Re: [R] writing a simulation

2009-08-06 Thread Meenu Sahi
Dear All

I 've solved this problem...

Thanks
Meenu

On Thu, Aug 6, 2009 at 1:28 AM, Meenu Sahi meenus...@gmail.com wrote:

 No its not an or condition. Please see the changed attachment.

 Many thanks for your help.

 Regards
 Meenu

 On Wed, Aug 5, 2009 at 6:36 PM, David Winsemius dwinsem...@comcast.netwrote:


 On Aug 4, 2009, at 2:12 PM, Meenu Sahi wrote:

 Dear R Users

 I'm writing my first simulation in R.
 I've put across my problems with a smaller example in the attachment
 along
 with the questions.

 Please help.


 See Simpson reply to Q1

 ##Question2: How can I easily identify which out of the 9 states does ad
 fall into with Level =5.04 and spread=0.25?
 ##OUTPUT
 ad
 X6
 Level  5.04
 spread 0.25
 state  state8

 But spread for state7 was -0.34?

 Had it been 0.24, then this should work (some of the time.)
  subset(mydat4, Level == 5.4  spread==0.25)
 [1] Level  spread change State
 0 rows (or 0-length row.names)

 Perhaps you meant to specify an or condition?

  subset(mydat4, Level == 5.4 | spread==0.24)
   Level spread change  State
 10  5.40  -0.34BrF State7
 11  4.89   0.24BlF State8



 Best regards
 Meenu
 Example.txt__
 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.htmlhttp://www.r-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


 David Winsemius, MD
 Heritage Laboratories
 West Hartford, CT




[[alternative HTML version deleted]]

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


[R] Write the results of sample function which uses a dataframe into an Array

2009-08-06 Thread Meenu Sahi
Dear All?
Basically I want to write the results of the sample function into an array
is a specific order. The sample function uses a dataframe x.1 and therefore
the result is also a dataframe and so I cannot write the result into the
array in the correct order.  If I convert x.1 into a matrix then the sample
function fails. PLease help as to what is the problem !!! Has anyone had a
similar problem?
Please read the question and the problem in the attachment.

Many thanks for your time.

