[R] Choices from a matrix
davidr@rhotrading.com
davidr at rhotrading.com
Fri May 6 21:06:25 CEST 2005
Could someone please suggest a more clever solution to the following problem than my loop below?
Given X a 2xN matrix X, and I a k-subset of N,
Generate the (2^k)xN matrix Y with columns not in I all zero and the other columns with all choices of an entry from the first or second row of X.
For example, with
X <- matrix(1:8, nrow=2)
I <- c(1,3)
X is
1 3 5 7
2 4 6 8
and Y should be
1 0 5 0
2 0 5 0
1 0 6 0
2 0 6 0
The order of the rows is unimportant.
---
I solved this using a loop over the rows of Y after forming some preliminary matrices. I think it could be improved.
N <- NCOL(X)
k <- length(I)
G <- as.matrix(expand.grid(rep(list(c(1,2)),k)))
Y <- matrix(0,nc=N,nr=NROW(G))
for(i in 1:NROW(G)){
ind <- rep(1,N)
ind[I] <- G[i,]
Y[i,] <- X[array(c(ind,1:N),dim=c(N,2))]
}
Y[,-I] <- 0
David L. Reiner
Rho Trading
440 S. LaSalle St -- Suite 620
Chicago IL 60605
312-362-4963 (voice)
312-362-4941 (fax)
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