Displaying 20 results from an estimated 1000 matches similar to: "Applying function to a TABLE and also "apply, tapply, sapply etc""
2007 Feb 08
2
Timings of function execution in R [was Re: R in Industry]
On 2/8/07, Albrecht, Dr. Stefan (AZ Private Equity Partner)
<stefan.albrecht at apep.com> wrote:
> Dear all,
>
> Thanks a lot for your comments.
>
> I very well agree with you that writing efficient code is about optimisation. The most important rules I know would be:
> - vectorization
> - pre-definition of vectors, etc.
> - use matrix instead of data.frame
> - do
2011 Jan 10
2
Calculating Portfolio Standard deviation
Dear R helpers
I have following data
stocks <- c("ABC", "DEF", "GHI", "JKL")
prices_df <- data.frame(ABC = c(17,24,15,22,16,22,17,22,15,19),
DEF = c(22,28,20,20,28,26,29,18,24,21),
GHI = c(32,27,32,36,37,37,34,23,25,32),
2010 Dec 10
3
Adding numbers in Outputs
two OutputsHello!
I am Amelia from Auckland and work for a bank. I am new to R and I have started my venture with R just a couple of weeks back and this is my first mail to R-forum. I need following assistance
Suppose my R code generates following outputs as
> X
[[1]]
[1] 40
[[2]]
[1] 80 160
[[3]]
[1] 160 80 400
> Y
[[1]]
[1] 10
[[2]]
[1] 10 30
[[3]]
[1] 5 18 20
2011 Jan 07
1
Currency return calculations
Dear sir, I am extremely sorry for messing up the logic
asking for help w.r.t. my earlier mails
I have tried to explain below what I am looking for.
I have a database (say, currency_rates) storing datewise
currency exchange rates with some base currency XYZ.
currency_rates <- data.frame(date =
c("12/31/2010", "12/30/2010", "12/29/2010",
2004 Jul 03
4
counting the occurrences of vectors
Hi:
I have two matrices, A and B, where A is n x k, and B is m x k, where n >> m >> k. Is there a computationally fast way to count the number of times each row (a k-vector) of B occurs in A? Thanks for any suggestions.
Best,
Ravi.
[[alternative HTML version deleted]]
2010 Feb 12
1
paired wilcox test on each row of a large dataframe
hI
I have to calculate V statistic for each row of a large dataframe (28000). I
can not use multtest package for paired wilcox test. I have been using for
loop which are. Is there a way to speed the computation with another method
like using apply or tapply?
My data set looks like this:
11573_MB 11911_MB 11966_MB 12091_MB 12168_MB
12420_MB................
cg00000292
2012 Aug 04
3
Head or Tails game
Hi,
Reading about a "Heads and Tails" game in
http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/amsbook.mac.pdf
Introduction to Probability (Example 1.4, pp. 5-8).
You toss a coin 40 times. If heads, Peter wins $1, tails, he loses $1. I
think I can do that ok with:
winnings <- sum(sample(c(-1,1), 40, replace=TRUE))
But I have to do it 10,000 times
2011 Jan 06
1
Calcuting returns
Dear R forum helpers,I have following datatrans <- data.frame(currency_transacted = c("EURO", "USD", "USD", "GBP", "USD", "AUD"), position_amt = c(10000, 25000, 20000, 15000, 22000, 30000))date <- c("12/31/2010", "12/30/2010", "12/29/2010", "12/28/2010", "12/27/2010",
2010 Jun 29
1
Performance enhancement for ave
library(plyr)
n<-100000
grp1<-sample(1:750, n, replace=T)
grp2<-sample(1:750, n, replace=T)
d<-data.frame(x=rnorm(n), y=rnorm(n), grp1=grp1, grp2=grp2)
system.time({
d$avx1 <- ave(d$x, list(d$grp1, d$grp2))
d$avy1 <- ave(d$y, list(d$grp1, d$grp2))
})
# user system elapsed
# 39.300 0.279 40.809
system.time({
d$avx2 <- ave(d$x, interaction(d$grp1, d$grp2, drop =
2004 Jul 01
3
list structure question
Hi,
I have a list in which element is a vector (all of the same length and
all numeric). I want to find the mean of the first elements of the
vectors, the mean of the second elements of the vectors and so on.
