[R] Summing using a boolean index vector

2010-06-18 Thread Dan Stanger
Hello all:
I have a dataframe f of weekdays and value, and a Boolean vector with Fridays 
set to true, and other days set to false, created by fridays-(diff(f$weekdays) 
 -1).
I would like to create a vector of sums, for each week.  That is, start summing 
on the first false value in the vector, and when I get to true, produce the 
sum, and start summing again.
Is there a vector operation which can do this, without writing an explicit loop?
Thank you,
Dan Stanger
Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261


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[R] Summing using a boolean index vector (repost in plain text).

2010-06-18 Thread Dan Stanger
Hello all:
I have a dataframe f of weekdays and value, and a Boolean vector with Fridays 
set to true, and other days set to false, created by fridays-(diff(f$weekdays) 
 -1).
I would like to create a vector of sums, for each week.  That is, start summing 
on the first false value in the vector, and when I get to true, produce the 
sum, and start summing again.
Is there a vector operation which can do this, without writing an explicit loop?
Thank you,
Dan Stanger
P.S. Sorry about the repost.
Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261

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and provide commented, minimal, self-contained, reproducible code.


Re: [R] Summing using a boolean index vector (repost in plain text).

2010-06-18 Thread Dan Stanger
Hello Jim,
Thank you for getting back to me.  Cumsum does exactly what I needed as the 
following example shows.

[1]  TRUE FALSE FALSE FALSE  TRUE FALSE FALSE FALSE FALSE  TRUE FALSE FALSE 
FALSE FALSE  TRUE FALSE
 cumsum(x)
 [1]  1  1  1  1  2  2  2  2  2  3  3  3  3  3  4  4  4  4  4  5  5  5  5  5  6 
 6  6  6  6  7  7  7  7

Dan Stanger
Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261


-Original Message-
From: jim holtman [mailto:jholt...@gmail.com] 
Sent: Friday, June 18, 2010 12:24 PM
To: Dan Stanger
Cc: R-help@r-project.org
Subject: Re: [R] Summing using a boolean index vector (repost in plain text).

?cumsum
?ave

 But without data (follow the posting guide) specific solution can not
be specified

On Fri, Jun 18, 2010 at 11:39 AM, Dan Stanger dstan...@eatonvance.com wrote:
 Hello all:
 I have a dataframe f of weekdays and value, and a Boolean vector with Fridays 
 set to true, and other days set to false, created by 
 fridays-(diff(f$weekdays)  -1).
 I would like to create a vector of sums, for each week.  That is, start 
 summing on the first false value in the vector, and when I get to true, 
 produce the sum, and start summing again.
 Is there a vector operation which can do this, without writing an explicit 
 loop?
 Thank you,
 Dan Stanger
 P.S. Sorry about the repost.
 Eaton Vance Management
 200 State Street
 Boston, MA 02109
 617 598 8261

 __
 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.




-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem that you are trying to solve?

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[R] Cluster analysis question

2009-02-06 Thread Dan Stanger
Hello All,

I have data where each feature data point is a vector, and my distance
measurement is a weighted dot product between vectors. 

I would like to use R to perform a cluster analysis on this data.  Does
one of the R cluster analysis routines provide for a user provided
distance function?

 

Dan Stanger

Eaton Vance Management
255 State Street
Boston, MA 02109
617 598 8261

 


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[R] Newbie question about vector matrix multiplication

2008-05-14 Thread Dan Stanger
Hello All,

I have a covariance matrix, generated by read.table, and cov:

co-cov(read.table(c:/r.x))

 XYZ

X 0.0012517684 0.0002765438 0.0007887114

Y 0.0002765438 0.0002570286 0.0002117336

Z 0.0007887114 0.0002117336 0.0009168750

 

And a weight vector generated by 

w- read.table(c:/r.weights)

  X Y Z

1 0.5818416 0.2158531 0.2023053

 

I want to compute the product of the matrix and vectors termwise to
generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j].

0.000423773 7.47216E-08 4.41255E-08

7.47216E-08 1.96566E-11 4.29229E-11

4.41255E-08 4.29229E-11 4.11045E-11

 

Is this possible without writing explicit loops?

