R help - May 2020 - [R ] Writing loop to estimate ARCH test for a multiple columns of a data frame?

Dear Sir,

Thank you very much for such an excellent solution to my problem. I was
trying sapply function since last days, but was really unable to write
properly. Now, I understood my mistake in using sapply function in the
code. Therefore, I have two queries regarding this which I want to discuss
here just for my learning purpose.

1. While using sapply function for estimating one method across the columns
of a data frame, one needs to define the list of the output table after
using sapply so that the test results for each column will be consistently
stored in an output object, right?

2. In the spout<- list() command, what spout[[i-1]]  indicates?

Sir, one more possibility which I would like to ask related to my above
problem just to learn for further R programming language.

After running your suggested code, all the results for each column are
being stored in the spout object. From this, I need only the statistics and
P-value for each column. So, my queries are:

1. Is there any way to extract only two values (i.e., statistics and
p-value) for each column that stored in spout object and save these two
values in another R data frame for each column?
 or
2. Is there any possibility that the statistics and p-value calculated for
each column can directly export to a word file in a table format (having 4
columns and 3 rows). In particular, is it possible to extract both
statistic and p-value results for each column to an MS word file with the
format of A1, A2, A3, A4 column results in 1st row, A5, A6, A7, A8 column
results in 2nd row, and A9, A10, A11, A12 column results in the 3rd row of
the table?


Like before, your suggestion will definitely help me to learn the advanced
R language.

Thank you very much for your help.

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05/08/20,
03:47:26 PM

On Fri, May 8, 2020 at 2:37 PM Jim Lemon <drjimlemon at gmail.com> wrote:
> Hi Subhamitra,
> This isn't too hard:
>
> # read in the sample data that was
> # saved in the file "sp_8_5.tab"
> sp_8_5<-read.table("sp_8_5.tab",sep="\t",
>  header=TRUE,stringsAsFactors=FALSE)
> library(tseries)
> library(FinTS)
> # using "sapply", run the test on each column
> spout<-sapply(sp_8_5[,2:12],ArchTest)
>
> The list "spout" contains the test results. If you really want to
use a
> loop:
>
> spout<-list()
> for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])
>
> Jim
>
>
> On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <
> subhamitra.patra at gmail.com> wrote:
>
>> Dear Sir,
>>
>> Herewith I am pasting a part of my sample data having 12 columns below,
>> and want to calculate ARCH test for the 12 columns by using a loop.
>>
>>
-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*

	[[alternative HTML version deleted]]

1) In general, *apply functions return a list with the number of elements
equal to the number of columns or other elements of the input data. You can
assign that list as I have to "spout" in the first example.

2) spout<-list() assigns the name "spout" to an empty list. As we
are
processing columns 2 to 12 of the input data, spout[[i-1]] assigns the
results to elements 1 to 11 of the list "spout". Just a low trick.

1a) Yes, you can create a "wrapper" function that will return only the
statistic and p.value.

# create a function that returns only the
# statistic and p.value as a string
archStatP<-function(x) {
 archout<-ArchTest(x)
 return(sprintf("ChiSq = %f, p =
%f",archout$statistic,archout$p.value))
}
# using "lapply", run the test on each column
spout<-lapply(sp_8_5[,2:12],archStatP)

Note that I should have used "lapply". I didn't check the output
carefully
enough.

2a) Now you only have to separate the strings in "spout" with TAB
characters and import the result into Excel. I have to wash the dishes, so
you're on your own.

