DEN with AUT.
> 
> That is, the correctly sorted vector of factors is:
> 
> SORT <- c( "GER" , "BEL" , "DEN" ,
"AUT" ) not c( "AUT"
> , "BEL" , "DEN" , "GER" )
> 
> May be there is an altogether better way of achieving what
> I want?
> 
> Serge
> 
> ______________________________________________
> R-help at r-project.org
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
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