Meenu Sahi
2009-Aug-06 20:02 UTC
[R] Write the results of sample function which uses a dataframe into an Array
Dear All?
Basically I want to write the results of the sample function into an array
is a specific order. The sample function uses a dataframe x.1 and therefore
the result is also a dataframe and so I cannot write the result into the
array in the correct order. If I convert x.1 into a matrix then the sample
function fails. PLease help as to what is the problem !!! Has anyone had a
similar problem?
Please read the question and the problem in the attachment.
Many thanks for your time.
Kind regards
Meenu
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x.1 is a matrix with 93 columns
class(x.1)
[1] "matrix"
################################################################################
x.1
41 42 43 44 45
EU0006MIndex 0.005000000 -0.033370000 1.431e-02 0.013870000 -0.05793000
DMSW1Curncy 0.064200000 -0.057800000 5.610e-02 -0.000600000 -0.15170000
DMSW2Curncy 0.096000000 -0.064500000 1.053e-01 -0.027300000 -0.23350000
DMSW3Curncy 0.058500000 -0.075500000 1.398e-01 -0.054700000 -0.24660000
DMSW4Curncy 0.026500000 -0.086500000 1.710e-01 -0.085000000 -0.23650000
DMSW5Curncy -0.011000000 -0.094000000 1.815e-01 -0.098300000 -0.22520000
DMSW6Curncy -0.036500000 -0.101000000 1.795e-01 -0.098400000 -0.21810000
DMSW7Curncy -0.056500000 -0.117500000 1.864e-01 -0.095900000 -0.21000000
DMSW8Curncy -0.073000000 -0.122500000 1.872e-01 -0.099200000 -0.20150000
DMSW9Curncy -0.086500000 -0.126500000 1.876e-01 -0.098600000 -0.19150000
DMSW10Curncy -0.107500000 -0.135500000 1.872e-01 -0.092700000 -0.18500000
DMSW12Curncy -0.119500000 -0.146500000 1.900e-01 -0.093000000 -0.17350000
DMSW15Curncy -0.132000000 -0.166000000 1.790e-01 -0.079000000 -0.15800000
DMSW20Curncy -0.130500000 -0.191000000 1.560e-01 -0.074500000 -0.13950000
DMSW30Curncy -0.131500000 -0.228000000 1.600e-01 -0.069000000 -0.12300000
EUSA40Curncy -0.133500000 -0.232200000 1.552e-01 -0.079500000 -0.10150000
EUSA50Curncy -0.132500000 -0.229700000 1.637e-01 -0.089500000 -0.10050000
Libor_OAS 0.001208618 -0.005033614 4.506e-05 -0.004526479 -0.01386261
46 47 48 49 50
EU0006MIndex -0.009380000 -0.040000000 0.048880000 0.006870000 0.052250000
DMSW1Curncy -0.060200000 -0.074300000 0.158500000 -0.020800000 0.127400000
DMSW2Curncy -0.102000000 -0.133000000 0.242600000 -0.062700000 0.183100000
DMSW3Curncy -0.129000000 -0.139900000 0.235900000 -0.085000000 0.179000000
DMSW4Curncy -0.166000000 -0.139900000 0.216400000 -0.098000000 0.166700000
DMSW5Curncy -0.147000000 -0.149900000 0.182400000 -0.114000000 0.147000000
DMSW6Curncy -0.134000000 -0.156500000 0.155000000 -0.127000000 0.125000000
DMSW7Curncy -0.181000000 -0.140000000 0.167500000 -0.133000000 0.104000000
DMSW8Curncy -0.173000000 -0.126500000 0.134000000 -0.140000000 0.088000000
DMSW9Curncy -0.162000000 -0.149900000 0.136400000 -0.145000000 0.075500000
DMSW10Curncy -0.146500000 -0.161500000 0.126500000 -0.148000000 0.066500000
DMSW12Curncy -0.141000000 -0.160000000 0.117500000 -0.153000000 0.054500000
DMSW15Curncy -0.131000000 -0.167000000 0.103000000 -0.155000000 0.044000000
DMSW20Curncy -0.113000000 -0.170000000 0.084000000 -0.161500000 0.034500000
DMSW30Curncy -0.109000000 -0.179900000 0.074900000 -0.168000000 0.022000000
EUSA40Curncy -0.110000000 -0.185000000 0.075000000 -0.174000000 0.032500000
EUSA50Curncy -0.112000000 -0.185000000 0.078000000 -0.177000000 0.031500000
Libor_OAS -0.002243875 0.006692975 -0.002139178 0.006372163 -0.000319492
51 52 53 54 90
EU0006MIndex 0.172000000 0.22000000 0.03963000 0.05950000 -0.7918700
DMSW1Curncy 0.245000000 0.21430000 0.06620000 0.06400000 -0.4600000
DMSW2Curncy 0.272300000 0.15520000 0.07500000 0.11700000 -0.4220000
DMSW3Curncy 0.273000000 0.12030000 0.07420000 0.14200000 -0.3860000
