Re: [R] finding components of an API

[Robert Sherry]

Erin,

I do not think there is an R package that will enable you to get the 
data you would like from spotcrime.com.


You could write code, in R, or some other language, to extract the data 
you want but that is going to be a changeling  task and if
the website changes its format then your code may suddenly stop working. 
Also, the people who run spotcrime.com may not be happy if you do so.


Bob

On 5/28/2017 4:45 PM, Erin Hodgess wrote:

Sorry!!!

It's spotcrime.com, and I would like to use it via R for crimes.



On Sun, May 28, 2017 at 2:19 PM, Jeff Newmiller 
wrote:


Can you please be just a little less vague? What API are you talking
about, and how is this related to R?
--
Sent from my phone. Please excuse my brevity.

On May 28, 2017 11:48:42 AM PDT, Erin Hodgess 
wrote:

Hello!

I would like to use a particular API for crimes (spot crimes) but I
can't
find what components go into the API.  I have gone into the website,but
to
no avail

Has anyone used it please?

Thank you,
Sincerely,
Erin





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Re: [R] lines those not started with "rs"

[Robert Sherry]

then my solution should work.

Bob
On 1/30/2017 9:44 AM, greg holly wrote:
> Hi Robert;
>
> I do appreciate your advice. Only the first column of the data is 
> text. The rest columns are numeric.
>
> Regards,
>
> Greg
>
> On Mon, Jan 30, 2017 at 9:36 AM, Robert Sherry <rsher...@comcast.net 
> <mailto:rsher...@comcast.net>> wrote:
>
> Greg,
>
> I am assuming that your data is in a text file. R is a good tool
> but not the tool I would use for this job. The tool I would
> use is grep. The following command should get you want you want:
>  grep -v "^rs" 
>
> Bob
>
>
> On 1/30/2017 9:23 AM, greg holly wrote:
>
> Hi all;
>
> I have a file which has about 3.000.000 lines. Most of the
> lines at first
> column start with "rs", for example, rs1056, rs1076
> and so on. I
> would like to get the lines which do not start with "rs" .
> Your helps
> highly appreciated.
>
> Regards,
>
> Greg
>
> [[alternative HTML version deleted]]
>
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Re: [R] lines those not started with "rs"

[Robert Sherry]

Greg,

I am assuming that your data is in a text file. R is a good tool but not 
the tool I would use for this job. The tool I would

use is grep. The following command should get you want you want:
 grep -v "^rs" 

Bob

On 1/30/2017 9:23 AM, greg holly wrote:

Hi all;

I have a file which has about 3.000.000 lines. Most of the lines at first
column start with "rs", for example, rs1056, rs1076 and so on. I
would like to get the lines which do not start with "rs" . Your helps
highly appreciated.

Regards,

Greg

[[alternative HTML version deleted]]

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Re: [R] (no subject)

[Robert Sherry]

Here is one thought. Assign each month a value of 0, 1 or 2. Then do a 
simple linear regression analysis where the value of the month
is the independent variable. You can also do multiple linear regression 
with the value you assigned to the month plus the other factors that
you believe are causing a change to your data. Time is the one that 
comes to my mind. You can do this with the standard R function lm.


I hope this helps.

Bob

On 1/30/2017 9:11 AM, Kwesi Quagraine wrote:

Hello, I have a data with two variables nodes and index, I want to extract
3 months seasons, with a shift of 1 month, that is, DJF, JFM, FMA etc to
OND. Was wondering how to go about it. Kindly find data sample below, data
is in csv format.
Any help will be appreciated.

