Evan Cooch
2017-Sep-28 00:47 UTC
[R] building random matrices from vectors of random parameters
Suppose I have interest in a matrix with the following symbolic structure (specified by 3 parameters: sa, so, m): matrix(c(0,sa*m,so,sa),2,2,byrow=T) What I can't figure out is how to construct a series of matrices, where the elements/parameters are rnorm values. I'd like to construct separate matrices, with each matrix in the series using the 'next random parameter value'. While the following works (for generating, say, 5 such random matrices) replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) its inelegant, and a real pain if the matrix gets large (say, 20 x 20). I'm wondering if there is an easier way. I tried > sa <- rnorm(5,0.8,0.1) > so <- rnorm(5,0.5,0.1) > m <- rnorm(5,1.2,0.1) matrix(c(0,sa*m,so,sa),2,2,byrow=T) but that only returns a single matrix, not 5 matrices as I'd like. I also tried several variants of the 'replicate' approach (above), but didn't stumble across anything that seemed to work. So, is there a better way than something like: replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) Many thanks in advance...
Peter Langfelder
2017-Sep-28 04:19 UTC
[R] building random matrices from vectors of random parameters
I would try something like n = 5 a <- rnorm(n,0.8,0.1) so <- rnorm(n,0.5,0.1) m <- rnorm(n,1.2,0.1) mats = mapply(function(sa1, so1, m1) matrix(c(0,sa1*m1,so1,sa1),2,2,byrow=T), a, so, m, SIMPLIFY = FALSE)> mats[[1]] [,1] [,2] [1,] 0.0000000 0.9129962 [2,] 0.4963598 0.7067311 [[2]] [,1] [,2] [1,] 0.0000000 1.0150316 [2,] 0.5489887 0.8469046 [[3]] [,1] [,2] [1,] 0.0000000 0.9516137 [2,] 0.3724521 0.8306535 [[4]] [,1] [,2] [1,] 0.0000000 1.0525355 [2,] 0.8075108 0.8314638 [[5]] [,1] [,2] [1,] 0.0000000 0.9400074 [2,] 0.4803386 0.7901753 On Wed, Sep 27, 2017 at 5:47 PM, Evan Cooch <evan.cooch at gmail.com> wrote:> Suppose I have interest in a matrix with the following symbolic structure > (specified by 3 parameters: sa, so, m): > > matrix(c(0,sa*m,so,sa),2,2,byrow=T) > > What I can't figure out is how to construct a series of matrices, where the > elements/parameters are rnorm values. I'd like to construct separate > matrices, with each matrix in the series using the 'next random parameter > value'. While the following works (for generating, say, 5 such random > matrices) > > replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) > > its inelegant, and a real pain if the matrix gets large (say, 20 x 20). > > I'm wondering if there is an easier way. I tried > >> sa <- rnorm(5,0.8,0.1) >> so <- rnorm(5,0.5,0.1) >> m <- rnorm(5,1.2,0.1) > > matrix(c(0,sa*m,so,sa),2,2,byrow=T) > > but that only returns a single matrix, not 5 matrices as I'd like. I also > tried several variants of the 'replicate' approach (above), but didn't > stumble across anything that seemed to work. > > So, is there a better way than something like: > > replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) > > Many thanks in advance... > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Duncan Murdoch
2017-Sep-28 09:11 UTC
[R] building random matrices from vectors of random parameters
On 27/09/2017 8:47 PM, Evan Cooch wrote:> Suppose I have interest in a matrix with the following symbolic > structure (specified by 3 parameters: sa, so, m): > > matrix(c(0,sa*m,so,sa),2,2,byrow=T) > > What I can't figure out is how to construct a series of matrices, where > the elements/parameters are rnorm values. I'd like to construct separate > matrices, with each matrix in the series using the 'next random > parameter value'. While the following works (for generating, say, 5 such > random matrices) > > replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) > > its inelegant, and a real pain if the matrix gets large (say, 20 x 20). > > I'm wondering if there is an easier way. I tried > > > sa <- rnorm(5,0.8,0.1) > > so <- rnorm(5,0.5,0.1) > > m <- rnorm(5,1.2,0.1) > > matrix(c(0,sa*m,so,sa),2,2,byrow=T) > > but that only returns a single matrix, not 5 matrices as I'd like. I > also tried several variants of the 'replicate' approach (above), but > didn't stumble across anything that seemed to work. > > So, is there a better way than something like: > > replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T)) >Peter's mapply solution is probably the best. Another that might be a little faster (but more obscure) is to use a 3-index array. I think this is what you'd want, with sa, so, and m as defined above: ms <- array(c(rep(0, 5),sa*m,so,sa), c(5, 2, 2)) Then matrix i will be stored as ms[i,,]. Duncan Murdoch
Evan Cooch
2017-Sep-28 13:10 UTC
[R] building random matrices from vectors of random parameters
Thanks for both the mapply and array approaches! However, although intended to generate the same result, they don't: # mapply approach n = 3 sa <- rnorm(n,0.8,0.1) so <- rnorm(n,0.5,0.1) m <- rnorm(n,1.2,0.1) mats = mapply(function(sa1, so1, m1) matrix(c(0,sa1*m1,so1,sa1),2,2,byrow=T), sa, so, m, SIMPLIFY = FALSE) print(mats) [[1]] ????????? [,1]????? [,2] [1,] 0.0000000 0.8643679 [2,] 0.4731249 0.7750431 [[2]] ????????? [,1]????? [,2] [1,] 0.0000000 0.8838286 [2,] 0.5895258 0.7880983 [[3]] ????????? [,1]????? [,2] [1,] 0.0000000 1.1491560 [2,] 0.4947322 0.9744166 Now, the array approach: # array approach ms <- array(c(rep(0, 3),sa*m,so,sa), c(3, 2, 2)) for (i in 1:n) { print(ms[i,,]) ????????? [,1]????? [,2] [1,] 0.0000000 0.4731249 [2,] 0.8643679 0.7750431 ????????? [,1]????? [,2] [1,] 0.0000000 0.5895258 [2,] 0.8838286 0.7880983 ???????? [,1]????? [,2] [1,] 0.000000 0.4947322 [2,] 1.149156 0.9744166 These matrices are the transpose of those returned by the mapply approach. To see if one approach or the other is 'confused', I simply rerun setting sd=0 for the parameters -- thus, every matrix will be the same. The correct matrix would be: ???? [,1] [,2] [1,]? 0.0 0.96 [2,]? 0.5 0.80 In fact, this is what is returned by the mapply approach, while the array approach returns the transpose. I gather the 'missing step' is to use aperm, but haven't figured out how to get that to work...yet. On 9/28/2017 5:11 AM, Duncan Murdoch wrote:> ms <- array(c(rep(0, 5),sa*m,so,sa), c(5, 2, 2))[[alternative HTML version deleted]]
Possibly Parallel Threads
- building random matrices from vectors of random parameters
- building random matrices from vectors of random parameters
- building random matrices from vectors of random parameters
- building random matrices from vectors of random parameters
- building random matrices from vectors of random parameters