[R] Storing loop output from a function

Liaw, Andy andy_liaw at merck.com
Sat Nov 27 17:24:35 CET 2004


> From: Uwe Ligges
> 
> Andrew Kniss wrote:
> 
> > I am attempting to write an R function to aid in time 
> series diagnostics.
> > The tsdiag() works well, but I would prefer to get a plot 
> with ACF, PACF,
> > and Ljung-Box p-values of residuals.  In my attempt to get 
> to that point, I
> > am writing a function to calculate Ljung-Box p-values for 
> residuals at
> > various lag distances.
> > 
> > ljung<-function(fit) 
> >        for(i in c(1:24,36,48))   
> >           {box<-(Box.test(fit$residuals, lag=i, type="Ljung-Box")) 
> >            print(c(i, box$p.value))}
> > 
> 
> You need to return() rather than print() the object.

Yes, but print() is supposed to return (invisibly) its argument(s)...

Andy
 
> Uwe Ligges
> 
> 
> > This is one of my first R function writing attempts, so my 
> apologies if
> > there is an obvious mistake.  The above function produces 
> the desired effect
> > in printing the lags and p-values to be plotted [where fit 
> is the result of
> > arima()]; however I cannot seem to get the output stored in 
> a data.frame for
> > subsequent plotting.  I have tried storing the output using 
> various methods
> > including data.frame, write.table, cat, capture.output, all 
> with no success.
> > 
> > 
> > e.g:
> > ljung.out<-capture.output(print(c(i, box$p.value)))  
> > #I saw a suggestion similar to this one in a previous post 
> to the list...
> >   
> > Any hints on how I can get the output stored so that I may 
> plot it later? I
> > am using v 1.9.1, RGui for Windows.
> > Thanks,
> >  
> > Andrew Kniss
> > Assistant Research Scientist
> > University of Wyoming
> > Dept. 3354  
> > 1000 E. University Ave.
> > Laramie, WY  82071
> > (307) 766-3949
> > akniss at uwyo.edu
> > 
> > 
> > Below is an arima fit that I have used in testing the function.
> > 
> > 
> >>dump("coal.fit", file=stdout())
> > 
> > coal.fit <-
> > structure(list(coef = structure(c(0.69539198614687, 484.903589344614
> > ), .Names = c("ar1", "intercept")), sigma2 = 3109.45476265185, 
> >     var.coef = structure(c(0.0104024111201598, 0.302125085158484, 
> >     0.302125085158484, 634.39981868771), .Dim = as.integer(c(2, 
> >     2)), .Dimnames = list(c("ar1", "intercept"), c("ar1", 
> "intercept"
> >     ))), mask = c(TRUE, TRUE), loglik = -266.892361376605, aic =
> > 539.784722753209, 
> >     arma = as.integer(c(1, 0, 0, 0, 1, 0, 0)), residuals =
> > structure(c(60.4342567589239, 
> >     -127.383559378086, -14.9885854976147, 123.839062585504,
> > -56.6019914334983, 
> >     35.7247594443981, 63.6906479431108, -28.1651273226733,
> > -6.91856808459544, 
> >     8.90309567990135, -30.8784722646861, -91.1489687772519,
> > -103.345257968621, 
> >     -29.2770349660464, -20.9664426335713, -25.3512422872431, 
> >     32.6086618928476, -6.98260117899269, -108.850345082021,
> > 4.60267757422564, 
> >     38.6146462114696, 42.7187751257762, 79.9491758184327, 
> 36.880952815858, 
> >     62.0132089128299, -0.848550671576206, -15.6420872534077, 
> >     111.955160137055, 13.5021374808082, -126.940710948639, 
> 63.7127908071542,
> > 
> >     27.4722158876983, -52.0448398629454, -15.4535767911051,
> > -73.4996569296364, 
> >     46.7008221699102, 27.5464232088949, -2.40151233395178,
> > -80.5337684309237, 
> >     -20.8162335807335, -18.2070175530272, -33.9885854976147, 
> >     -5.94848967770536, 17.8390625855041, 0.109559098069901,
> > 39.5464232088949, 
> >     30.2537838322858, 32.9551601370546, 13.4381043864110), 
> .Tsp = c(1, 
> >     49, 1), class = "ts"), call = stats:::arima(x = x, 
> order = order, 
> >         seasonal = seasonal, include.mean = include.mean), 
> series = "x", 
> >     code = as.integer(0), n.cond = 0, model = structure(list(
> >         phi = 0.69539198614687, theta = numeric(0), Delta = 
> numeric(0), 
> >         Z = 1, a = 60.0964106553856, P = structure(0, .Dim 
> = as.integer(c(1,
> > 
> >         1))), T = structure(0.69539198614687, .Dim = 
> as.integer(c(1, 
> >         1))), V = structure(1, .Dim = as.integer(c(1, 1))), h = 0, 
> >         Pn = structure(1, .Dim = as.integer(c(1, 1)))), 
> .Names = c("phi", 
> >     "theta", "Delta", "Z", "a", "P", "T", "V", "h", "Pn")), x =
> > structure(as.integer(c(569, 
> >     416, 422, 565, 484, 520, 573, 518, 501, 505, 468, 382, 310, 
> >     334, 359, 372, 439, 446, 349, 395, 461, 511, 583, 590, 620, 
> >     578, 534, 631, 600, 438, 516, 534, 467, 457, 392, 467, 500, 
> >     493, 410, 412, 416, 403, 422, 459, 467, 512, 534, 552, 545
> >     )), .Dim = as.integer(c(49, 1)), .Dimnames = list(NULL, 
> "Coal"), .Tsp =
> > c(1, 
> >     49, 1), class = "ts")), .Names = c("coef", "sigma2", 
> "var.coef", 
> > "mask", "loglik", "aic", "arma", "residuals", "call", "series", 
> > "code", "n.cond", "model", "x"), class = "Arima")
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>




More information about the R-help mailing list