My data sample;

   era...1.Node_freq   MEI
1   1980-01-01 -0.389855332  0.3394196488
2   1980-02-01 -0.728019153  0.2483738232
3   1980-03-01 -1.992457784  0.3516954904
4   1980-04-01  0.222760284  0.5736836269
5   1980-05-01  0.972601798  0.6289249144
6   1980-06-01  0.570725954  0.5736836269
7   1980-07-01 -0.977966324  0.4120517119
8   1980-08-01  0.056128836 -0.0104418383
9   1980-09-01  0.987304573 -0.0687520861
10  1980-10-01  1.188242495 -0.1403611624
11  1980-11-01  1.693037763 -0.0963727298
12  1980-12-01  1.173539720 -0.2539126977
13  1981-01-01  0.423698206 -0.6140040528
14  1981-02-01 -2.208098481 -0.5209122536
15  1981-03-01 -0.786830252  0.1133395650
16  1981-04-01 -0.110502611  0.3302127675
17  1981-05-01 -1.272021820 -0.1894645290
18  1981-06-01  0.394292656 -0.3736021538
19  1981-07-01  1.452892441 -0.4032687711
20  1981-08-01  0.698150002 -0.4441882433
21  1981-09-01  0.997106423 -0.1720737534
22  1981-10-01  0.247264908 -0.2436828296
23  1981-11-01  0.771663876 -0.3909929295
24  1981-12-01 -0.316341458 -0.4943145967

Regards,
​Kwesi​



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Re: [R] for loop in R

[Robert Sherry]

I only see one for loop in your code. I am wondering if you want a 
second for loop based upon the length of newdata.


I would also think that you do not need the second call to set.seed.

Bob

On 1/12/2017 4:44 PM, Jennifer Sheng wrote:

Dear friends,  I am working on a double loop using for.  One level of loop
is to predict N times for each subject, and the second level is to predict
M times for the every subject, one subject after one subject.   Please note
every subject have different N or M rows of data.   Any advice?  Thank you
so much!

Below is the current code:

set.seed (123)   ## for consistent result;

ND <- S004Cmin[S004Cmin$ID %in% c(1:10),]   # define the first 10 subjects

predSurv <- vector("list", nrow(ND))

for (i in 1:nrow(ND)) {

   set.seed(123)

   predSurv[[i]] <- survfitJM(fitJOINT.NULL, newdata = ND[1:i, ],
idVar="USUBJID")

   }



Thank you very much!

Jenny

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Re: [R] How to speed up my program

[Robert Sherry]

Hi Ragia,

First, when you wrote mad, I assume you mean made.  Also, when you say 
it is a multi core prog, does that mean it is using threads? running two 
or more items in parallel? By any chance are you using this package?

https://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf
If not, maybe you should. There is also a new version of R called pqR. 
It is multi thread and that maybe exactly what you need.


Also R is interpreted not compiled. Therefore if speed is important 
rewriting it in a compiled language like C or C++ could be a whole lot 
faster. I suspect that this would also be a lot of work and probably not 
worth it.


Bob

On 4/1/2016 4:01 AM, Ragia . wrote:


Dear group
I had a R   program that was to slow, I mad it multi core prog..to speed up, 
its a simulation when the runs are 100 its very fast..raising the runs to 10k 
mad it in the first fast then it slow down
I checked the HW usafe and here is the top command results


%Cpu0  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu1  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu2  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu3  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu4  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu5  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu6  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
%Cpu7  :100.0 us,  0.0 sy,  0.0 ni,  0.0 id,  0.0 wa,  0.0 hi,  0.0 si,  0.0 st
KiB Mem:  65863948 total, 13940104 used, 51923844 free,   231084 buffers
KiB Swap:  1046520 total,0 used,  1046520 free.  4418180 cached Mem

what should I do to speed it up?
thanks in advance   
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Re: [R] Open source project that needs performance optimizations

[Robert Sherry]

I am not up on the internals of R but there does seem some run for 
parallelism. Are we talking about special hardware? or running this on 
an Intel Box? If it is the second, then I am thinking threads would be 
the way to go. Please consider the following

R statements:
for( i in 1:30 )a[i] = f1(i)
Would it make sense to  setup a separate thread for each call to f1?  I 
think it in most cases, the answer is no but on some machines and 
depending on the running time of f1, it could be a big win. Also, does 
the user have to change his code, or would R be
smart enough to do the work behind the scenes. I consider the second to 
be significantly better than the first.


You may also want to look at the following URL
http://stackoverflow.com/questions/1395309/how-to-make-r-use-all-processors

Bob

On 3/27/2016 11:52 AM, PSATHAS NILOS-HRISTOS wrote:

Hello,
i am an undergraduate student on computer engineering and im 
considering to do my thesis to an open source project and make 
performance optimizations and/or add parallelism to it where possible 
(or even better make use of GPU). Do you think that R-project is a 
good candidate?