Kind regards
Meenu
x.1 is a matrix with 93 columns
 class(x.1)
[1] matrix


x.1
   41   4243   44  45
EU0006MIndex  0.00500 -0.03337 1.431e-02  0.01387 -0.05793000
DMSW1Curncy   0.06420 -0.05780 5.610e-02 -0.00060 -0.1517
DMSW2Curncy   0.09600 -0.06450 1.053e-01 -0.02730 -0.2335
DMSW3Curncy   0.05850 -0.07550 1.398e-01 -0.05470 -0.2466
DMSW4Curncy   0.02650 -0.08650 1.710e-01 -0.08500 -0.2365
DMSW5Curncy  -0.01100 -0.09400 1.815e-01 -0.09830 -0.2252
DMSW6Curncy  -0.03650 -0.10100 1.795e-01 -0.09840 -0.2181
DMSW7Curncy  -0.05650 -0.11750 1.864e-01 -0.09590 -0.2100
DMSW8Curncy  -0.07300 -0.12250 1.872e-01 -0.09920 -0.2015
DMSW9Curncy  -0.08650 -0.12650 1.876e-01 -0.09860 -0.1915
DMSW10Curncy -0.10750 -0.13550 1.872e-01 -0.09270 -0.1850
DMSW12Curncy -0.11950 -0.14650 1.900e-01 -0.09300 -0.1735
DMSW15Curncy -0.13200 -0.16600 1.790e-01 -0.07900 -0.1580
DMSW20Curncy -0.13050 -0.19100 1.560e-01 -0.07450 -0.1395
DMSW30Curncy -0.13150 -0.22800 1.600e-01 -0.06900 -0.1230
EUSA40Curncy -0.13350 -0.23220 1.552e-01 -0.07950 -0.1015
EUSA50Curncy -0.13250 -0.22970 1.637e-01 -0.08950 -0.1005
Libor_OAS 0.001208618 -0.005033614 4.506e-05 -0.004526479 -0.01386261
   46   47   48   49   50
EU0006MIndex -0.00938 -0.04000  0.04888  0.00687  0.05225
DMSW1Curncy  -0.06020 -0.07430  0.15850 -0.02080  0.12740
DMSW2Curncy  -0.10200 -0.13300  0.24260 -0.06270  0.18310
DMSW3Curncy  -0.12900 -0.13990  0.23590 -0.08500  0.17900
DMSW4Curncy  -0.16600 -0.13990  0.21640 -0.09800  0.16670
DMSW5Curncy  -0.14700 -0.14990  0.18240 -0.11400  0.14700
DMSW6Curncy  -0.13400 -0.15650  0.15500 -0.12700  0.12500
DMSW7Curncy  -0.18100 -0.14000  0.16750 -0.13300  0.10400
DMSW8Curncy  -0.17300 -0.12650  0.13400 -0.14000  0.08800
DMSW9Curncy  -0.16200 -0.14990  0.13640 -0.14500  0.07550
DMSW10Curncy -0.14650 -0.16150  0.12650 -0.14800  0.06650
DMSW12Curncy -0.14100 -0.16000  0.11750 -0.15300  0.05450
DMSW15Curncy -0.13100 -0.16700  0.10300 -0.15500  0.04400
DMSW20Curncy -0.11300 -0.17000  0.08400 -0.16150  0.03450
DMSW30Curncy -0.10900 -0.17990  0.07490 -0.16800  0.02200
EUSA40Curncy -0.11000 -0.18500  0.07500 -0.17400  0.03250
EUSA50Curncy -0.11200 -0.18500  0.07800 -0.17700  0.03150
Libor_OAS-0.002243875  0.006692975 -0.002139178  0.006372163 -0.000319492
   51  52  53  54 90
EU0006MIndex  0.17200  0.2200  0.03963000  0.0595 -0.7918700
DMSW1Curncy   0.24500  0.2143  0.0662  0.0640 -0.460
DMSW2Curncy   0.27230  0.1552  0.0750  0.1170 -0.422
DMSW3Curncy   0.27300  0.1203  0.0742  0.1420 -0.386
DMSW4Curncy   0.28730  0.1020  0.0335  0.1621 -0.311
DMSW5Curncy   0.28650  0.0917 -0.0037  0.1786 -0.2255000
DMSW6Curncy   0.28350  0.0787 -0.0297  0.1849 -0.164
DMSW7Curncy   0.27050  0.0711 -0.0591  0.1957 -0.109
DMSW8Curncy   0.26050  0.0611 -0.0741  0.1939 -0.050
DMSW9Curncy   0.25300  0.0522 -0.0942  0.1972 -0.041
DMSW10Curncy  0.24500  0.0463 -0.1083  0.1975 -0.0175000
DMSW12Curncy  0.23000  0.0400 -0.1270  0.1926  0.0255000
DMSW15Curncy  0.21100  0.0388 -0.1418  0.1811  0.0885000
DMSW20Curncy  0.19000  0.0325 -0.1545  0.1825  0.1165000
DMSW30Curncy  0.19100  0.0215 -0.1765  0.1850  0.1295000
EUSA40Curncy  0.17450  0.0085 -0.1835  0.1800  0.1145000
EUSA50Curncy  0.17250  0.0045 -0.1895  0.1680  0.0805000
Libor_OAS-0.006313754 -0.01380074 -0.01809107 -0.01037939  0.2329775
   91  92  93  94   20

Re: [R] writing a simulation

2009-08-05 Thread Meenu Sahi
No its not an or condition. Please see the changed attachment.

Many thanks for your help.

Regards
Meenu

On Wed, Aug 5, 2009 at 6:36 PM, David Winsemius dwinsem...@comcast.netwrote:


 On Aug 4, 2009, at 2:12 PM, Meenu Sahi wrote:

 Dear R Users

 I'm writing my first simulation in R.
 I've put across my problems with a smaller example in the attachment along
 with the questions.

 Please help.


 See Simpson reply to Q1

 ##Question2: How can I easily identify which out of the 9 states does ad
 fall into with Level =5.04 and spread=0.25?
 ##OUTPUT
 ad
 X6
 Level  5.04
 spread 0.25
 state  state8

 But spread for state7 was -0.34?

