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Subhamitra Patra

2018-Nov-02 10:15 UTC

[R] Application of rolling window in entropy analysis

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*

	[[alternative HTML version deleted]]

Eric Berger

2018-Nov-02 10:28 UTC

head link

[R] Application of rolling window in entropy analysis

How about something like this:

ts= India[-1,]   #####For deleting the year row
N<-ncol(ts)
width <- 500
M <- nrow(ts) - width
r<-matrix(0, ncol = N, nrow = M)
library(pracma)
for (i in 1:N){
       r[,i]<-rollapply( data=ts[,i], width=width, FUN=approx_entropy, edim
= 2, r = 0.2*sd(ts[,i]), elag = 1, align="right")
}

Best,
Eric



On Fri, Nov 2, 2018 at 12:15 PM Subhamitra Patra <subhamitra.patra at
gmail.com>
wrote:
> 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.
>
>
> [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,
> 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*
>
	[[alternative HTML version deleted]]

Subhamitra Patra

2018-Nov-02 10:33 UTC

head link

[R] Application of rolling window in entropy analysis

ts= India[-1,]
N<-ncol(ts)
width <- 500
M <- nrow(ts) - width
r<-matrix(0, ncol = N, nrow = M)
library(pracma)
for (i in 1:N){
       r[,i]<-rollapply( data=ts[,i], width=width, FUN=approx_entropy, edim
= 2, r = 0.2*sd(ts[,i]), elag = 1, align="right")
}

This is my entropy value which I am interested to use in rolling window
size of 500. I applied rollapply function, but it is not working.

Kindly help me out


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11/02/18,
4:02:18 PM

On Fri, Nov 2, 2018 at 3:59 PM Eric Berger <ericjberger at gmail.com>
wrote:
> How about something like this:
>
> ts= India[-1,]   #####For deleting the year row
> N<-ncol(ts)
> width <- 500
> M <- nrow(ts) - width
> r<-matrix(0, ncol = N, nrow = M)
> library(pracma)
> for (i in 1:N){
>        r[,i]<-rollapply( data=ts[,i], width=width, FUN=approx_entropy,
> edim = 2, r = 0.2*sd(ts[,i]), elag = 1, align="right")
> }
>
> Best,
> Eric
>
>
>
> On Fri, Nov 2, 2018 at 12:15 PM Subhamitra Patra <
> subhamitra.patra at gmail.com> wrote:
>
>> 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.
>>
>>
>> [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,
>> 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*
>>
>
-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*

	[[alternative HTML version deleted]]

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

[R] Application of rolling window in entropy analysis

[R] Application of rolling window in entropy analysis

[R] Application of rolling window in entropy analysis