Thanks,
Psathas Neilos

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Re: [R] Double AND within an IF statement

[Robert Sherry]

This should work:
if ( age > 4 && age < 8 && infection > 0 ) replacement = 2

Bob

On 2/24/2016 7:08 AM, Polychronis KOSTOULAS wrote:


Hi there,

apologies if this is easy. I want to write this condition:

If age is more than 4 years and less or equal to 8 years and infection 
is positive then replacement is 2.


Can you help me the double END?

Thanks,
Polychronis

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[R] Variable Argument Function

[Robert Sherry]

I would like to write a function in R that would take a variable number 
of integers as parameters. I do not have a pressing reason to do this, I 
am just trying to learn R. I thought a good first step would be to print 
out the arguments. So I wrote the following function:


f1 = function (...)
{
list1 = as.list(...)
for( i in 1:length(list1) )
cat( "i is ", list1[[i]], "\n" )
return (0)
}

I ran it as:
f1(2,4,10,12)
and I get:
i is  2
[1] 0
I was hoping for
i is  2
i is  4
i is  10
i is  12

I am hoping somebody can tell me what I am doing wrong. Is using a list 
a bad idea?


Thanks
Bob

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Re: [R] Variable Argument Function

[Robert Sherry]

Ben,

Your solution solved my issue. Thank you. I do not see a need for a 
nested function. Based upon your solution, I came up with

this solution:

fbob = function (...)
{
l1 = list(...)
for( i in 1:length(l1) )
cat( "i is ", l1[[i]], "\n" )
return (0);
}

It does not use nested functions and it works also. Is there a reason 
why your solution is better?


Bob

On 2/7/2016 7:14 PM, Ben Tupper wrote:

Hi,


On Feb 7, 2016, at 6:24 PM, Duncan Murdoch <murdoch.dun...@gmail.com> wrote:

On 07/02/2016 6:12 PM, Robert Sherry wrote:

I would like to write a function in R that would take a variable number
of integers as parameters. I do not have a pressing reason to do this, I
am just trying to learn R. I thought a good first step would be to print
out the arguments. So I wrote the following function:

f1 = function (...)
{
  list1 = as.list(...)

This is wrong.  The ... object is weird; it's not something that can be coerced 
to a list.  However, you can pass it as list(...) and it will give you what you 
were expecting.


Do you mean that Bob should nest a function within f1?  Like this?

f1 = function (...){
f2 <- function(list1){
   for( i in 1:length(list1) ) cat( "i is ", list1[[i]], "\n" )
   return (0)
 }
 f2(list(...))
}

f1(2,4,10,12)


f1(2,4,10,12)

i is  2
i is  4
i is  10
i is  12

Ben



The theory is that it will expand to multiple arguments to the list() function, 
which constructs a list containing them.  as.list() doesn't want a bunch of 
arguments, it will just ignore most of them.

Duncan Murdoch


  for( i in 1:length(list1) )
  cat( "i is ", list1[[i]], "\n" )
  return (0)
}

I ran it as:
  f1(2,4,10,12)
and I get:
  i is  2
  [1] 0
I was hoping for
  i is  2
  i is  4
  i is  10
  i is  12

I am hoping somebody can tell me what I am doing wrong. Is using a list
a bad idea?

Thanks
Bob

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Ben Tupper
Bigelow Laboratory for Ocean Sciences
60 Bigelow Drive, P.O. Box 380
East Boothbay, Maine 04544
http://www.bigelow.org

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Re: [R] Sorting a Data Frame

[Robert Sherry]

Thank  you for the response. As expected, the following expression worked:
df[order(df$x),]
I would expect the following expression to work also:
df[order(df$x)]
However it does not. That is, the comma is needed. Please tell me why 
the comma is there.


Thanks
Bob
On 1/26/2016 8:19 AM, S Ellison wrote:

On 23.01.2016 01:21, Robert Sherry wrote:

In R, I run the following commands:
  df = data.frame( x=runif(10), y=runif(10) )
  df2 = df[order(x),]

You use another x from your workspace, you actually want to


   df2 = df[order(df[,"x"]),]

or
df[order(df$x),]

And just to prevent yet more confusion, you might also want to avoid 'df' as a 
name. 'df' is the function that returns the density of the F distribution ...