 Had it been 0.24, then this should work (some of the time.)
  subset(mydat4, Level == 5.4  spread==0.25)
 [1] Level  spread change State
 0 rows (or 0-length row.names)

 Perhaps you meant to specify an or condition?

  subset(mydat4, Level == 5.4 | spread==0.24)
   Level spread change  State
 10  5.40  -0.34BrF State7
 11  4.89   0.24BlF State8



 Best regards
 Meenu
 Example.txt__
 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.htmlhttp://www.r-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


 David Winsemius, MD
 Heritage Laboratories
 West Hartford, CT



mydat-read.table(textConnection(Level spread change State
4.57 1.6 BlF NA
4.45 2.04 BrS NA
3.07 2.49 BlS NA
3.26 -0.26 BlF NA
2.80 0.22 BrF NA
3.22 2.5 BrS NA
4.2 -0.34 BlF NA
3.80 0.35 BrS NA
4.28 1.78 BrF NA
5.4 -0.34 BrF NA
4.89 0.24 BlF NA), header=TRUE,as.is=TRUE)

mydat3-data.frame(mydat)

q-quantile(mydat3[[1]],c(0,0.25,0.75,1))
z.level-cut(mydat3[[1]],q,include.lowest=T)
summary(z.level)

q-quantile(mydat3[[2]],c(0,0.25,0.75,1))
z.shape-cut(mydat3[[2]],q,include.lowest=T)
summary(z.shape)

table(z.shape,z.level)

mydat3$State-as.numeric(interaction(z.shape,z.level,sep=))
#the clue on interaction was a great help


firstDiff-data.frame(apply(mydat3[,1:2],2,diff))
# the clue of using apply to use diff was very helpful
#


# Draw a random sample for the differences
d-dim(mydat3)
z-mydat3[d[1],1:2]
z.t-t(z)
x-data.frame(t(firstDiff[,1:2]))
y-sample(x[,1:2],1,replace=T)
ad-z.t+y
ad-data.frame(ad)
ad-data.frame(t(ad))
##one of the Output of ad(depending on the sample result) is given below

 Level spread
X1  4.77   0.68

#I want to identify which state ad lies in according to the breaks identified 
in table(z.shape,z.level)
attach(ad)
state1-data.frame(ad[spread=-Inf  spread= -0.02  Level=2.8  
Level=3.24,])
state2-data.frame(ad[spread-0.02  spread= 1.91  Level=2.8  Level=3.24,])
state3-data.frame(ad[spread1.91  spread= 2.5  Level=2.8  Level=3.24,])
state4-data.frame(ad[spread=-Inf  spread= -0.02  Level=3.24  
Level=4.51,])
state5-data.frame(ad[spread-0.02  spread= 1.91  Level=3.24  
Level=4.51,])
state6-data.frame(ad[spread1.91  spread= 2.5  Level=3.24  Level=4.51,])
state7-data.frame(ad[spread=-Inf  spread= -0.02  Level=4.51  
Level=5.4,])
state8-data.frame(ad[spread-0.02  spread= 1.91  Level=4.51  Level=5.4,])
state9-data.frame(ad[spread1.91  spread= 2.5  Level=4.51  Level=5.4,])
detach(ad)
c-(c(dim(state1)[1],dim(state2)[1],dim(state3)[1],dim(state4)[1],dim(state5)[1],dim(state6)[1],dim(state7)[1],dim(state8)[1],dim(state9)[1]))
c
[1] 0 0 0 0 0 0 0 0 1


c[]0
[1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE  TRUE
# How do I extract state9 or number 9 in this particular example
##Question1: How can I identify which out of the 9 states does ad fall into 
with the new sampled Level =4.77 and spread=0.68?

# desired output
Level spread State
X1  4.77   0.68   9

##Question3: I want to write a simulation of the order given below: HOw can I 
in R store each 
simulation result in deltay[s,t] where s keeps track of scenarios and t keeps 
track of time within a
 scenario
Final array(y) of the following order:-

s t level   Spread 
1 1  delta[1,t,1]  delta[1,t,2]
1 2  
1 3  
1 4
1 5
1 6
1 7

The array starts with s=1 and t=1 and draws random samples to fill in t=1 to 7.
See below in 'program-language'.
For (s in 1:100){
y[s,1]=z.t 
#How can I write y[s,]-z.t ?
For (t in 1:7){
deltay[s,t] = sample(x[,1:2],1,replace=T)
y[s,t+1]=y[s,t]+ deltay[s,t]
}
write scenario s
}
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Re: [R] Add columns in a dataframe and fill them from another table according to a criteria

2009-08-04 Thread Meenu Sahi
Thank you very much !!! It works !!!
Sorry it took me some time to understand your solution and apply it to my
extended dataset. Just got it working !!!
Yes as.numeric is the trick..

