[R] Covariance-Variance Matrix and For Loops

R. Michael Weylandt
Fri, 30 Sep 2011 13:19:16 -0000

Without seeing cvm1_list, I can't guarantee this will work, but consider
this:

testList = list(rnorm(500), rnorm(500), rnorm(500), rnorm(500), rnorm(500))
testMat = simplify2array(testList)
covTest = cov(testMat)

Running your code works on my testList, so I can't help there without
a reproducible example.

One classic that might fit what you are looking for is

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)?The New S
Language. Wadsworth & Brooks/C

but you might be better served by the updated

Chambers' "Programming with Data: A Guide to the S language"
(2004)

Hope this helps,

Michael Weylandt



On Fri, Sep 30, 2011 at 7:00 AM, sf1979 <simonfuller9 at gmail.com>
wrote:
>
> Hello,
>
> I am very new to R (as my Subject probably indicates).
>
> I want to do something that should, I think, be very simple. I have five
> vectors in a list and I want to construct a covariance matrix out of them.
>
> Given a 5X5 matrix cvm1, and the list of vectors, cvm1_list, I thought the
> following would work (sorry cannot find code tags):
>
> for(i in 1:5){
> ?for(j in 1:5){
> ? cvm1[i,j] <- cov(cvm1_list[[i]], cvm1_list[[j]]) } }
>
>
> (PS. I know this is not the var-cov matrix yet but I though it might be a
> start.)
> But I get the error:
>
> Error in cov(cvm1_list[[i]], ?cvm1_list[[j]]) :
> ?supply both 'x' and 'y' or a matrix-like 'x'
>
> Strangely, when I try:
>
> for(i in 1:5){
> ?for(j in 1:5){
> ? cvm1[i,j] <- cov(cvm1_list[[j]], cvm1_list[[i]]) } }
>
> I get a different error:
>
> Error: is.numeric(x) || is.logical(x) is not TRUE.
>
> So I have two questions:
> 1) How should I generate the matrix from the list of vectors
> 2) Why on earth doesn't the above code work? And why does it give
different
> error messages in the two cases? Could someone give me a technical
> explanation of why R does not like the code?
>
> A more general question, I do not know of any books that describe R from
the
> point of view of a programming language per se, rather than a statistical
> tool. Does anyone know of such a reference work that would throw some light
> on error messages such as the above?
>
> Thanks in advance.
>
> SF
>
> --
> View this message in context:
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> Sent from the R help mailing list archive at Nabble.com.
>
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