S Ellison



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Re: [R] R-help mailing list activity / R-not-help?

[Robert Sherry]

I think this mailing list is wonderful and it has helped me a lot. In 
fact, I am not sure I would be using R today if it was not for this

list.

Bob

On 1/24/2016 4:42 PM, Michael Friendly wrote:


On 1/23/2016 7:28 AM, Jean-Luc Dupouey wrote:

Dear members,

Not a technical question:

But one worth raising...


The number of threads in this mailing list, following a long period of
increase, has been regularly and strongly decreasing since 2010, passing
from more than 40K threads to less than 11K threads last year. The trend
is similar for most of the "ancient" mailing lists of the R-project.

[snip ...]


I hope it is the wright place to ask this question. Thanks in advance,



In addition to the other replies, there is another trend I've seen that
has actively worked to suppress discussion on R-help and move it 
elsewhere. The general things:
- R-help was too unwieldy and so it was a good idea to hive-off 
specialized topics to various sub lists, R-SIG-Mac, R-SIG-Geo,

etc.
- Many people posted badly-formed questions to R-help, and so it
was a good idea to develop and refer to the posting guide to mitigate
the number of purely junk postings.


Yet, the trend I've seen is one of increasing **R-not-help**, in that 
there are many posts, often by new R users who get replies that not

infrequently range from just mildly off-putting to actively hostile:

- Is this homework? We don't do homework (sometimes false alarms,
where the OP has to reply to say it is not)
- Didn't you bother to do your homework, RTFM, or Google?
- This is off-topic because XXX (e.g., it is not strictly an R 
programming question).

- You asked about doing XXX, but this is a stupid thing
to want to do.
- Don't ask here; you need to talk to a statistical consultant.

I find this sad in a public mailing list sent to all R-help subscribers
and I sometimes cringe
when I read replies to people who were actually trying to get
help with some R-related problem, but expressed it badly, didn't
know exactly what to ask for, or how to format it,
or somehow motivated a frequent-replier to publicly dis the OP.

On the other hand, I still see a spirit of great generosity among some
people who frequently reply to R-help, taking a possibly badly posed
or ill-formatted question, and going to some lengths to provide a
a helpful answer of some sort.  I applaud those who take the time
and effort to do this.

I use R in a number of my courses, and used to advise students to
post to R-help for general programming questions (not just homework) 
they couldn't solve. I don't do this any more, because several of them

reported a negative experience.

In contrast, in the Stackexchange model, there are numerous sublists
cross-classified by their tags.  If I have a specific knitr, ggplot2, 
LaTeX, or statistical modeling question, I'm now more likely to post 
it there, and the worst that can happen is that no one "upvotes" it

or someone (helpfully) marks it as a duplicate of a similar question.
But comments there are not propagated to all subscribers,
and those who reply helpfully, can see their solutions accepted or not,
or commented on in that specific topic.

Perhaps one solution would be to create a new "R-not-help" list where,
as in a Monty Python skit, people could be directed there to be 
insulted and all these unhelpful replies could be sent.


A milder alternative is to encourage some R-help subscribers to click 
the "Don't send" or "Save" button and think better of their replies.





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[R] Sorting a Data Frame

[Robert Sherry]

In R, I run the following commands:
df = data.frame( x=runif(10), y=runif(10) )
df2 = df[order(x),]

The first, as I would expect, creates a data frame with two columns and 
10 rows. I expect the second to sort the data based upon
the columns x and produce a new data frame, df2, with the same size as 
df. However, the data frame is produces is much larger.
I do not understand what is going on. I am hoping somebody can help me. 
I am also wondering if I should have a comma after
order(x) in the second statement. I do not see a purpose for it but it 
was in an example on the web.


