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ThomasH

2013-Jun-05 21:56 UTC

[R] combining two different matrizes

Hello together,

this is ma first post, so please aplogize me if post this in the wrong
section.

I have problem concerning ma two matrizes.

After a regressione and so on, I got two matrizes

Matrixres contains the results of ma calculation.

Matrixr contains my detiene, which where Aldo used for the regression.

Please ser the following code:

#Datei einlesen
residual = read.csv2("E:***Input-R_Renditen.csv",header=TRUE,
sep=";")


#Aktientitel
alist <- list()
for (a in 2:11){


#Regression
? ?#L?nge Gesamtzeit
? ?t <- 243
? ?tx <- t-59

? ?#L?nge Regression
? ?reglist <- list()
? ?for (i in 1:tx){
? ?j <- i+59

? ?#RegressionsVariable
? ?x = residual[i:j,a]
? ?rm = residual[i:j,12]
? ?smb = residual[i:j,13]
? ?hml = residual[i:j,14]
? ?rf = residual[i:j,15]

? ?#?berschussrenditen
? ?ex=x-rf
? ?erm=rm-rf

? ?#Regression
? ?reg <- lm(ex~erm+smb+hml)
? ?reglist[[i]] <- coef(reg)
? ?

#Berechnung Residuum
? ?? ?#Residual Berechnung
? ?? ?rx = residual[(j-5):j,a]
? ?? ?rrm = residual[(j-5):j,12]
? ?? ?rsmb = residual[(j-5):j,13]
? ?? ?rhml = residual[(j-5):j,14]
? ?? ?rrf = residual[(j-5):j,15]

? ?? ?rex = rx-rrf
? ?? ?rerm = rrm-rrf

? ?? ?#Berechnung
? ?? ?res <-
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
? ?? ?reglist[[i]] <- res
}? ?
? ?

#Residuen auf alle Aktien
? ?alist[[a]] <- reglist
}
? ?
#Matrix mit Residuen
? ?matrixres <- do.call(cbind,alist)

#Spaltennamen/Zeilennamen
s<- names(residual)[2:11]
colnames(matrixres)<-s

#RenditeMatrix
matrixr <- do.call(cbind,residual[60:243,2:11])


Now I want to combines  the two matrizes in the following way:

Under every row of matrixres should stand the row of matrixr for excample:

Matrixres row1
Matrixr row1
Matrixres row2
Matrixr row 2

Can anybody help me? I was working on this problem the whole day, but have
no idea.

Thanks alot
Thomash




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http://r.789695.n4.nabble.com/combining-two-different-matrizes-tp4668766.html
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Berend Hasselman

2013-Jun-06 14:04 UTC

head link

[R] combining two different matrizes

On 05-06-2013, at 23:56, ThomasH <thomas.hufnagel1 at gmx.de> wrote:
> 
> Hello together,
> 
> this is ma first post, so please aplogize me if post this in the wrong
> section.
> 
> I have problem concerning ma two matrizes.
> 
> After a regressione and so on, I got two matrizes
> 
> Matrixres contains the results of ma calculation.
> 
> Matrixr contains my detiene, which where Aldo used for the regression.
> 
> Please ser the following code:
> 
> #Datei einlesen
> residual = read.csv2("E:***Input-R_Renditen.csv",header=TRUE,
sep=";")
> 
> 
> #Aktientitel
> alist <- list()
> for (a in 2:11){
> 
> 
> #Regression
>    #L?nge Gesamtzeit
>    t <- 243
>    tx <- t-59
> 
>    #L?nge Regression
>    reglist <- list()
>    for (i in 1:tx){
>    j <- i+59
> 
>    #RegressionsVariable
>    x = residual[i:j,a]
>    rm = residual[i:j,12]
>    smb = residual[i:j,13]
>    hml = residual[i:j,14]
>    rf = residual[i:j,15]
> 
>    #?berschussrenditen
>    ex=x-rf
>    erm=rm-rf
> 
>    #Regression
>    reg <- lm(ex~erm+smb+hml)
>    reglist[[i]] <- coef(reg)
>    
> 
> #Berechnung Residuum
>       #Residual Berechnung
>       rx = residual[(j-5):j,a]
>       rrm = residual[(j-5):j,12]
>       rsmb = residual[(j-5):j,13]
>       rhml = residual[(j-5):j,14]
>       rrf = residual[(j-5):j,15]
> 
>       rex = rx-rrf
>       rerm = rrm-rrf
> 
>       #Berechnung
>       res <-
>
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
>       reglist[[i]] <- res
> }   
>    
> 
> #Residuen auf alle Aktien
>    alist[[a]] <- reglist
> }
>    
> #Matrix mit Residuen
>    matrixres <- do.call(cbind,alist)
> 
> #Spaltennamen/Zeilennamen
> s<- names(residual)[2:11]
> colnames(matrixres)<-s
> 
> #RenditeMatrix
> matrixr <- do.call(cbind,residual[60:243,2:11])
> 
> 
> Now I want to combines  the two matrizes in the following way:
> 
> Under every row of matrixres should stand the row of matrixr for excample:
> 
> Matrixres row1
> Matrixr row1
> Matrixres row2
> Matrixr row 2
> 
> Can anybody help me? I was working on this problem the whole day, but have
> no idea.
Something like this (assuming A and B have the same dimensions)

set.seed(11)
A <- matrix(round(rnorm(25),3),nrow=5)
B <- matrix(1:25,nrow=5)

C <- matrix(0,nrow=2*nrow(A),ncol=ncol(A))

crows <- seq.int(from=1,to=2*nrow(A),by=2)
C[crows,] <- A
C[crows+1,] <- B

Some friendly advice: get someone to check your English before sending a mail to
the list.