Many thanks again for your help and time.

Regards
Meenu

On Sun, Aug 2, 2009 at 6:06 AM, David Winsemius dwinsem...@comcast.netwrote:

 Apologies to list: Should have replied to all.

 --
 DW

 Begin forwarded message:

  From: David Winsemius dwinsem...@comcast.net
  Date: August 1, 2009 3:02:58 PM EDT
  To: Meenu Sahi meenus...@gmail.com
  Subject: Re: [R] Add columns in a dataframe and fill them from
  another table  according to a criteria
 
 
   On Aug 1, 2009, at 1:43 PM, Meenu Sahi wrote:
 
  Dear R users
  My apologizes for not writing in the correct format due to my
  ignorance. In the future I will write more clearly. I hope to
  contribute to the R community in the process of picking up the
  language professionally.
  I have now written the R code which is attached in a notepad file.
  I've simplified my problem in an example of, table pstate which
  contains the probabilities of getting certain changes in the four
  different states and a dataframe mydata4 which contains all the
  changes connected to the four different states. I would like to add
  the probabilities into mydata4 after matching for the change and
  the state.
  Everything before # output can be copy pasted in the R window.
  The desired output is written after ## OUTPUT
  Must I write an if else or can I do it in an easier way?
  Your help is greatly appreciated ! Many thanks for your patience.
 
  You need to figure out how to send mail to the list with plain text.
  But I suspect you did successfully get the attchment through to the
  audience.
 
  I did not like the ordering of the PStates in your new target
  dataframe so I changed it to fit my(and your) purposes.
 
   Change-c(b,a,b,c,d,a)
   State-c(State1,State4,State2,State3,State1,State3)
  
   mydata4-data.frame(Change,State)
   mydata4-data.frame(mydata4,
  + PState1=NA,
  + PState2=NA,
  + PState3=NA,
  + PState4=NA
  + )
   mydata4
   Change  State PState1 PState2 PState3 PState4
  1  b State1  NA  NA  NA  NA
  2  a State4  NA  NA  NA  NA
  3  b State2  NA  NA  NA  NA
  4  c State3  NA  NA  NA  NA
  5  d State1  NA  NA  NA  NA
  6  a State3  NA  NA  NA  NA
 
  Note that str(pstate shows that State is a factor which becomes
  important.
 
  This now effects the desired transformation:
 
  for (i in 1:length(mydata4) )
  {  mydata4[i,  as.numeric( mydata4[i, State])+2 ] -
   #assign to the i-th row, State + 2 column in
  mydata4 ...
   pstate[ mydata4[i, Change], as.numeric( mydata4[i,
  State])+1 ] }
#... the value of i-th row, State+1 column of pstate
 
mydata4
   Change  State PState1 PState2 PState3 PState4
  1  b State1 Pb1NANANA
  2  a State4NANANA Pa4
  3  b State2NA Pb2NANA
  4  c State3NANA Pc3NA
  5  d State1 Pd1NANANA
  6  a State3NANA Pa3NA
 
  The main non-obvious trick is the as.numeric( mydata4[i,
  State])  bit. as.numeric() when applied to a factor results in a
  numeric offset derived from the factor coding rather than using the
  level names. I suppose I could have left the PStaten's in the
  original order but then I would have been subtracting them from 7 to
  get the proper column number. Seemed even less understandable
 
 
  Regards
  Meenu
 
  On Sat, Aug 1, 2009 at 9:43 PM, David Winsemius dwinsem...@comcast.net
   wrote:
 
  On Aug 1, 2009, at 9:52 AM, Meenu Sahi wrote:
 