Currently I convert the list to a data.frame and apply rowMeans(). But
is there a way to to do this directly on the list? I seem to recall a
post in which there was such a function (or
2008 Aug 27
5
Integrate a 1-variable function with 1 parameter (Jose L. Romero)
Hey fellas:
I would like to integrate the following function:
integrand <- function (x,t) {
exp(-2*t)*(2*t)^x/(10*factorial(x))
}
with respect to the t variable, from 0 to 10.
The variable x here works as a parameter: I would like to integrate the said function for each value of x in 0,1,..,44.
I have tried Vectorize to no avail.
Thanks in advance,
jose romero
2011 Jan 07
1
Calculating Returns : (Extremely sorry for earlier incomplete mail)
Dear R forum helpers,
I am extremely sorry for the receipt of my incomplete mail yesterday. There was connectivity problem at my end and so I chose to send the mail through my cell, only to realize today about the way mail has been transmitted. I am again sending my complete mail through regular channel and sincerely apologize for the inconvenience caused.
## Here is my actual mail
Dear R
2011 Jan 14
3
RSQLite - How to express(or save) a dataframe as an output?
Dear R helpers
Suppose following is an output due to some R process. I wish to save it as a table in 'temp.db'
df <- data.frame(x = c(5, 4, 3, 11), y = c(25, 16, 9, 121))
library(RSQLite)
write('** Initializing','')
drv <- dbDriver("SQLite", shared.cache = TRUE)
con <- dbConnect(drv, dbname = "temp.db",
2012 Sep 02
0
most efficient plyr solution
Dear list members,
Any help on this efficiency issue would be greatly appreciated.
I would like to find the most efficient way to run a non-vectorized function (here: fisher exact test p-value) iteratively using 4 matrices with identical dimensions. And as a result I aim for an array with identical dimensions containing the corresponding p-values. Please consider some code using a trivial
2004 Dec 16
8
counting numbers without replicates in a vector
Hi,
I am just wondering if there is an easy way to count
in a numeric vector how many numbers don't have
replicates.
For example,
a=c(1,1,2,2,3,4,5), how can I know there are three
numbers (3, 4 and 5) without replicates?
Thank you!
Jun
=====
2009 Dec 08
4
lower.tail option in pnorm
Hi,
I would have thought that these two constructions would
produce the same result but they do not.
Resp <- rbinom(10, 1, 0.5)
Stim <- rep(0:1, 5)
mm <- model.matrix(~ Stim)
Xb <- mm %*% c(0, 1)
ifelse(Resp, log(pnorm(Xb)), log(1 - pnorm(Xb)))
pnorm(as.vector(Xb), lower.tail = Resp, log.p = TRUE)
> ifelse(Resp, log(pnorm(Xb)), log(1 - pnorm(Xb)))
[1] -0.6931472 -1.8410216
2000 Sep 24
2
Folding ?
Hi,
I need to write a function that would look something like this:
S <- function(b=betas){
expression(b[1] * f(b[2] * x * f(b[3] * x * f(...b[n-1] * x * f(b[n] *
x)))...)
}
Where n is the number of element in b.
Further I need to be able to evaluate S at some x numerically of course and
I need to use "deriv" and produce dS/dx such that I can evaluate it also at
some x.
I
2011 Sep 02
5
Hessian Matrix Issue
Dear All,
I am running a simulation to obtain coverage probability of Wald type
confidence intervals for my parameter d in a function of two parameters
(mu,d).
I am optimizing it using "optim" method "L-BFGS-B" to obtain MLE. As, I
want to invert the Hessian matrix to get Standard errors of the two
parameter estimates. However, my Hessian matrix at times becomes
2011 Dec 12
1
Detecting typo in function argument
With some chagrin after spending a couple of hours trying to debug a script, I realized I
had typed in something like
ans<-optimx(start, myfn, mygr, lower<-lo, upper=up)
that is, the "<-" rather than "=". The outcome on my machine was a non-obvious error
several layers deep in the call stack. For info, optim() seems to stop much more quickly.
The error is
2009 Nov 02
2
a prolem with constrOptim
Hi,
I apologize for the long message but the problem I encountered can't be stated in a few lines.
I am having some problems with the function constrOptim. My goal is to maximize the likelihood of product of K multinomials, each with four catagories under linear constraints on the parameter values. I have found that the function does not work for many data configurations.
#The likelihood