DMSW4Curncy 0.287300000 0.10200000 0.03350000 0.16210000 -0.3110000
DMSW5Curncy 0.286500000 0.09170000 -0.00370000 0.17860000 -0.2255000
DMSW6Curncy 0.283500000 0.07870000 -0.02970000 0.18490000 -0.1640000
DMSW7Curncy 0.270500000 0.07110000 -0.05910000 0.19570000 -0.1090000
DMSW8Curncy 0.260500000 0.06110000 -0.07410000 0.19390000 -0.0500000
DMSW9Curncy 0.253000000 0.05220000 -0.09420000 0.19720000 -0.0410000
DMSW10Curncy 0.245000000 0.04630000 -0.10830000 0.19750000 -0.0175000
DMSW12Curncy 0.230000000 0.04000000 -0.12700000 0.19260000 0.0255000
DMSW15Curncy 0.211000000 0.03880000 -0.14180000 0.18110000 0.0885000
DMSW20Curncy 0.190000000 0.03250000 -0.15450000 0.18250000 0.1165000
DMSW30Curncy 0.191000000 0.02150000 -0.17650000 0.18500000 0.1295000
EUSA40Curncy 0.174500000 0.00850000 -0.18350000 0.18000000 0.1145000
EUSA50Curncy 0.172500000 0.00450000 -0.18950000 0.16800000 0.0805000
Libor_OAS -0.006313754 -0.01380074 -0.01809107 -0.01037939 0.2329775
91 92 93 94 20
EU0006MIndex -0.24688 -0.26125000 -0.11000000 -0.09062000 -0.020060000
DMSW1Curncy -0.19750 -0.27850000 -0.03600000 -0.13800000 0.030500000
DMSW2Curncy -0.17800 -0.26900000 -0.01800000 -0.07900000 0.112000000
DMSW3Curncy -0.18000 -0.24900000 0.00900000 -0.00300000 0.178700000
DMSW4Curncy -0.20600 -0.18100000 0.02500000 0.08200000 0.191300000
DMSW5Curncy -0.22050 -0.14600000 0.03800000 0.13600000 0.197000000
DMSW6Curncy -0.23900 -0.11800000 0.05200000 0.18200000 0.180500000
DMSW7Curncy -0.25200 -0.10100000 0.05800000 0.20500000 0.162300000
DMSW8Curncy -0.26600 -0.09100000 0.06050000 0.23750000 0.144700000
DMSW9Curncy -0.27100 -0.09000000 0.06350000 0.24350000 0.135000000
DMSW10Curncy -0.27200 -0.07700000 0.06000000 0.26500000 0.126000000
DMSW12Curncy -0.26000 -0.06950000 0.04000000 0.26600000 0.119000000
DMSW15Curncy -0.21350 -0.03200000 0.02600000 0.25400000 0.117000000
DMSW20Curncy -0.14900 0.00850000 0.03400000 0.24400000 0.132700000
DMSW30Curncy -0.20800 0.16150000 0.10400000 0.22800000 0.140200000
EUSA40Curncy -0.25600 0.28150000 0.09200000 0.21600000 0.145100000
EUSA50Curncy -0.27650 0.36500000 0.06800000 0.20100000 0.137800000
Libor_OAS -0.05197 0.08488708 0.08660846 0.09570806 0.002690001
23 24 33 63 64
EU0006MIndex -0.11113000 0.013000000 0.16200000 0.13744000 0.035690000
DMSW1Curncy -0.09750000 0.180000000 0.25750000 0.10800000 0.007000000
DMSW2Curncy 0.00250000 0.396500000 0.33950000 0.08450000 -0.020000000
DMSW3Curncy 0.04800000 0.499000000 0.35250000 0.06770000 -0.024400000
DMSW4Curncy 0.05350000 0.504000000 0.32250000 0.05400000 -0.026400000
DMSW5Curncy 0.06170000 0.492300000 0.32650000 0.04120000 -0.030600000
DMSW6Curncy 0.07500000 0.471500000 0.30250000 0.03050000 -0.033000000
DMSW7Curncy 0.08250000 0.435000000 0.25750000 0.02380000 -0.037200000
DMSW8Curncy 0.07700000 0.422500000 0.25250000 0.01680000 -0.041500000
DMSW9Curncy 0.07450000 0.411500000 0.23750000 0.00890000 -0.043900000
DMSW10Curncy 0.07200000 0.391500000 0.22600000 0.00240000 -0.044900000
DMSW12Curncy 0.07670000 0.375700000 0.22350000 -0.01160000 -0.043900000
DMSW15Curncy 0.09100000 0.334500000 0.19550000 -0.03260000 -0.035900000
DMSW20Curncy 0.11100000 0.308500000 0.16750000 -0.05460000 -0.024900000
DMSW30Curncy 0.12950000 0.296000000 0.15050000 -0.07310000 -0.025900000
EUSA40Curncy 0.13750000 0.284900000 0.14350000 -0.08700000 -0.024500000
EUSA50Curncy 0.14500000 0.284900000 0.14450000 -0.10000000 -0.022500000
Libor_OAS 0.01765164 -0.008542735 0.00763029 0.01485481 -0.008369592
65 66 67 68 69
EU0006MIndex 0.11262000 0.067380000 0.027500000 0.09637000 0.093380000
DMSW1Curncy 0.18500000 0.075000000 -0.034500000 0.13250000 0.096000000
DMSW2Curncy 0.25700000 0.078500000 -0.085000000 0.12750000 0.100000000
DMSW3Curncy 0.28170000 0.093500000 -0.125000000 0.13010000 0.106900000
DMSW4Curncy 0.28940000 0.091000000 -0.120000000 0.13510000 0.085900000