  Deare R users
 
  I am new to R.
  What I want to do is explained below;-
  I have table called States.Prob which is given below:-
  This table gives the probabilities of the changes in the swap curve
  depending on the state of the swap curve. I want to put these
  probabilities
  in my dataframe mydata(given after the prob table).
Prob of States
  Changes  State1  State2 State3 State4
  a Pa1  Pa2 Pa3 Pa4
  b Pb1  Pb2 Pb3 Pb4
  c Pc1  Pc2 Pc3 Pc4
  d Pd1  Pd2 Pd3 Pd4
 
  and I have a dataframe(with 93 rows) called mydata part of which(6
  rows) is
  given below where I want to fill in the last four columns with
  probabilities
  taken from States.Prob according to the change and state in mydata4:-
  Change  State  PState1  PState2  PState3  PState4
  1 b   State1  Pb1
  2 a   State4   Pa4
  3 b   State2Pb2
  4 c   State3 Pc3
  5 d   State1  Pd1
  6 a   State3 Pa3
 
  What I want to do is highlighted in Red.
  How can I do this easily

[R] Caculate first difference from a dataframe; write a simulation

2009-08-04 Thread Meenu Sahi
Dear R Users

I'm writing my first simulation in R.
I've put across my problems with a smaller example in the attachment along
with the questions.

Please help.

Best regards
Meenu

mydat-read.table(textConnection(Level spread change State
4.57 1.6 BlF NA
4.45 2.04 BrS NA
3.07 2.49 BlS NA
3.26 -0.26 BlF NA
2.80 0.22 BrF NA
3.22 2.5 BrS NA
4.2 -0.34 BlF NA
3.80 0.35 BrS NA
4.28 1.78 BrF NA
5.4 -0.34 BrF NA
4.89 0.24 BlF NA), header=TRUE,as.is=TRUE)

mydat3-data.frame(mydat)

q-quantile(mydat3[[1]],c(0,0.25,0.75,1))
z.level-cut(mydat3[[1]],q,include.lowest=T)
summary(z.level)

q-quantile(mydat3[[2]],c(0,0.25,0.75,1))
z.shape-cut(mydat3[[2]],q,include.lowest=T)
summary(z.shape)

#to identify States in mydat3
attach(mydat3)
state1-data.frame(mydat3[spread=-Inf  spread= -0.02  Level=-Inf  
Level=3.24,])
state2-data.frame(mydat3[spread-0.02  spread= 1.91  Level=-Inf  
Level=3.24,])
state3-data.frame(mydat3[spread1.91  spread= Inf  Level=-Inf  
Level=3.24,])
state4-data.frame(mydat3[spread=-Inf  spread= -0.02  Level3.24  
Level=4.51,])
state5-data.frame(mydat3[spread-0.02  spread= 1.91  Level3.24  
Level=4.51,])
state6-data.frame(mydat3[spread1.91  spread= Inf  Level3.24  
Level=4.51,])
state7-data.frame(mydat3[spread=-Inf  spread= -0.02  Level4.51  
Level=Inf,])
state8-data.frame(mydat3[spread-0.02  spread= 1.91  Level4.51  
Level=Inf,])
state9-data.frame(mydat3[spread1.91  spread= Inf  Level4.51  
Level=Inf,])
detach(mydat3) 


state2-transform(state2,
State=State2
)
state3-transform(state3,
State=State3
)
state4-transform(state5,
State=State4
)
state5-transform(state5,
State=State5
)
state6-transform(state6,
State=State6
)
state7-transform(state7,
State=State7
)
state8-transform(state8,
State=State8
)


mydat4-data.frame(rbind(state2,state3,state4,state5,state6,state7,state8))
## To identify states - can it be done in an easier way?
#
##Question1:I want to calculate the first difference of mydat4[,1:2]
t-diff(mydat4[,1:2],1)
#The command fails, why? Because it fails I've written a code for calculating 
the first diff

c-dim(mydat4)
e-mydat4[-c[1],]
dim(e)
f-mydat4[-1,]
dim(f)
#f
firstDiff-data.frame(f[,-c(3:4)]-e[,-c(3:4)])

# Draw a random sample for the first differences
d-dim(mydat3)
z-mydat3[d[1],1:2]
z.t-t(z)
x-data.frame(t(firstDiff[,1:2]))
y-sample(x[,1:2],1,replace=T)
ad-z.t+y
##Output of ad is given below
ad
 X6
Level  5.04
spread 0.25
###
##Question2: How can I easily identify which out of the 9 states does ad fall 
into with Level =5.04 and spread=0.25?
##OUTPUT
ad
 X6
Level  5.04
spread 0.25
state  state8

##
##Question3: I want to write a simulation of the order given below: HOw can I 
in R store each 
simulation result in deltay[s,t] where s keeps track of scenarios and t keeps 
track of time within a scenario
Do I need to declare 
See below in 'program-language'.