Jim

On Fri, May 8, 2020 at 8:26 PM Subhamitra Patra <subhamitra.patra at
gmail.com>
wrote:
> Dear Sir,
>
> Thank you very much for such an excellent solution to my problem. I was
> trying sapply function since last days, but was really unable to write
> properly. Now, I understood my mistake in using sapply function in the
> code. Therefore, I have two queries regarding this which I want to discuss
> here just for my learning purpose.
>
> 1. While using sapply function for estimating one method across the
> columns of a data frame, one needs to define the list of the output table
> after using sapply so that the test results for each column will be
> consistently stored in an output object, right?
>
> 2. In the spout<- list() command, what spout[[i-1]]  indicates?
>
> Sir, one more possibility which I would like to ask related to my above
> problem just to learn for further R programming language.
>
> After running your suggested code, all the results for each column are
> being stored in the spout object. From this, I need only the statistics and
> P-value for each column. So, my queries are:
>
> 1. Is there any way to extract only two values (i.e., statistics and
> p-value) for each column that stored in spout object and save these two
> values in another R data frame for each column?
>  or
> 2. Is there any possibility that the statistics and p-value calculated for
> each column can directly export to a word file in a table format (having 4
> columns and 3 rows). In particular, is it possible to extract both
> statistic and p-value results for each column to an MS word file with the
> format of A1, A2, A3, A4 column results in 1st row, A5, A6, A7, A8 column
> results in 2nd row, and A9, A10, A11, A12 column results in the 3rd row of
> the table?
>
>
> Like before, your suggestion will definitely help me to learn the advanced
> R language.
>
> Thank you very much for your help.
>
> [image: Mailtrack]
>
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> notified by
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>
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05/08/20,
> 03:47:26 PM
>
> On Fri, May 8, 2020 at 2:37 PM Jim Lemon <drjimlemon at gmail.com>
wrote:
>
>> Hi Subhamitra,
>> This isn't too hard:
>>
>> # read in the sample data that was
>> # saved in the file "sp_8_5.tab"
>> sp_8_5<-read.table("sp_8_5.tab",sep="\t",
>>  header=TRUE,stringsAsFactors=FALSE)
>> library(tseries)
>> library(FinTS)
>> # using "sapply", run the test on each column
>> spout<-sapply(sp_8_5[,2:12],ArchTest)
>>
>> The list "spout" contains the test results. If you really
want to use a
>> loop:
>>
>> spout<-list()
>> for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])
>>
>> Jim
>>
>>
>> On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <
>> subhamitra.patra at gmail.com> wrote:
>>
>>> Dear Sir,
>>>
>>> Herewith I am pasting a part of my sample data having 12 columns
below,
>>> and want to calculate ARCH test for the 12 columns by using a loop.
>>>
>>>
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>
	[[alternative HTML version deleted]]

Dear Sir,

Thank you very much for your wonderful suggestion for my problem. Your
suggested code has excellently worked and successfully extracted the
statistics and p-value in another R object.

Concerning your last suggestion, I attempted to separate the strings with
TAB character in the "spout" object by using different alternative
packages
like dplyr, tidyr, qdap, ans also by using split,strsplit function so that
can export the statistics and p-values for each column to excel, and later
to the MSword file, but got the below error.

By using the  split function, I wrote the code as,
*string[] split = s.Split(spout, '\t')*
where I got the following errors.
Error: unexpected symbol in "string[] split"
Error: unexpected symbol in "string[[]]split"
Error in strsplit(row, "\t") : non-character argument

Then I tried with  strsplit function by the below code
*strsplit(spout, split)*
But, got the below error as
Error in as.character(split) :
  cannot coerce type 'closure' to vector of type 'character'.

Then used dplyr and tidyr package and the wrote the below code
library(dplyr)
library(tidyr)
*separate(spout,value,into=c(?ChiSq?,?p?),sep=?,?)*
*separate(spout,List of length 12,into=c(?ChiSq?,?p?),sep="\t")*
But, got the errors as,
Error: unexpected input in "separate(spout,value,into=c(?"
Error: unexpected symbol in "separate(spout,List of"

Then used qdap package with the code below

*colsplit2df(spout,, c("ChiSq", "p"), ",")*
*colsplit2df(spout,, c("ChiSq", "p"), sep = "\t")*
But got the following errors
Error in dataframe[, splitcol] : incorrect number of dimensions
In addition: Warning message:
In colsplit2df_helper(dataframe = dataframe, splitcol = splitcols[i],  :
  dataframe object is not of the class data.frame
Error in dataframe[, splitcol] : incorrect number of dimensions
In addition: Warning message:
In colsplit2df_helper(dataframe = dataframe, splitcol = splitcols[i],  :
  dataframe object is not of the class data.frame

Sir, please suggest me where I am going wrong in the above to separate
string in the "spout" object.

Thank you very much for your help.