DMSW5Curncy 0.28640000 0.105000000 -0.120000000 0.12510000 0.088900000
DMSW6Curncy 0.28650000 0.108500000 -0.123500000 0.12670000 0.086800000
DMSW7Curncy 0.28700000 0.114900000 -0.135000000 0.14010000 0.076900000
DMSW8Curncy 0.28720000 0.119500000 -0.128500000 0.12390000 0.081600000
DMSW9Curncy 0.28810000 0.125400000 -0.135000000 0.13510000 0.072400000
DMSW10Curncy 0.28710000 0.131400000 -0.140000000 0.13510000 0.074400000
DMSW12Curncy 0.28210000 0.137400000 -0.135000000 0.14010000 0.065400000
DMSW15Curncy 0.27410000 0.154200000 -0.150700000 0.15340000 0.059000000
DMSW20Curncy 0.26510000 0.145400000 -0.125000000 0.15010000 0.050400000
DMSW30Curncy 0.25310000 0.152400000 -0.120000000 0.15130000 0.048200000
EUSA40Curncy 0.24360000 0.155400000 -0.115000000 0.15510000 0.045400000
EUSA50Curncy 0.23660000 0.157400000 -0.110000000 0.15510000 0.047400000
Libor_OAS 0.00186817 -0.002365185 0.005187709 -0.01461509 0.002439231
70 81 89 4 5
EU0006MIndex 0.115000000 0.156880000 -0.92375000 -0.108000000 0.01413000
DMSW1Curncy 0.194000000 0.251500000 -0.75000000 0.038500000 0.15450000
DMSW2Curncy 0.285500000 0.272500000 -0.46800000 0.275000000 0.27530000
DMSW3Curncy 0.301500000 0.248500000 -0.27850000 0.322800000 0.30880000
DMSW4Curncy 0.309000000 0.232000000 -0.24500000 0.292500000 0.33400000
DMSW5Curncy 0.306500000 0.211000000 -0.22200000 0.261500000 0.36000000
DMSW6Curncy 0.300000000 0.200000000 -0.20400000 0.247000000 0.36600000
DMSW7Curncy 0.294000000 0.188500000 -0.20500000 0.233800000 0.36570000
DMSW8Curncy 0.287500000 0.178500000 -0.20760000 0.225000000 0.37000000
DMSW9Curncy 0.282500000 0.171000000 -0.19700000 0.207600000 0.37020000
DMSW10Curncy 0.276000000 0.166500000 -0.19920000 0.177300000 0.36320000
DMSW12Curncy 0.269500000 0.166500000 -0.20270000 0.178800000 0.34250000
DMSW15Curncy 0.260000000 0.150000000 -0.21600000 0.152500000 0.30630000
DMSW20Curncy 0.247000000 0.150500000 -0.15170000 0.132500000 0.25380000
DMSW30Curncy 0.234000000 0.134000000 -0.06070000 0.093800000 0.22250000
EUSA40Curncy 0.226000000 0.133000000 -0.04900000 0.081200000 0.21500000
EUSA50Curncy 0.219000000 0.135000000 -0.02100000 0.078800000 0.20500000
Libor_OAS -0.005149682 0.003585315 0.01041321 0.008700073 0.03094386
14 15 16 17 19
EU0006MIndex -0.16125000 -0.02569000 -0.18143000 -0.18925000 -0.260570000
DMSW1Curncy -0.36320000 0.02420000 -0.08000000 -0.28230000 -0.279000000
DMSW2Curncy -0.39950000 0.03350000 0.00780000 -0.38780000 -0.298000000
DMSW3Curncy -0.29830000 0.06450000 0.00850000 -0.39950000 -0.309700000
DMSW4Curncy -0.38120000 0.09370000 0.00880000 -0.39150000 -0.292300000
DMSW5Curncy -0.36870000 0.12820000 -0.00150000 -0.36470000 -0.295000000
DMSW6Curncy -0.34400000 0.14470000 -0.01340000 -0.34680000 -0.271500000
DMSW7Curncy -0.32500000 0.15500000 -0.02550000 -0.33750000 -0.246300000
DMSW8Curncy -0.30380000 0.15900000 -0.03270000 -0.30830000 -0.218700000
DMSW9Curncy -0.28380000 0.16350000 -0.03330000 -0.31220000 -0.196000000
DMSW10Curncy -0.26630000 0.16550000 -0.03020000 -0.27780000 -0.171000000
DMSW12Curncy -0.23250000 0.15750000 -0.01530000 -0.28070000 -0.137700000
DMSW15Curncy -0.19130000 0.16500000 -0.02700000 -0.26550000 -0.089000000
DMSW20Curncy -0.16630000 0.17250000 -0.03370000 -0.22130000 -0.047000000
DMSW30Curncy -0.13130000 0.17000000 -0.02570000 -0.21430000 -0.009200000
EUSA40Curncy -0.13010000 0.17500000 -0.02490000 -0.21380000 0.015000000
EUSA50Curncy -0.13010000 0.17010000 -0.02250000 -0.21380000 0.017500000
Libor_OAS -0.01490770 0.01352547 0.04839254 -0.01363033 -0.001718632
55 56 57 58 59
EU0006MIndex 0.083120000 0.20563000 0.048000000 0.06162000 0.150630000
DMSW1Curncy 0.087300000 0.27440000 0.024600000 0.06870000 0.159000000
DMSW2Curncy 0.074800000 0.30620000 0.067700000 0.02570000 0.164300000
DMSW3Curncy 0.057100000 0.32190000 0.096900000 0.00670000 0.159000000