Thanks
Bob

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[R] F Distribution

[Robert Sherry]

When I use a table, from a Schaum book, I see that for the 95 
percentile, with v_1 = 1 and v_2 = 1 the value is 161. In the modern era,
looking values up in a table is less than ideal. Therefore, I would 
expect R to have a function to do this and based upon my
reading of the documentation, I would expect the following call to get 
the value I expect:

 pf( .95,1, 1)
However, it produces
0.4918373
Therefore, I conclude that I am using the wrong function. What function 
should I use?


Thanks
Bob

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Re: [R] not allocate of vactor size

[Robert Sherry]

I am thinking that R is running out of memory. Therefore, I would look 
to increase the size of my virtual memory. Here are two links

that might help you with that:
http://windows.microsoft.com/en-us/windows/change-virtual-memory-size#1TC=windows-7
http://www.ehow.com/how_5001512_increase-virtual-memory-linux.html
Bob
On 11/22/2015 10:08 AM, Tamsila Parveen via R-help wrote:

Hello,   Is there anyone to help me out how can I resolve memory issue 
of R, when I want to analyze data of 1Gb file, R returns me Error: not allocate 
of vector size of 1.8 GB.I tried on linux as well as on windows with 64 bit 
system and using 64 bit R-3.2.2 version. So anyone who knows please guide me to 
resolve this issue
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[R] QuantMod and XML

[Robert Sherry]

I am trying to use the package quantmod to get option quotes in R. 
Therefore, I executed the following two commands:

library ("quantmod" )
getOptionChain("AAPL")
The first one worked but the second one produced the following error 
message:

Error in getOptionChain.yahoo(Symbols = "AAPL") :
package:“XML”cannot be loaded.
Therefore, I am thinking I need to install the package XML. To do so, I 
executed the following command:

install.packages( "XML" )
However, that command failed because it could not find the package XML. 
The following URL:

https://cran.r-project.org/web/packages/XML/XML.pdf
indicates to me that it does exist.

I am hoping somebody can tell me what I am doing wrong.

Thanks
Bob

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Re: [R] QuantMod and XML

[Robert Sherry]

Thanks for the response. I am currently using Windows 7. I tried the 
following command:
 install.packages("XML", repos = "http://www.omegahat.org/R;)
and I got:
 Installing package into ‘C:/Users/Bob/Documents/R/win-library/3.1’
 (as ‘lib’ is unspecified)
 Warning: unable to access index for repository 
http://www.omegahat.org/R/bin/windows/contrib/3.1

package ‘XML’ is available as a source package but not as a binary

 Warning message: package ‘XML’ is not available (for R version 3.1.2)

I also tried this command:
 install.packages("RSXML", repos = "http://www.omegahat.org/R;)
and I got:
 Installing package into ‘C:/Users/Bob/Documents/R/win-library/3.1’
 (as ‘lib’ is unspecified)
 Warning: unable to access index for repository 
http://www.omegahat.org/R/bin/windows/contrib/3.1
 Warning message:
 package ‘RSXML’ is not available (for R version 3.1.2)

I am wondering why it is not work. Please help.

Thanks
Bob


On 11/7/2015 6:41 PM, Hasan Diwan wrote:
> Bob,
>
> On 7 November 2015 at 15:27, Robert Sherry <rsher...@comcast.net 
> <mailto:rsher...@comcast.net>> wrote:
>
>
> I am trying to use the package quantmod to get option quotes in R.
> Therefore, I executed the following two commands:
> library ("quantmod" )
> getOptionChain("AAPL")
> The first one worked but the second one produced the following
> error message:
> Error in getOptionChain.yahoo(Symbols = "AAPL") :
> package:“XML”cannot be loaded.
> Therefore, I am thinking I need to install the package XML. To do
> so, I executed the following command:
> install.packages( "XML" )
> However, that command failed because it could not find the package
> XML. The following URL:
> https://cran.r-project.org/web/packages/XML/XML.pdf
> indicates to me that it does exist.
>
>
> It also shows its webpage to be at http://www.omegahat.org/RSXML. On 
> the root of the site -- http://www.omegahat.org -- the installation 
> command is given as install.packages(packageName, repos = 
> "http://www.omegahat.org/R;). So perhaps, you should try 
> install.packages("XML", repos = "http://www.omegahat.org/R;) or 
> install.packages("RSXML", repos = "http://www.omegahat.org/R;) as one 
> of those two should get you what you want. Hope that helped... -- H
>
>
> I am hoping somebody can tell me what I am doing wrong.
>
> Thanks
> Bob
>
> __
> R-help@r-project.org <mailto:R-help@r-project.org> mailing list --
> To UNSUBSCRIBE and more, see
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>
>
>
>
> -- 
> OpenPGP: https://hasan.d8u.us/gpg.key
> Sent from my mobile device
> Envoyé de mon portable


