[R] RE-Row-wise two sample T-test on subsets of a matrix

Nameeta Lobo nlobo at uchicago.edu
Fri Mar 2 17:45:28 CET 2007


whoops. forgot to mention the apply command.

so this is what I exactly typed in
fun5<-function(m){as.numeric(t.test(m[1:11],m[12:22])[[1]])}
abc<-apply(temp.matrix,1,fun5)


temp.matrix or course being my 196002*22 matrix

and then I got the t-test rowwise for my two groups.


It's just that previously I had the extra commas in my
function. Post doc in lab helped me. Syntax always worries me.

nameeta



---- Original message ----
>Date: Fri, 2 Mar 2007 11:28:26 -0500
>From: "Leeds, Mark (IED)" <Mark.Leeds at morganstanley.com>  
>Subject: RE: [R] RE-Row-wise two sample T-test on subsets of
a matrix  
>To: "Nameeta Lobo" <nlobo at uchicago.edu>
>
>wow, so it didn't even need a call to apply. t.test must be
vectorized.
>interesting.
>
> 
>
>
>-----Original Message-----
>From: r-help-bounces at stat.math.ethz.ch
>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
Nameeta Lobo
>Sent: Friday, March 02, 2007 11:09 AM
>To: r-help at stat.math.ethz.ch
>Subject: [R] RE-Row-wise two sample T-test on subsets of a matrix
>
>hello all
>
>thanks a lot for the info, I just actually needed to remove
that comma
>in my command line
>
>what i had typed in was
>t.test(temp.matrix[,1:11],temp.matrix[,12:22],paired=TRUE)
>what i needed to do was
>t.test(temp.matrix[1:11],temp.matrix[12:22],paired=TRUE)
>
>thanks Petr, saw your comment later.
>
>nameeta
>
>______________________________________________
>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
>and provide commented, minimal, self-contained, reproducible
code.
>--------------------------------------------------------
>
>This is not an offer (or solicitation of an offer) to
buy/sell the securities/instruments mentioned or an official
confirmation.  Morgan Stanley may deal as principal in or own
or act as market maker for securities/instruments mentioned or
may advise the issuers.  This is not research and is not from
MS Research but it may refer to a research analyst/research
report.  Unless indicated, these views are the author's and
may differ from those of Morgan Stanley research or others in
the Firm.  We do not represent this is accurate or complete
and we may not update this.  Past performance is not
indicative of future returns.  For additional information,
research reports and important disclosures, contact me or see
https://secure.ms.com/servlet/cls.  You should not use e-mail
to request, authorize or effect the purchase or sale of any
security or instrument, to send transfer instructions, or to
effect any other transactions.  We cannot guarantee that any
such requests received via e-mail will be processed in a
timely manner.  This communication is solely for the
addressee(s) and may contain confidential information.  We do
not waive confidentiality by mistransmission.  Contact me if
you do not wish to receive these communications.  In the UK,
this communication is directed in the UK to those persons who
are market counterparties or intermediate customers (as
defined in the UK Financial Services Authority's rules).



More information about the R-help mailing list