DMSW4Curncy 0.055400000 0.32790000 0.117700000 -0.00090000 0.149200000
DMSW5Curncy 0.047800000 0.32920000 0.133800000 -0.00020000 0.140800000
DMSW6Curncy 0.042400000 0.32860000 0.148600000 0.00220000 0.130300000
DMSW7Curncy 0.035000000 0.32860000 0.159600000 0.00760000 0.120300000
DMSW8Curncy 0.030000000 0.32770000 0.168800000 0.01000000 0.111000000
DMSW9Curncy 0.022800000 0.32860000 0.173600000 0.01730000 0.101100000
DMSW10Curncy 0.018800000 0.32510000 0.177800000 0.02360000 0.094100000
DMSW12Curncy 0.011700000 0.32370000 0.178500000 0.04100000 0.077100000
DMSW15Curncy 0.006600000 0.31730000 0.182400000 0.05460000 0.065800000
DMSW20Curncy -0.003500000 0.30400000 0.184000000 0.08150000 0.045000000
DMSW30Curncy -0.008000000 0.29800000 0.182500000 0.09600000 0.030000000
EUSA40Curncy -0.007000000 0.29400000 0.182500000 0.10500000 0.024000000
EUSA50Curncy -0.009000000 0.29100000 0.185500000 0.11800000 0.020000000
Libor_OAS -0.004074941 -0.01879896 0.004026018 -0.01844149 -0.001023114
60 61 62 79 80
EU0006MIndex 0.08537000 0.11275000 0.121500000 0.02500000 0.338120000
DMSW1Curncy 0.02380000 0.09510000 0.104000000 -0.05350000 0.413000000
DMSW2Curncy -0.05820000 0.00700000 0.068500000 -0.15150000 0.441000000
DMSW3Curncy -0.09290000 -0.06320000 0.056500000 -0.16600000 0.382500000
DMSW4Curncy -0.10970000 -0.09930000 0.041600000 -0.15450000 0.308000000
DMSW5Curncy -0.11980000 -0.12330000 0.026100000 -0.14150000 0.249000000
DMSW6Curncy -0.12230000 -0.13720000 0.007500000 -0.12300000 0.197500000
DMSW7Curncy -0.12330000 -0.14920000 -0.008800000 -0.10550000 0.161500000
DMSW8Curncy -0.12290000 -0.15590000 -0.022100000 -0.08650000 0.133500000
DMSW9Curncy -0.12310000 -0.16000000 -0.034000000 -0.07500000 0.117000000
DMSW10Curncy -0.12290000 -0.16250000 -0.045500000 -0.06650000 0.108000000
DMSW12Curncy -0.11960000 -0.16950000 -0.061500000 -0.05450000 0.101000000
DMSW15Curncy -0.11580000 -0.17650000 -0.080500000 -0.05850000 0.103000000
DMSW20Curncy -0.11150000 -0.18650000 -0.101500000 -0.04650000 0.075000000
DMSW30Curncy -0.10750000 -0.19050000 -0.127000000 -0.05700000 0.048000000
EUSA40Curncy -0.11050000 -0.19550000 -0.133000000 -0.06700000 0.041000000
EUSA50Curncy -0.10950000 -0.19750000 -0.143000000 -0.07400000 0.044000000
Libor_OAS -0.01044126 -0.00066107 -0.003654222 -0.05272334 -0.000459561
88 18 21 22 25
EU0006MIndex -0.905000000 -0.08675000 0.02025000 -0.25212000 0.087500000
DMSW1Curncy -0.706000000 -0.07970000 -0.01400000 -0.23750000 0.120000000
DMSW2Curncy -0.522500000 -0.10700000 -0.02600000 -0.30850000 -0.016500000
DMSW3Curncy -0.567500000 -0.12550000 -0.02400000 -0.37150000 -0.006500000
DMSW4Curncy -0.552000000 -0.14250000 0.00400000 -0.40750000 0.084000000
DMSW5Curncy -0.546000000 -0.14400000 0.00100000 -0.39500000 0.058000000
DMSW6Curncy -0.547000000 -0.14300000 0.00400000 -0.40050000 0.041000000
DMSW7Curncy -0.545000000 -0.12750000 0.00730000 -0.39580000 0.030000000
DMSW8Curncy -0.552400000 -0.13450000 0.00830000 -0.38480000 0.009200000
DMSW9Curncy -0.537000000 -0.11450000 0.00850000 -0.37800000 -0.012200000
DMSW10Curncy -0.544800000 -0.14000000 0.00720000 -0.37120000 -0.018500000
DMSW12Curncy -0.520800000 -0.12130000 0.00700000 -0.35970000 -0.053700000
DMSW15Curncy -0.497500000 -0.11950000 0.00800000 -0.34350000 -0.063500000
DMSW20Curncy -0.518800000 -0.15270000 0.01170000 -0.31720000 -0.096000000
DMSW30Curncy -0.659300000 -0.14550000 0.02850000 -0.27750000 -0.120500000
EUSA40Curncy -0.754000000 -0.14630000 0.04000000 -0.22750000 -0.130000000
EUSA50Curncy -0.815000000 -0.14630000 0.04230000 -0.18750000 -0.129900000
Libor_OAS 0.003002001 0.02014416 0.01459044 0.01335764 -0.008345219
26 27 28 29 30
EU0006MIndex -0.082310000 0.101440000 0.026370000 -0.07325000 -0.02950000
DMSW1Curncy -0.218500000 0.286500000 0.107500000 -0.18750000 -0.03700000