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[R] Working with Data Frames

[Robert Sherry]

I have created what I believe to be a data frame. It is called 
env1$SPY.  The r statement head( env1$SPY ) produces the following output:


   SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
1995-01-03  45.7031  45.8437 45.6875   45.7812 324300 31.55312
1995-01-04  45.9843  46. 45.7500   46. 351800 31.70392
1995-01-05  46.0312  46.1093 45.9531   46.  89800 31.70392
1995-01-06  46.0937  46.2500 45.9062   46.0468 448400 31.73617
1995-01-09  46.0312  46.0937 46.   46.0937  36800 31.76850
1995-01-10  46.2031  46.3906 46.1406   46.1406 229800 31.80082

The above data from was created by the following commands:
library( quantmod )
env1 <- new.env()
getSymbols("SPY", src = 'yahoo', from = '1995-01-01', env = env1, 
auto.assign = T)


Now, what I want to do is to loo through the data look for when the 
month changes. What is the proper way of writing a for loop in

R and access the date field?

Bob

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Re: [R] Interview questions?

[Robert Sherry]

Here is a question that I might ask. What are the alternatives to R and 
how does R compare? That is, for what class of problems is R the best 
tool around?


Bob

On 1/11/2015 1:16 PM, Barry Rowlingson wrote:

Ask if they have a favourite R programmer. This will tell you how much into
the R culture they are, and perhaps also tell you if their opinions of a
good programmer concur with yours...
On 11 Jan 2015 16:49, Keith S Weintraub kw1...@gmail.com wrote:


Folks,

I was wondering if anyone has put together a list of R job interview
questions?

I’m thinking of about 5-20 possibly open ended questions for interviewing
a candidate to do R programming. Just programming. Not statistics or
mathematics.

What I don’t want are tricky “puzzles” that are more about how clever the
interviewer questions are than how to get the best person for the job.

I would consider myself a mid-level R programmer so this would also be a
great opportunity to learn more and be able to hire a great candidate.

I am perfectly happy to get a reference, book title or URL.

Not looking for anyone to do my work for me!

Best to all,
Happy New Year,
KW

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[R] Help Getting the Price of Gold

[Robert Sherry]

I am trying to get the current price of gold for my application. I am 
using the library quantmod. The
R commands I use are:
  getMetals(c('XAU'), from=Sys.Date(), autoassign = FALSE )
  XAUUSD$XAU.USD[1,1]

I would expect the value in  XAUUSD$XAU.USD[1,1] to be a scalar but it 
comes back with a date and a number. All I want is the current value, 
not today's date. How do I just get the value?

Thanks
Bob

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[R] Problem getting Option Quotes

[Robert Sherry]

I am using R and quantmod to get stock and option quotes. However, it 
has stopped working. I expect the following

function call to produce a list of options:
getOptionChain( XOM, Exp = 2015-01-20 )
However, I get the following error messages:
Error in lapply(strsplit(opt, tr), function(.) gsub(,, , 
gsub(N/A,  :

  subscript out of bounds
In addition: Warning message:
In readLines(paste(paste(http://finance.yahoo.com/q/op?s=;, 
Symbols,  :
  incomplete final line found on 
'http://finance.yahoo.com/q/op?s=XOMm=2015-01-20+Options'


Has something changed? Am I doing something wrong?

Thanks
Bob

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[R] Using R to Compute Covariance

[Robert Sherry]

I have the following data set:
xy   p
11  1/2
22  1/4
39  1/4

In this case, p represents the probability of the values occurring. I
compute the covariance of x and y by hand and come up with a value of 41/16.
When computing the covariance, I am dividing by n (in this case 3) not n-1.

