[R] recording and taking mean of a set of matrices

Spencer Graves spencer.graves at pdf.com
Wed Sep 10 04:40:22 CEST 2003


	  If all you want are the means of the statistics, then you may not 
need to store all the individual simulation results.  What about the 
following:

N <- 9 # number of simulations
k <- 3 # number of coefficients
CoefSum <- rep(0, k)
names(CoefSum) <- letters[1:k]
VarSum <- array(0, dim=c(k, k))
dimnames(VarSum) <- list(letters[1:k], letters[1:k])

for(i in 1:N){
	c.i <- rnorm(k)
	v.i <- var(array(rnorm(k^2), dim=c(k,k)))
	CoefSum <- (CoefSum+c.i)
	VarSum <- (VarSum+v.i)
}
CoefSum/N
VarSum/N

hope this helps.  spencer graves

Adaikalavan RAMASAMY wrote:
> " mean(list(m1, m2)) " will not work. 
> 
> mylist <- list(m1, m2)
> 
> sapply( mylist, FUN=mean ) gives will give you the mean of m1 and m2
> 
> sapply( mylist, FUN= function(x) apply(x, 2, mean) ) will give you the
> column means of m1 and m2 in a matrix format. Double check the resulting
> dimension.
> 
> 
> Here are two ways to store results (say calculating quadratic of a
> series) after each iteration : -
> 
> for(x in 1:100){
> 
> 	# Option 1
> 	tmp[ ,x] <- x^2
> 	cat(x, "\t", tmp[ ,x], "\n", sep="", file="out.txt",
> append=TRUE)
> 
> 	# Option 2
> 	save(tmp, file="out.rda", compress=T)
> 
> Regards, Adai.
> 
> 
> 
> 
> -----Original Message-----
> From: Ross Boylan [mailto:ross at biostat.ucsf.edu] 
> Sent: Wednesday, September 10, 2003 8:33 AM
> To: R-help at stat.math.ethz.ch
> Subject: [R] recording and taking mean of a set of matrices
> 
> I'm looking for a good form in which to store matrix results of a
> simulation.
> 
> I am doing a simulation study.  Each simulation generates some data
> and then analyzes it.  I want to record the results of many
> simulations and analyze them.  Say r has the results of one
> simulation, and I care about r$coefficients, a vector of coefficients,
> and r$var, the estimated covariance matrix.
> 
> I'll do lots of simulations and then look at the results, computing
> the mean of each value.
> 
> I'm looking for a good way to save and then analyze the results.  The
> coefficients seem to fit well into a data frame, but I'm looking for a
> good way to handle the matrix.
> 
> The only structure I've discovered that can even handle a set of
> matrices is a list.  It also occurs to me the results could go to a 3
> dimensional array; I suppose it would be good to make the last index
> vary with the simulation.
> 
> Neither of these approaches seems ideal, because I would need to
> handle the matrix separately from the other data I want to store.  I'm
> hoping to do something like simresults <- rbind(simresults, r$coeff,
> r$var).
> 
> The result also needs to be amenable to calculations.  If m1 and m2
> are matrices (same dimension for each) mean(list(m1, m2)) doesn't
> work, so even though list will record the data it isn't a great form
> for analysis.  (But I suppose some apply variant would work with 3d
> arrays). 
> 
> Any suggestions for good ways to approach this?  Again, the ideal
> solution would have
> * consistent handling of matrices and other data
> * easy computation of (e.g.) means for the results.
> 
> Thanks.
> 
> P.S. I'm also aware I could accumulate means as I go, but I'm looking
> for a more general solution.
> 
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