DMSW2Curncy -0.201500000 0.413700000 0.165300000 -0.26250000 -0.02700000
DMSW3Curncy -0.251000000 0.428700000 0.172800000 -0.25750000 -0.06750000
DMSW4Curncy -0.319000000 0.418700000 0.170800000 -0.24150000 -0.07100000
DMSW5Curncy -0.291000000 0.404300000 0.168200000 -0.22750000 -0.06670000
DMSW6Curncy -0.261000000 0.381000000 0.160500000 -0.20850000 -0.05900000
DMSW7Curncy -0.224500000 0.350200000 0.147300000 -0.18700000 -0.04850000
DMSW8Curncy -0.198700000 0.324500000 0.142500000 -0.17350000 -0.04300000
DMSW9Curncy -0.179300000 0.304300000 0.137200000 -0.16450000 -0.03250000
DMSW10Curncy -0.161000000 0.280800000 0.135700000 -0.15350000 -0.02700000
DMSW12Curncy -0.131200000 0.253200000 0.126500000 -0.14450000 -0.01400000
DMSW15Curncy -0.093500000 0.203500000 0.116000000 -0.13050000 0.00970000
DMSW20Curncy -0.062000000 0.178500000 0.090000000 -0.11950000 0.02150000
DMSW30Curncy -0.033000000 0.132800000 0.089700000 -0.10950000 0.01350000
EUSA40Curncy -0.024900000 0.122500000 0.089900000 -0.10720000 0.00600000
EUSA50Curncy -0.022500000 0.120000000 0.090000000 -0.10480000 0.00350000
Libor_OAS -0.004291824 0.002813593 -0.001309296 -0.00870135 -0.02041407
31 32 34 35 36
EU0006MIndex -0.090370000 -0.103630000 0.042630000 0.048500000 0.00562000
DMSW1Curncy -0.201000000 -0.108500000 0.136500000 0.041500000 -0.03000000
DMSW2Curncy -0.318000000 -0.120000000 0.194500000 0.042000000 -0.06650000
DMSW3Curncy -0.307000000 -0.128500000 0.208000000 0.027500000 -0.08150000
DMSW4Curncy -0.291500000 -0.134500000 0.237500000 0.004000000 -0.09350000
DMSW5Curncy -0.273300000 -0.141000000 0.223500000 -0.018000000 -0.09550000
DMSW6Curncy -0.256500000 -0.125500000 0.207500000 -0.027000000 -0.10200000
DMSW7Curncy -0.239000000 -0.110500000 0.212500000 -0.033000000 -0.06950000
DMSW8Curncy -0.221000000 -0.105000000 0.191000000 -0.043500000 -0.10050000
DMSW9Curncy -0.207500000 -0.097000000 0.183500000 -0.055000000 -0.09850000
DMSW10Curncy -0.195000000 -0.096000000 0.179500000 -0.062500000 -0.09750000
DMSW12Curncy -0.177500000 -0.098500000 0.158500000 -0.070000000 -0.09550000
DMSW15Curncy -0.170200000 -0.090500000 0.150500000 -0.089000000 -0.09550000
DMSW20Curncy -0.144000000 -0.080500000 0.143000000 -0.110500000 -0.09750000
DMSW30Curncy -0.114500000 -0.081000000 0.134500000 -0.126000000 -0.09350000
EUSA40Curncy -0.102500000 -0.078500000 0.127500000 -0.122000000 -0.09400000
EUSA50Curncy -0.100000000 -0.079500000 0.122500000 -0.120000000 -0.09400000
Libor_OAS 0.009403827 0.001808508 -0.001577021 0.003952737 -0.01201065
37 38 39 40 71
EU0006MIndex -0.033000000 0.043000000 -0.014250000 0.013000000 0.06375000
DMSW1Curncy -0.101000000 0.102000000 -0.064000000 -0.020200000 0.06300000
DMSW2Curncy -0.180500000 0.083500000 -0.131000000 -0.055500000 0.07100000
DMSW3Curncy -0.206500000 0.050000000 -0.151000000 -0.066500000 0.10300000
DMSW4Curncy -0.220500000 0.024500000 -0.143200000 -0.099800000 0.12050000
DMSW5Curncy -0.227500000 0.013000000 -0.140500000 -0.113500000 0.13700000
DMSW6Curncy -0.211000000 -0.007000000 -0.135700000 -0.123800000 0.15100000
DMSW7Curncy -0.237500000 -0.020300000 -0.133200000 -0.127000000 0.16000000
DMSW8Curncy -0.196500000 -0.025500000 -0.128500000 -0.132000000 0.16950000
DMSW9Curncy -0.191500000 -0.030500000 -0.122000000 -0.136000000 0.17250000
DMSW10Curncy -0.183500000 -0.036000000 -0.122000000 -0.122500000 0.17450000
DMSW12Curncy -0.179500000 -0.035500000 -0.117500000 -0.129500000 0.17900000
DMSW15Curncy -0.162500000 -0.050500000 -0.098000000 -0.135500000 0.18500000
DMSW20Curncy -0.149500000 -0.044500000 -0.092500000 -0.143500000 0.18950000
DMSW30Curncy -0.138500000 -0.036500000 -0.084700000 -0.147300000 0.19550000
EUSA40Curncy -0.135000000 -0.030000000 -0.080500000 -0.147000000 0.19650000
EUSA50Curncy -0.135000000 -0.032500000 -0.071000000 -0.152000000 0.19650000