Berend

David Carlson

2013-Jun-06 15:04 UTC

head link

[R] combining two different matrizes

You didn't give us data, but this may give you enough to solve your problem:
> set.seed(42)
> nrows <- 6
> ncols <- 5
> mat1 <- matrix(sample.int(100, 30), nrows, ncols)
> mat1     [,1] [,2] [,3] [,4] [,5]
[1,]   92   70   83   39    7
[2,]   93   13   23   46   82
[3,]   29   61   40   73   98
[4,]   81   65   80   11   67
[5,]   62   42   88   78   33
[6,]   50   91   10   85   60> mat2 <- round(prop.table(mat1)*100, 2)
> mat2     [,1] [,2] [,3] [,4] [,5]
[1,] 5.25 4.00 4.74 2.23 0.40
[2,] 5.31 0.74 1.31 2.63 4.68
[3,] 1.66 3.48 2.28 4.17 5.59
[4,] 4.62 3.71 4.57 0.63 3.82
[5,] 3.54 2.40 5.02 4.45 1.88
[6,] 2.85 5.19 0.57 4.85 3.42> newmat <- matrix(rbind(as.vector(mat1), as.vector(mat2)), nrows*2,
ncols)
> newmat       [,1]  [,2]  [,3]  [,4]  [,5]
 [1,] 92.00 70.00 83.00 39.00  7.00
 [2,]  5.25  4.00  4.74  2.23  0.40
 [3,] 93.00 13.00 23.00 46.00 82.00
 [4,]  5.31  0.74  1.31  2.63  4.68
 [5,] 29.00 61.00 40.00 73.00 98.00
 [6,]  1.66  3.48  2.28  4.17  5.59
 [7,] 81.00 65.00 80.00 11.00 67.00
 [8,]  4.62  3.71  4.57  0.63  3.82
 [9,] 62.00 42.00 88.00 78.00 33.00
[10,]  3.54  2.40  5.02  4.45  1.88
[11,] 50.00 91.00 10.00 85.00 60.00
[12,]  2.85  5.19  0.57  4.85  3.42

-------------------------------------
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 ThomasH
Sent: Wednesday, June 5, 2013 4:56 PM
To: r-help at r-project.org
Subject: [R] combining two different matrizes


Hello together,

this is ma first post, so please aplogize me if post this in the wrong
section.

I have problem concerning ma two matrizes.

After a regressione and so on, I got two matrizes

Matrixres contains the results of ma calculation.

Matrixr contains my detiene, which where Aldo used for the regression.

Please ser the following code:

#Datei einlesen
residual = read.csv2("E:***Input-R_Renditen.csv",header=TRUE,
sep=";")


#Aktientitel
alist <- list()
for (a in 2:11){


#Regression
   #L?nge Gesamtzeit
   t <- 243
   tx <- t-59

   #L?nge Regression
   reglist <- list()
   for (i in 1:tx){
   j <- i+59

   #RegressionsVariable
   x = residual[i:j,a]
   rm = residual[i:j,12]
   smb = residual[i:j,13]
   hml = residual[i:j,14]
   rf = residual[i:j,15]

   #?berschussrenditen
   ex=x-rf
   erm=rm-rf

   #Regression
   reg <- lm(ex~erm+smb+hml)
   reglist[[i]] <- coef(reg)
   

#Berechnung Residuum
      #Residual Berechnung
      rx = residual[(j-5):j,a]
      rrm = residual[(j-5):j,12]
      rsmb = residual[(j-5):j,13]
      rhml = residual[(j-5):j,14]
      rrf = residual[(j-5):j,15]

      rex = rx-rrf
      rerm = rrm-rrf

      #Berechnung
      res <-
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
      reglist[[i]] <- res
}   
   

#Residuen auf alle Aktien
   alist[[a]] <- reglist
}
   
#Matrix mit Residuen
   matrixres <- do.call(cbind,alist)

#Spaltennamen/Zeilennamen
s<- names(residual)[2:11]
colnames(matrixres)<-s

#RenditeMatrix
matrixr <- do.call(cbind,residual[60:243,2:11])


Now I want to combines  the two matrizes in the following way:

Under every row of matrixres should stand the row of matrixr for excample:

Matrixres row1
Matrixr row1
Matrixres row2
Matrixr row 2

Can anybody help me? I was working on this problem the whole day, but have
no idea.

Thanks alot
Thomash




--
View this message in context:
http://r.789695.n4.nabble.com/combining-two-different-matrizes-tp4668766.html
Sent from the R help mailing list archive at Nabble.com.

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