For (s in 1:1){
yield[s,1]=z.t 
#How can I write yield[s,]-z.t ?
For (t in 1:60){
deltay[s,t] = sample(x[,1:2],1,replace=T)
yield[s,t+1]=y[s,t]+ deltay[s,t]
}
write scenario s
# how can I write scenario s into a dataframe that can be stored for future 
calculations
}
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R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Add columns in a dataframe and fill them from another table according to a criteria

2009-08-01 Thread Meenu Sahi
Deare R users

I am new to R.
What I want to do is explained below;-
I have table called States.Prob which is given below:-
This table gives the probabilities of the changes in the swap curve
depending on the state of the swap curve. I want to put these probabilities
in my dataframe mydata(given after the prob table).
 Prob of States
Changes  State1  State2 State3 State4
a Pa1  Pa2 Pa3 Pa4
b Pb1  Pb2 Pb3 Pb4
c Pc1  Pc2 Pc3 Pc4
d Pd1  Pd2 Pd3 Pd4

and I have a dataframe(with 93 rows) called mydata part of which(6 rows) is
given below where I want to fill in the last four columns with probabilities
taken from States.Prob according to the change and state in mydata4:-
Change  State  PState1  PState2  PState3  PState4
1 b   State1  Pb1
2 a   State4   Pa4
3 b   State2Pb2
4 c   State3 Pc3
5 d   State1  Pd1
6 a   State3 Pa3

What I want to do is highlighted in Red.
How can I do this easily?

Many thanks for your time.

kind regards
Meenu
P.S. Thanks for your reply John. I've tried to put only the relevant columns
of the dataframe. Hope its more clear now.

[[alternative HTML version deleted]]

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Re: [R] Add columns in a dataframe and fill them from another table according to a criteria

2009-08-01 Thread Meenu Sahi
Dear R users
My apologizes for not writing in the correct format due to my ignorance. In
the future I will write more clearly. I hope to contribute to the R
community in the process of picking up the language professionally.
I have now written the R code which is attached in a notepad file. I've
simplified my problem in an example of, table pstate which contains the
probabilities of getting certain changes in the four different states and a
dataframe mydata4 which contains all the changes connected to the four
different states. I would like to add the probabilities into mydata4 after
matching for the change and the state.
Everything before # output can be copy pasted in the R window. The
desired output is written after ## OUTPUT
Must I write an if else or can I do it in an easier way?
Your help is greatly appreciated ! Many thanks for your patience.

Regards
Meenu

On Sat, Aug 1, 2009 at 9:43 PM, David Winsemius dwinsem...@comcast.netwrote:


 On Aug 1, 2009, at 9:52 AM, Meenu Sahi wrote:

 Deare R users

 I am new to R.
 What I want to do is explained below;-
 I have table called States.Prob which is given below:-
 This table gives the probabilities of the changes in the swap curve
 depending on the state of the swap curve. I want to put these
 probabilities
 in my dataframe mydata(given after the prob table).
Prob of States
 Changes  State1  State2 State3 State4
 a Pa1  Pa2 Pa3 Pa4
 b Pb1  Pb2 Pb3 Pb4
 c Pc1  Pc2 Pc3 Pc4
 d Pd1  Pd2 Pd3 Pd4

 and I have a dataframe(with 93 rows) called mydata part of which(6 rows)
 is
 given below where I want to fill in the last four columns with
 probabilities
 taken from States.Prob according to the change and state in mydata4:-
 Change  State  PState1  PState2  PState3  PState4
 1 b   State1  Pb1
 2 a   State4   Pa4
 3 b   State2Pb2
 4 c   State3 Pc3
 5 d   State1  Pd1
 6 a   State3 Pa3

 What I want to do is highlighted in Red.
 How can I do this easily?

 You may have seen it in red, but we don't, and I, at least, cannot
 figure out what you intend.   (Per the Posting Guide, which you have
 obviously not yet read, you need to compose your question in plain old
 monochromatic text and change your mail client so it posts in plain text.)