Libor_OAS 0.005478926 0.008198818 -0.001437366 0.005393445 -0.02445343
72 73 74 75 76
EU0006MIndex 0.06837000 0.37600000 -0.00375000 -0.14312000 0.14000000
DMSW1Curncy -0.00100000 0.09900000 -0.00600000 -0.03550000 -0.00800000
DMSW2Curncy -0.08950000 -0.04600000 -0.01950000 0.02400000 -0.12700000
DMSW3Curncy -0.11350000 -0.08000000 -0.01750000 0.01300000 -0.12600000
DMSW4Curncy -0.12900000 -0.08350000 -0.00800000 0.03000000 -0.16000000
DMSW5Curncy -0.13700000 -0.08750000 0.00300000 0.01900000 -0.14100000
DMSW6Curncy -0.14400000 -0.08550000 0.01850000 0.00350000 -0.12200000
DMSW7Curncy -0.14300000 -0.08400000 0.03350000 -0.01100000 -0.10200000
DMSW8Curncy -0.14650000 -0.07800000 0.04450000 -0.02100000 -0.08600000
DMSW9Curncy -0.14750000 -0.07100000 0.05450000 -0.02800000 -0.07100000
DMSW10Curncy -0.14750000 -0.06250000 0.06300000 -0.03750000 -0.05500000
DMSW12Curncy -0.15050000 -0.04350000 0.06800000 -0.04250000 -0.03400000
DMSW15Curncy -0.16000000 -0.00950000 0.07050000 -0.05500000 -0.02200000
DMSW20Curncy -0.15850000 -0.00050000 0.07300000 -0.05250000 0.02300000
DMSW30Curncy -0.16400000 0.01300000 0.07300000 -0.06000000 0.04750000
EUSA40Curncy -0.16900000 0.01600000 0.07900000 -0.06700000 0.05450000
EUSA50Curncy -0.17400000 0.02000000 0.08200000 -0.07200000 0.06050000
Libor_OAS -0.07796062 -0.05807047 0.02342743 0.01514968 -0.09638523
77 78 82 83 84
EU0006MIndex -0.04813000 -0.34187000 0.04250000 0.20250000 0.01937000
DMSW1Curncy 0.04550000 -0.50350000 0.31500000 0.25650000 -0.29550000
DMSW2Curncy 0.09150000 -0.57450000 0.47450000 0.36500000 -0.38370000
DMSW3Curncy 0.08950000 -0.54550000 0.45900000 0.41150000 -0.37490000
DMSW4Curncy 0.14400000 -0.54200000 0.40800000 0.41900000 -0.33250000
DMSW5Curncy 0.13100000 -0.49600000 0.36900000 0.39600000 -0.29150000
DMSW6Curncy 0.13100000 -0.46300000 0.33500000 0.36500000 -0.26450000
DMSW7Curncy 0.12150000 -0.42550000 0.30950000 0.32650000 -0.24600000
DMSW8Curncy 0.11850000 -0.39650000 0.29050000 0.28950000 -0.23200000
DMSW9Curncy 0.11350000 -0.37050000 0.27350000 0.25600000 -0.22300000
DMSW10Curncy 0.11050000 -0.35200000 0.25800000 0.22700000 -0.21300000
DMSW12Curncy 0.09650000 -0.31600000 0.23450000 0.17350000 -0.20100000
DMSW15Curncy 0.10050000 -0.27850000 0.19500000 0.16500000 -0.21000000
DMSW20Curncy 0.05650000 -0.24000000 0.18950000 0.05750000 -0.17600000
DMSW30Curncy 0.02900000 -0.20350000 0.18450000 -0.01750000 -0.16500000
EUSA40Curncy 0.01050000 -0.19100000 0.18750000 -0.05250000 -0.17000000
EUSA50Curncy -0.00300000 -0.18150000 0.18950000 -0.07950000 -0.18000000
Libor_OAS 0.05813796 -0.02651261 0.02975544 -0.03108934 -0.02503904
85 86 87 2 6
EU0006MIndex 0.01125000 0.2100000 -0.56375000 -0.579000000 0.154500000
DMSW1Curncy 0.04350000 -0.0830000 -1.03000000 -0.491000000 0.246000000
DMSW2Curncy -0.11530000 -0.1790000 -1.01450000 -0.353500000 0.220200000
DMSW3Curncy -0.15360000 -0.0875000 -0.87500000 -0.259500000 0.170200000
DMSW4Curncy -0.15950000 -0.0465000 -0.75700000 -0.185000000 0.120500000
DMSW5Curncy -0.15850000 -0.0030000 -0.67150000 -0.124000000 0.066300000
DMSW6Curncy -0.16000000 0.0275000 -0.57450000 -0.085500000 0.013000000
DMSW7Curncy -0.16750000 0.0405000 -0.46400000 -0.071500000 -0.020000000
DMSW8Curncy -0.17300000 0.0440000 -0.37200000 -0.053300000 -0.049500000
DMSW9Curncy -0.16550000 0.0320000 -0.29250000 -0.031000000 -0.075500000
DMSW10Curncy -0.16750000 0.0285000 -0.22650000 -0.014000000 -0.094500000
DMSW12Curncy -0.16200000 0.0145000 -0.15400000 0.010000000 -0.126200000
DMSW15Curncy -0.16650000 -0.0100000 -0.11200000 0.044500000 -0.141300000
DMSW20Curncy -0.15750000 -0.0470000 -0.16000000 0.067500000 -0.156200000
DMSW30Curncy -0.13950000 -0.1030000 -0.28050000 0.086500000 -0.173800000
EUSA40Curncy -0.12050000 -0.1140000 -0.32250000 0.082400000 -0.178700000
