R help - Nov 2018 - Application of rolling window in entropy analysis

Dear all R users,

I want to apply the entropy methods in rolling window analysis. I tried
with the rollapply function, but it is not working. For your convenience, I
am providing my code so that you can easily suggest me the application of
rolling window in the particular methodology. Here is my code

N<-nrow(ts)
r<-matrix(0, nrow = N, ncol = 1)
for (i in 1:N){
     r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
}

Kindly suggest me how to apply rolling window size of 500 in the particular
time series model?

I expect positive help from you.

Thanks in advance.

-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*


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11/02/18,
2:44:12 PM

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Hi,
You have some problems with your setup. You set N based on the number of
rows in ts, but then in the call to approx_entropy you write ts[,i].
Note that ts[,i] is the i'th column of ts, whereas your definition of i
implies it is based on row numbers.

Maybe this is leading you to see problems elsewhere. From the rollapply
documentation I don't see any reason why it would not work with the
approx_entropy function.

Best,
Eric


On Fri, Nov 2, 2018 at 11:16 AM Subhamitra Patra <subhamitra.patra at
gmail.com>
wrote:
> Dear all R users,
>
> I want to apply the entropy methods in rolling window analysis. I tried
> with the rollapply function, but it is not working. For your convenience, I
> am providing my code so that you can easily suggest me the application of
> rolling window in the particular methodology. Here is my code
>
> N<-nrow(ts)
> r<-matrix(0, nrow = N, ncol = 1)
> for (i in 1:N){
>      r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag =
1)
> }
>
> Kindly suggest me how to apply rolling window size of 500 in the particular
> time series model?
>
> I expect positive help from you.
>
> Thanks in advance.
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>
>
> [image: Mailtrack]
> <
>
https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
> >
> Sender
> notified by
> Mailtrack
> <
>
https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
> >
> 11/02/18,
> 2:44:12 PM
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
>
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Thank you for the clarification. I checked and there was a small
mistakes in the code. Now my code is

ts= India[-1,]   #####For deleting the year row
N<-ncol(ts)
r<-matrix(0, ncol = N, nrow = 1)
library(pracma)
for (i in 1:N){
       r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
}

Even with this code also, I am unable to apply rollapply function.

Kindly help me.


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11/02/18,
3:44:26 PM

On Fri, Nov 2, 2018 at 3:42 PM Eric Berger <ericjberger at gmail.com>
wrote:
> Hi,
> You have some problems with your setup. You set N based on the number of
> rows in ts, but then in the call to approx_entropy you write ts[,i].
> Note that ts[,i] is the i'th column of ts, whereas your definition of i
> implies it is based on row numbers.
>
> Maybe this is leading you to see problems elsewhere. From the rollapply
> documentation I don't see any reason why it would not work with the
> approx_entropy function.
>
> Best,
> Eric
>
>
> On Fri, Nov 2, 2018 at 11:16 AM Subhamitra Patra <
> subhamitra.patra at gmail.com> wrote:
>
>> Dear all R users,
>>
>> I want to apply the entropy methods in rolling window analysis. I tried
>> with the rollapply function, but it is not working. For your
convenience,
>> I
>> am providing my code so that you can easily suggest me the application
of
>> rolling window in the particular methodology. Here is my code
>>
>> N<-nrow(ts)
>> r<-matrix(0, nrow = N, ncol = 1)
>> for (i in 1:N){
>>      r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag
= 1)
>> }
>>
>> Kindly suggest me how to apply rolling window size of 500 in the
>> particular
>> time series model?
>>
>> I expect positive help from you.
>>
>> Thanks in advance.
>>
>> --
>> *Best Regards,*
>> *Subhamitra Patra*
>> *Phd. Research Scholar*
>> *Department of Humanities and Social Sciences*
>> *Indian Institute of Technology, Kharagpur*
>> *INDIA*
>>
>>
>> [image: Mailtrack]
>> <
>>
https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
>> >
>> Sender
>> notified by
>> Mailtrack
>> <
>>
https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
>> >
>> 11/02/18,
>> 2:44:12 PM
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> 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.
>>
>
-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*

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