[R] Zero mean correlation Matrix
Hi,, I want to use the existing cor function in R but with a different way to compute the correlation method.. basically zero mean correlation. The forumula I have is 'D' - function(c1, c2) sum(c1*c2, na.rm=T)/(sqrt(sum(c1*c1, na.rm=T))*sqrt(sum(c2*c2, na.rm=T))) I am not sure how i can modify the method cor computes its square roots and covariance matrixes? I only need to add this to get the answer -- View this message in context: http://www.nabble.com/Zero-mean-correlation-Matrix-tp20074044p20074044.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
Re: [R] Applying lm to data with combn
Thank you, can you suggest wht is the shortest way to store the combination with min residual error term? AliR wrote: http://www.nabble.com/file/p15359204/test.data.csv http://www.nabble.com/file/p15359204/test.data.csv test.data.csv Hi, I have used apply to have certian combinations, but when I try to use these combinations I get the error [Error in eval(expr, envir, enclos) : object X.GDAXI not found]. being a novice I donot understand that after applying combination to the data I cant access it and use lm on these combinations. The data frame either is no longer a matrix, how can I access the data and make it work for lm!! Any help please! fruit = read.csv(file=test.data.csv,head= TRUE, sep=,)# read it in matrix format #fruit =read.file(row.names=1)$data mD =head(fruit[, 1:5])# only first five used in combinations #X.SSMII = head(fruit[, 6])# Keep it for referebce nmax = NULL n = ncol(mD)# dont take the last column for reference purpose if(is.null(nmax)) nmax = n mDD = apply(combn(5, 1),1, FUN= function(y) mD[, y])# to fg = lm( X.SSMII ~ X.GDAXI + X.FTSE + X.FCHI + X.IBEX, data = mDD )# regress on combos s = cbind(s, Residuals = residuals(fg))# take residuals print(mD) -- View this message in context: http://www.nabble.com/Applying-lm-to-data-with-combn-tp15359204p15391159.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Applying lm to data with combn
http://www.nabble.com/file/p15359204/test.data.csv http://www.nabble.com/file/p15359204/test.data.csv test.data.csv Hi, I have used apply to have certian combinations, but when I try to use these combinations I get the error [Error in eval(expr, envir, enclos) : object X.GDAXI not found]. being a novice I donot understand that after applying combination to the data I cant access it and use lm on these combinations. The data frame either is no longer a matrix, how can I access the data and make it work for lm!! Any help please! fruit = read.csv(file=test.data.csv,head= TRUE, sep=,)# read it in matrix format #fruit =read.file(row.names=1)$data mD =head(fruit[, 1:5])# only first five used in combinations #X.SSMII = head(fruit[, 6])# Keep it for referebce nmax = NULL n = ncol(mD)# dont take the last column for reference purpose if(is.null(nmax)) nmax = n mDD = apply(combn(5, 1),1, FUN= function(y) mD[, y])# to fg = lm( X.SSMII ~ X.GDAXI + X.FTSE + X.FCHI + X.IBEX, data = mDD )# regress on combos s = cbind(s, Residuals = residuals(fg))# take residuals print(mD) -- View this message in context: http://www.nabble.com/Applying-lm-to-data-with-combn-tp15359204p15359204.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