EUSA50Curncy -0.10950000 -0.1270000 -0.29550000 0.082500000 -0.176300000
Libor_OAS -0.02937073 -0.1661179 0.09827107 0.006805675 0.007755395
7 8 9 10 11
EU0006MIndex 0.002620000 0.18150000 -0.103000000 0.144630000 -0.0958800
DMSW1Curncy -0.000500000 0.36600000 -0.194000000 0.208500000 -0.2480000
DMSW2Curncy -0.035500000 0.42250000 -0.226500000 0.158500000 -0.3050000
DMSW3Curncy -0.069300000 0.44680000 -0.218000000 0.114500000 -0.2912000
DMSW4Curncy -0.013000000 0.39100000 -0.195700000 0.098200000 -0.2763000
DMSW5Curncy -0.005100000 0.36630000 -0.172200000 0.081900000 -0.2737000
DMSW6Curncy 0.013500000 0.32650000 -0.142300000 0.062300000 -0.2575000
DMSW7Curncy 0.019000000 0.31300000 -0.136500000 0.052500000 -0.2400000
DMSW8Curncy 0.021500000 0.29150000 -0.122700000 0.048700000 -0.2250000
DMSW9Curncy 0.027800000 0.28770000 -0.115500000 0.041500000 -0.2125000
DMSW10Curncy 0.041000000 0.28300000 -0.120500000 0.041500000 -0.2050000
DMSW12Curncy 0.047500000 0.29120000 -0.122800000 0.030300000 -0.2000000
DMSW15Curncy 0.062500000 0.26880000 -0.100000000 0.020000000 -0.2075000
DMSW20Curncy 0.099900000 0.24380000 -0.092500000 0.022500000 -0.2375000
DMSW30Curncy 0.115100000 0.24370000 -0.090500000 0.023000000 -0.2725000
EUSA40Curncy 0.119900000 0.23510000 -0.086300000 0.021300000 -0.2801000
EUSA50Curncy 0.117600000 0.23740000 -0.096200000 0.021300000 -0.2851000
Libor_OAS -0.007835379 0.01409837 0.000725314 0.003672631 -0.2692682
12 13 3
EU0006MIndex -0.1150000 -0.065000000 -0.195630000
DMSW1Curncy -0.2665000 -0.101500000 -0.310000000
DMSW2Curncy -0.3230000 -0.171000000 -0.383500000
DMSW3Curncy -0.3408000 -0.264200000 -0.389800000
DMSW4Curncy -0.2687000 -0.231300000 -0.403500000
DMSW5Curncy -0.2395000 -0.236800000 -0.404000000
DMSW6Curncy -0.2187000 -0.232300000 -0.415500000
DMSW7Curncy -0.2075000 -0.217500000 -0.419500000
DMSW8Curncy -0.2025000 -0.206200000 -0.444500000
DMSW9Curncy -0.1975000 -0.198700000 -0.464800000
DMSW10Curncy -0.1925000 -0.193700000 -0.456000000
DMSW12Curncy -0.1800000 -0.190000000 -0.495300000
DMSW15Curncy -0.1625000 -0.186200000 -0.525300000
DMSW20Curncy -0.1375000 -0.166200000 -0.546500000
DMSW30Curncy -0.1325000 -0.151200000 -0.555800000
EUSA40Curncy -0.1312000 -0.151200000 -0.559900000
EUSA50Curncy -0.1262000 -0.151200000 -0.575100000
Libor_OAS 0.2337522 0.002620822 0.007712663
########################################################################################
pbVector is a matrix with 92 probabilities
class(pbVector)
[1] "matrix"
pbVector
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 0.02005013 0.02005013 0.01619433 0.02005013 0.005444646 0.02005013
[,7] [,8] [,9] [,10] [,11] [,12]
[1,] 0.02005013 0.007017544 0.02005013 0.007017544 0.007017544 0.007017544
[,13] [,14] [,15] [,16] [,17] [,18]
[1,] 0.02005013 0.01619433 0.005444646 0.02005013 0.005444646 0.01619433
[,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [,27] [,28] [,29]
[1,] 0.01619433 0 0 0 0 0 0 0 0 0 0
[,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [,41]
[1,] 0 0 0 0 0 0 0 0 0 0 0 0
[,42] [,43] [,44] [,45] [,46] [,47] [,48] [,49] [,50] [,51] [,52] [,53]
[1,] 0 0 0 0 0 0 0 0 0 0 0 0
[,54] [,55] [,56] [,57] [,58] [,59] [,60] [,61] [,62] [,63] [,64] [,65]
[1,] 0 0 0 0 0 0 0 0 0 0 0 0
[,66] [,67] [,68] [,69] [,70] [,71] [,72] [,73] [,74] [,75] [,76] [,77]
[1,] 0 0 0 0 0 0 0 0 0 0 0 0
[,78] [,79] [,80] [,81] [,82] [,83] [,84] [,85] [,86] [,87] [,88] [,89]
[1,] 0 0 0 0 0 0 0 0 0 0 0 0
[,90] [,91] [,92] [,93]
[1,] 0 0 0 0
#########################################################################################
y<-sample(x.1[,1:93],1,replace=T,prob=pbVector)
Error in sample(x.1[, 1:93], 1, replace = T, prob = pbVector) :
incorrect number of probabilities
##Question 1 : why do I get the above error message? If I convert x.1 into a
dataframe then it works.