 If looking at the help pages for stack() and reshape() does not offer
 useful information and worked examples that meet your needs then:

 An approach that would make you more populat in these parts would be to
  make a simpler example, composed in syntactically correct R, that is
 complete in itself, and can pasted into an R session. Indicate what you
 intend as output from this simpler input.

 Perhaps

  pstate - read.table(textConnection(Changes  State1  State2 State3
 State4
 + a Pa1  Pa2 Pa3 Pa4
 + b Pb1  Pb2 Pb3 Pb4
 + c Pc1  Pc2 Pc3 Pc4
 + d Pd1  Pd2 Pd3 Pd4),  header=TRUE, as.is=TRUE)

 ?stack

  data.frame(Change=pstate[,1],
  prstate =stack(pstate[2:5])$values,
  state=stack(pstate[2:5])$ind )

 #first column  is only 4 elements long, but will get recycled
 # second  retreives the probabilities and may need to have as.numeric( )
 wrapped around it if they really are numeric.
 # third returns what started out as column names.

   Change prstate  state
 1   a Pa1 State1
 2   b Pb1 State1
 3   c Pc1 State1
 4   d Pd1 State1
 5   a Pa2 State2
 6   b Pb2 State2
 7   c Pc2 State2
 8   d Pd2 State2
 9   a Pa3 State3
 10  b Pb3 State3
 11  c Pc3 State3
 12  d Pd3 State3
 13  a Pa4 State4
 14  b Pb4 State4
 15  c Pc4 State4
 16  d Pd4 State4

 Many thanks for your time.

 kind regards
 Meenu
 P.S. Thanks for your reply John. I've tried to put only the relevant
 columns
 of the dataframe. Hope its more clear now.

\\//

[[alternative HTML version deleted]]


   ^^Note: ^^

 David Winsemius, MD
 Heritage Laboratories
 West Hartford, CT


pstate-read.table(textConnection(Changes PState1 PState2 PState3 PState4
+ a Pa1 Pa2 Pa3 Pa4
+ b Pb1 Pb2 Pb3 Pb4
+ c Pc1 Pc2 Pc3 Pc4
+ d Pd1 Pd2 Pd3 Pd4),header=TRUE,as.is=TRUE)

Change-c(b,a,b,c,d,a)
State-c(State1,State4,State2,State3,State1,State3)

mydata4-data.frame(Change,State)


mydata4-within(mydata4, {
PState1-NA
PState2-NA
PState3-NA
PState4-NA
})
#OUTPUT
#I would like to see my output of mydata4 with NA in the last 4 columns 
replaced by matching probabilities
# from table pstate in whichever of the 4 columns are applicable depending on 
the State and Change. e.g. Row1
# of mydata4 has

[R] Fill dataframe from a table according to a criteria

2009-07-31 Thread Meenu Sahi
Deare R users

I am new to R.
What I want to do is explained below;-
I have table called States.Prob which is given below
 Prob of States
Changes  State1  State2 State3 State4
A Pa1  Pa2 Pa3 Pa4
B Pb1  Pb2 Pb3 Pb4
C Pc1  Pc2 Pc3 Pc4
D Pd1  Pd2 Pd3 Pd4

and I have a dataframe called mydata which is given below where I want to
fill in the last four columns of probabilities taken from States.Prob
according to the change and state in mydata4:-
PxMid EU0006MIndex.x DMSW1Curncy.x DMSW2Curncy.x DMSW3Curncy.x
1 01/01/20032.801132.70702.89203.1720
2 01/01/20073.853504.07604.12504.1230
3 01/02/20023.415633.63854.08104.3587
4 01/02/20062.72.95453.16723.2792
5 01/05/20023.498633.79404.23004.4920
6 01/05/20063.035883.32543.59503.7380
  DMSW4Curncy.x DMSW5Curncy.x DMSW6Curncy.x DMSW7Curncy.x DMSW8Curncy.x
13.43603.66403.86404.03604.1790
24.12304.12504.13504.14604.1620
34.54874.69884.83134.93385.0138
43.36273.43423.48993.54373.5941
54.76504.86755.05505.16005.2400
63.82903.90503.96904.02404.0750
Change  State  PState1  PState2  PState3  PState4
1 B   State1  Pb1
2 A   State4   Pa4
3 B   State2Pb2
4 C   State3 Pc3
5 D   State1  Pd1
6 A   State3 Pa3

 What I want to do is highlighted in Red.
How can I do this easily?