I now want to use R to find the covarinace. I understand that R will divided
by n-1 not n.  Here are the commands that I issued:

x = c(1,2,3)
y = c(1,2,9)
df =dataframe(x,y)
w1 = c(1/2,1/4,1/4)
cov.wt(df, wt = w1 )

The last command returns:

$cov
xy
x 1.1  4.1
y 4.1 17.9

$center
   xy
1.75 3.25

$n.obs
[1] 3

$wt
[1] 0.50 0.25 0.25

Therefore, I conclude that R is finding the covariance of x and y to be 4.1.
However, I need to adjust that number by multiplying it by 2 and then
dividing by 3. However, when I get that I still do not get 41/16.  What am I
missing?

I thank the group in advance for their responses.

Bob

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Re: [R] Using R to Compute Covariance

[Robert Sherry]

David,

Thanks for the response. I believe you have solved my problem.

Bob

On 7/26/2014 3:50 PM, David Winsemius wrote:


On Jul 26, 2014, at 11:07 AM, Robert Sherry wrote:


I have the following data set:
xy   p
11  1/2
22  1/4
39  1/4

In this case, p represents the probability of the values occurring. I
compute the covariance of x and y by hand and come up with a value of 
41/16.
When computing the covariance, I am dividing by n (in this case 3) 
not n-1.


I now want to use R to find the [covariance]. I understand that R 
will [divide]

by n-1 not n.


Please read what the help page says about the choice of the method 
parameter.




 Here are the commands that I issued:

x = c(1,2,3)
y = c(1,2,9)
df =dataframe(x,y)


# There's no function named 'dataframe'.\\


df =data.frame(x,y)
w1 = c(1/2,1/4,1/4)
cov.wt(df, wt = w1 )



 cov.wt(df, wt = w1 ,method=ML)$cov[2,1]
[1] 2.5625
 all.equal (41/16, cov.wt(df, wt = w1 ,method=ML)$cov[2,1] )
[1] TRUE



The last command returns:

$cov
   xy
x 1.1  4.1
y 4.1 17.9

$center
  xy
1.75 3.25

$n.obs
[1] 3

$wt
[1] 0.50 0.25 0.25

Therefore, I conclude that R is finding the covariance of x and y to 
be 4.1.

However, I need to adjust that number by multiplying it by 2 and then
dividing by 3. However, when I get that I still do not get 41/16.  
What am I

missing?




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[R] Correlation

[Robert Sherry]

Please consider the following R Script:
   x = c(1,2,3)
   y = c(1,2,9)
   cor(x,y)
These three lines will produce, as I expected, the correlation between 
the variables x and y. However, R is going to assume that the 
probability that x = 1 is the same as the probability that x = 2. 
Suppose I know the probability that x = 1 is 0.5 and the probability 
that x = 2 (or x = 3 ) is 0.25. I believe that would effect the 
correlation between the variables x and y. How do I tell R about these 
probabilities?


I thank the group in advance for their responses to this post.

Bob

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[R] A Question about read.table and Data Frames in R

[Robert Sherry]

I created the following file:

symbol,shares
XOM,1000
APA,400
CVX,200

I then read the file in R using the command:
stockList=read.table(/NotesOnR/stockList, header = T, sep=,)

I would then expect the following expression to evaluate to the simple
string APA:
stockList$symbol[2]
However when I type that in on the command line, I get:
[1] APA
Levels: APA CVX XOM

I would also expect to be able to print out the table by using the command:
for( i in 1:3 ) {
print( stockList$symbol[i] )
print ( stockList$shares[i] )
}

However, as part of the output I get:
Levels: APA CVX XOM
I do not understand what is going on. Also, when I try passing the
expression stockList$symbol to a standard function in R, it does not work.

I think that I am missing something here but I am not sure what I am
missing. Should I be writing code like:
for  ( i in stockList$smybol )
However,  given the symbol, I am not sure how to get the share count that is
in the same row.

I thank the group in advance for their responses.

Bob

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[R] Data Frame Members

[Robert Sherry]

Suppose that a data frame has been created by the user. Perhaps it has been
created using the library quantmod. Is there any command to find out what
the members of the data frame is?

Thanks
Bob

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