x.1<-data.frame(x.1)
y<-sample(x.1[,1:93],1,replace=T,prob=pbVector)
y
X47
EU0006MIndex -0.040000000
DMSW1Curncy -0.074300000
DMSW2Curncy -0.133000000
DMSW3Curncy -0.139900000
DMSW4Curncy -0.139900000
DMSW5Curncy -0.149900000
DMSW6Curncy -0.156500000
DMSW7Curncy -0.140000000
DMSW8Curncy -0.126500000
DMSW9Curncy -0.149900000
DMSW10Curncy -0.161500000
DMSW12Curncy -0.160000000
DMSW15Curncy -0.167000000
DMSW20Curncy -0.170000000
DMSW30Curncy -0.179900000
EUSA40Curncy -0.185000000
EUSA50Curncy -0.185000000
Libor_OAS 0.006692975
Question 2: Now y is a also a dataframe and therefore I cannot put it into an
array in the right order.
deltaY<-array(dim=c(18,36))
deltaY[,1]<-y
Output of deltaY is
deltaY
[[1]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[2]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[3]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[4]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[5]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[6]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[7]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[8]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[9]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[10]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[11]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[12]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[13]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[14]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[15]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[16]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[17]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[18]]
[1] -0.040000000 -0.074300000 -0.133000000 -0.139900000 -0.139900000
[6] -0.149900000 -0.156500000 -0.140000000 -0.126500000 -0.149900000
[11] -0.161500000 -0.160000000 -0.167000000 -0.170000000 -0.179900000
[16] -0.185000000 -0.185000000 0.006692975
[[19]]
[1] NA
[[20]]
[1] NA
[[21]]
[1] NA
-
-
-
[[646]]
[1] NA
[[647]]
[1] NA
[[648]]
[1] NA
#####################################################################################
I want the target output of deltaY[,1] to be of the order. HOw can I do that? if
I use x.1 not as a
dataframe then I cannot use the function sample !!!!
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
[1,] -0.040000000 NA NA NA NA NA NA NA NA NA NA NA
[2,] -0.074300000 NA NA NA NA NA NA NA NA NA NA NA
[3,] -0.133000000 NA NA NA NA NA NA NA NA NA NA NA
[4,] -0.139900000 NA NA NA NA NA NA NA NA NA NA NA
[5,] -0.139900000 NA NA NA NA NA NA NA NA NA NA NA
[6,] -0.149900000 NA NA NA NA NA NA NA NA NA NA NA
[7,] -0.156500000 NA NA NA NA NA NA NA NA NA NA NA
[8,] -0.140000000 NA NA NA NA NA NA NA NA NA NA NA
[9,] -0.126500000 NA NA NA NA NA NA NA NA NA NA NA
[10,] -0.149900000 NA NA NA NA NA NA NA NA NA NA NA
[11,] -0.161500000 NA NA NA NA NA NA NA NA NA NA NA
[12,] -0.160000000 NA NA NA NA NA NA NA NA NA NA NA
[13,] -0.167000000 NA NA NA NA NA NA NA NA NA NA NA
[14,] -0.170000000 NA NA NA NA NA NA NA NA NA NA NA
[15,] -0.179900000 NA NA NA NA NA NA NA NA NA NA NA
[16,] -0.185000000 NA NA NA NA NA NA NA NA NA NA NA
[17,] -0.185000000 NA NA NA NA NA NA NA NA NA NA NA
[18,] 0.006692975 NA NA NA NA NA NA NA NA NA NA NA
[,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA NA NA
[3,] NA NA NA NA NA NA NA NA NA NA NA NA
[4,] NA NA NA NA NA NA NA NA NA NA NA NA
[5,] NA NA NA NA NA NA NA NA NA NA NA NA
[6,] NA NA NA NA NA NA NA NA NA NA NA NA
[7,] NA NA NA NA NA NA NA NA NA NA NA NA
[8,] NA NA NA NA NA NA NA NA NA NA NA NA
[9,] NA NA NA NA NA NA NA NA NA NA NA NA
[10,] NA NA NA NA NA NA NA NA NA NA NA NA
[11,] NA NA NA NA NA NA NA NA NA NA NA NA
[12,] NA NA NA NA NA NA NA NA NA NA NA NA
[13,] NA NA NA NA NA NA NA NA NA NA NA NA
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[,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
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[17,] NA NA NA NA NA NA NA NA NA NA NA NA
[18,] NA NA NA NA NA NA NA NA NA NA NA NA