Many thanks for your time.

kind regards
Meenu

[[alternative HTML version deleted]]

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[R] Sort a dataframe on the column Date

2009-07-28 Thread Meenu Sahi
Dear Users
I have a dataframe called mydata4 of the following order with the first
column as a date and the rest of the columns are numeric with rate.
Column 1  Rate1 : Rate 20
(PxMid)
01/01/2003
07/01/2001


--

I wish to sort this dataframe on the first col in ascending order.
I tried to do the following
mydata4-mydata4[,order(mydata4$PxMid)]
This give an error.

Please help.

Regards
Meenu

[[alternative HTML version deleted]]

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[R] Sort a column in a dataframe

2009-07-28 Thread Meenu Sahi
Dear Users

This is my dataset called mydata4. I want to sort the dataframe on the first
column PxMid which is basically a column with dates.

I've tried mydata4-mydata4[order(mydata4$PxMid),] but it doesnt work. Could
it be because these are dates?
Please help I'm really stuck !!

Thank you for your time.

Regards
Meenu

PxMid EU0006MIndex.x DMSW1Curncy.x DMSW2Curncy.x DMSW3Curncy.x
1 01/01/20032.801132.70702.89203.1720
2 01/01/20073.853504.07604.12504.1230
3 01/02/20023.415633.63854.08104.3587
4 01/02/20062.72.95453.16723.2792
5 01/05/20023.498633.79404.23004.4920
6 01/05/20063.035883.32543.59503.7380
  DMSW4Curncy.x DMSW5Curncy.x DMSW6Curncy.x DMSW7Curncy.x DMSW8Curncy.x
13.43603.66403.86404.03604.1790
24.12304.12504.13504.14604.1620
34.54874.69884.83134.93385.0138
43.36273.43423.48993.54373.5941
54.76504.86755.05505.16005.2400
63.82903.90503.96904.02404.0750
  DMSW9Curncy.x DMSW10Curncy.x DMSW12Curncy.x DMSW15Curncy.x DMSW20Curncy.x
14.2990 4.4000 4.5575 4.7175 4.8600
24.1800 4.2000 4.2330 4.2750 4.3120
35.0788 5.1263 5.2100 5.2887 5.3562
43.6457 3.6913 3.7725 3.8669 3.9410
55.3050 5.3575 5.4450 5.5425 5.6300
64.1230 4.1650 4.2360 4.3170 4.3960
  DMSW30Curncy.x EUSA40Curncy.x EUSA50Curncy.x spread.x  level.x State1
State2
1 4.8925 4.8400 4.7975   2.0005 4.006772 NA
NA
2 4.2890 4.2460 4.2040   0.1640 4.165147 NA
NA
3 5.3412 5.2913 5.2638   1.2602 4.792737 NA
NA
4 3.9840 3.9760 3.9560   0.8168 3.550524 NA
NA
5 5.6275 5.5775 5.5375   1.3975 5.007331 NA
NA
6 4.4290 4.4190 4.3980   0.8340 3.998781 NA
NA
  State3 State4 State5 State6 State7 State8 State9
1 NA NA NA  6 NA NA NA
2 NA NA  5 NA NA NA NA
3 NA NA NA NA NA NA  9
4 NA NA NA  6 NA NA NA
5 NA NA NA NA NA NA  9
6 NA NA NA  6 NA NA NA

[[alternative HTML version deleted]]

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[R] Connection to SQL Server

2009-05-18 Thread Meenu Sahi
Dear Users
I am new to R. I'm trying to make a connection to Microsoft SQL Server via
R.
How can I find the correct syntax to make the connection? The Help pdf file
has an example for mySql but there's isnt much on SQL Server.
Please help.

Thanks !

Me.

[[alternative HTML version deleted]]

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


[R] Connection to Microsoft SQL Server

2009-05-18 Thread Meenu Sahi
Dear Users
I am new to R. I'm trying to make a connection to Microsoft SQL Server via
R.
How can I find the correct syntax to make the connection? The Help pdf file
has an example for mySql but there's isnt much on SQL Server.
Please help.
I am trying the following code
library(RODBC)
con-odbcConnect(dbname,hostname)
How do I specify the driver,userid,password etc?

Many thanks for your help!

Me.

[[alternative HTML version deleted]]

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