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05/08/20,
06:51:46 PM

On Fri, May 8, 2020 at 4:47 PM Jim Lemon <drjimlemon at gmail.com> wrote:
> 1) In general, *apply functions return a list with the number of elements
> equal to the number of columns or other elements of the input data. You can
> assign that list as I have to "spout" in the first example.
>
> 2) spout<-list() assigns the name "spout" to an empty list. As
we are
> processing columns 2 to 12 of the input data, spout[[i-1]] assigns the
> results to elements 1 to 11 of the list "spout". Just a low
trick.
>
> 1a) Yes, you can create a "wrapper" function that will return
only the
> statistic and p.value.
>
> # create a function that returns only the
> # statistic and p.value as a string
> archStatP<-function(x) {
>  archout<-ArchTest(x)
>  return(sprintf("ChiSq = %f, p =
%f",archout$statistic,archout$p.value))
> }
> # using "lapply", run the test on each column
> spout<-lapply(sp_8_5[,2:12],archStatP)
>
> Note that I should have used "lapply". I didn't check the
output carefully
> enough.
>
> 2a) Now you only have to separate the strings in "spout" with TAB
> characters and import the result into Excel. I have to wash the dishes, so
> you're on your own.
>
> Jim
>
> On Fri, May 8, 2020 at 8:26 PM Subhamitra Patra <
> subhamitra.patra at gmail.com> wrote:
>
>> Dear Sir,
>>
>> Thank you very much for such an excellent solution to my problem. I was
>> trying sapply function since last days, but was really unable to write
>> properly. Now, I understood my mistake in using sapply function in the
>> code. Therefore, I have two queries regarding this which I want to
discuss
>> here just for my learning purpose.
>>
>> 1. While using sapply function for estimating one method across the
>> columns of a data frame, one needs to define the list of the output
table
>> after using sapply so that the test results for each column will be
>> consistently stored in an output object, right?
>>
>> 2. In the spout<- list() command, what spout[[i-1]]  indicates?
>>
>> Sir, one more possibility which I would like to ask related to my above
>> problem just to learn for further R programming language.
>>
>> After running your suggested code, all the results for each column are
>> being stored in the spout object. From this, I need only the statistics
and
>> P-value for each column. So, my queries are:
>>
>> 1. Is there any way to extract only two values (i.e., statistics and
>> p-value) for each column that stored in spout object and save these two
>> values in another R data frame for each column?
>>  or
>> 2. Is there any possibility that the statistics and p-value
>> calculated for each column can directly export to a word file in a
table
>> format (having 4 columns and 3 rows). In particular, is it possible to
>> extract both statistic and p-value results for each column to an MS
word
>> file with the format of A1, A2, A3, A4 column results in 1st row, A5,
A6,
>> A7, A8 column results in 2nd row, and A9, A10, A11, A12 column results
in
>> the 3rd row of the table?
>>
>>
>> Like before, your suggestion will definitely help me to learn the
>> advanced R language.
>>
>> Thank you very much for your help.
>>
>> [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&>
05/08/20,
>> 03:47:26 PM
>>
>> On Fri, May 8, 2020 at 2:37 PM Jim Lemon <drjimlemon at
gmail.com> wrote:
>>
>>> Hi Subhamitra,
>>> This isn't too hard:
>>>
>>> # read in the sample data that was
>>> # saved in the file "sp_8_5.tab"
>>> sp_8_5<-read.table("sp_8_5.tab",sep="\t",
>>>  header=TRUE,stringsAsFactors=FALSE)
>>> library(tseries)
>>> library(FinTS)
>>> # using "sapply", run the test on each column
>>> spout<-sapply(sp_8_5[,2:12],ArchTest)
>>>
>>> The list "spout" contains the test results. If you really
want to use a
>>> loop:
>>>
>>> spout<-list()
>>> for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])
>>>
>>> Jim
>>>
>>>
>>> On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <
>>> subhamitra.patra at gmail.com> wrote:
>>>
>>>> Dear Sir,
>>>>
>>>> Herewith I am pasting a part of my sample data having 12
columns below,
>>>> and want to calculate ARCH test for the 12 columns by using a
loop.
>>>>
>>>>
>>
>> --
>> *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]]