Thank you,

Dan Stanger

Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261

 


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Re: [R] Newbie question about vector matrix multiplication

2008-05-14 Thread Dan Stanger
Hello Abhijit,
When I try that, I get:
 diag(w)%*%co%*%diag(w)
Error in diag(w) %*% co : requires numeric matrix/vector arguments

Dan Stanger
Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261

-Original Message-
From: Abhijit Dasgupta [mailto:[EMAIL PROTECTED] 
Sent: Wednesday, May 14, 2008 3:22 PM
To: Dan Stanger
Cc: r-help@r-project.org
Subject: Re: [R] Newbie question about vector matrix multiplication

Won't diag(w)%*%co%*%diag(w) do it?

Dan Stanger wrote:
 Hello All,

 I have a covariance matrix, generated by read.table, and cov:

 co-cov(read.table(c:/r.x))

  XYZ

 X 0.0012517684 0.0002765438 0.0007887114

 Y 0.0002765438 0.0002570286 0.0002117336

 Z 0.0007887114 0.0002117336 0.0009168750

  

 And a weight vector generated by 

 w- read.table(c:/r.weights)

   X Y Z

 1 0.5818416 0.2158531 0.2023053

  

 I want to compute the product of the matrix and vectors termwise to
 generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j].

 0.000423773 7.47216E-08 4.41255E-08

 7.47216E-08 1.96566E-11 4.29229E-11

 4.41255E-08 4.29229E-11 4.11045E-11

  

 Is this possible without writing explicit loops?

 Thank you,

 Dan Stanger

 Eaton Vance Management
 200 State Street
 Boston, MA 02109
 617 598 8261

  


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Re: [R] Newbie question about vector matrix multiplication

2008-05-14 Thread Dan Stanger
Hi Phil,
That solved the problem.
Thanks,
Dan Stanger
Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261

-Original Message-
From: Phil Spector [mailto:[EMAIL PROTECTED] 
Sent: Wednesday, May 14, 2008 3:42 PM
To: Dan Stanger
Subject: RE: [R] Newbie question about vector matrix multiplication

Dan -
Most likely it's due to the fact that you used
read.table for your weight vector, and it gave you
a one row, three column data frame (as it should).
Your weights are in the first row of that, so

ww = as.numeric(w[1,])

will extract them as a vector, and

outer(ww,ww,'*) * X

should get what you want.
- Phil



On Wed, 14 May 2008, Dan Stanger wrote:

 Hi Phil,
 outer(w,w,*)
 Error in as.vector(X) %*% t(as.vector(Y)) :
  requires numeric matrix/vector arguments

 There must be something about the object I am creating when I read my
 weight vector in, which causes it to be treated improperly.
 My file is:
 \tX\tY\tZ
 1\t0.581841567\t0.215853099\t0.202305334
 where tabs have been replaced by \t for readability.

 Dan Stanger
 Eaton Vance Management
 200 State Street
 Boston, MA 02109
 617 598 8261

 -Original Message-
 From: Phil Spector [mailto:[EMAIL PROTECTED]
 Sent: Wednesday, May 14, 2008 3:27 PM
 To: Dan Stanger
 Subject: Re: [R] Newbie question about vector matrix multiplication

 Dan -
 One possible way to do what you describe is

 outer(w,w,*) * co

- Phil Spector
Statistical Computing Facility
Department of Statistics
UC Berkeley
[EMAIL PROTECTED]



 On Wed, 14 May 2008, Dan Stanger wrote:

 Hello All,

 I have a covariance matrix, generated by read.table, and cov:

 co-cov(read.table(c:/r.x))

 XYZ

 X 0.0012517684 0.0002765438 0.0007887114

 Y 0.0002765438 0.0002570286 0.0002117336

 Z 0.0007887114 0.0002117336 0.0009168750



 And a weight vector generated by

 w- read.table(c:/r.weights)

  X Y Z

 1 0.5818416 0.2158531 0.2023053



 I want to compute the product of the matrix and vectors termwise to
 generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j].

 0.000423773 7.47216E-08 4.41255E-08

 7.47216E-08 1.96566E-11 4.29229E-11

 4.41255E-08 4.29229E-11 4.11045E-11



 Is this possible without writing explicit loops?

 Thank you,

 Dan Stanger

 Eaton Vance Management
 200 State Street
 Boston, MA 02109
 617 598 8261




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 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.



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