[R] List of zoo dataframes

[Achim Zeileis]

On Wed, 3 Mar 2010, Research wrote:

> Hello,
>
> I have various datasets of zoo time series (merged into single frames
> via the "merge" command)  such as
>
> date 	var0 	var1 	var2 	var3
> 08/07/1996 	652.54 	0.223922 	0.515819 	0.502638
> 08/08/1996 	662.59 	0.997841 	0.000383 	0.999806
> 06/09/1996 	655.68 	0.901685 	0.569763 	0.866333
> 08/10/1996 	700.64 	0.268855 	0.244701 	0.329285
> 08/11/1996 	730.82 	0.438407 	0.501427 	0.461374
> 06/12/1996 	739.6 	0.432233 	0.562175 	0.052423
> 08/01/1997 	748.41 	0.616211 	0.799211 	5.96E-09
> 07/02/1997 	789.56 	0.378415 	0.645088 	0.93862
> 07/03/1997 	804.97 	0.142706 	0.422156 	0.145648
> 08/04/1997 	766.12 	0.999999 	0.999435 	0.998576
> 08/05/1997 	820.26 	0.810795 	0.966044 	0.000427
> 06/06/1997 	858.01 	0.998652 	0.998287 	0.994222
> 08/07/1997 	918.75 	0.951553 	0.974251 	0.89633
>
>
>
> I am trying to put all these into a sort of a list so I can invoke them
> via the list
> and not individually so I can run a batch of statistical analyses on them.
>
> I also want to have the specification of the analysis on a list of some
> sort as well.
>
> For example:
>
> List "a" has 3 zoo data sets and list "b" has  2 specifications (calls)
> for a function (say,  "analysis(specification, inputdata)" ) that runs
> some statistical manipulations (regressions, nonlin models, etc. etc.)
> on the elements of the zoo data frames. Thus I want to be able to run
> (this is pseudo R code):
>
> for (i in 1:3)
> {
> output1<-analysis(b[1], a[i])
> output2<-analysis(b[2], a[i])
> }
>
> Thanks in advance for any pointers or help.

Not sure how exactly you want to organize these, but assume you have a 
multivariate zoo series like:

z <- structure(c(0.4, -0.84, 0.92, 0.41, -0.47, -0.07, 0.36, -1.48,
-1.39, 0.53, -0.65, -0.7), .Dim = c(4L, 3L), .Dimnames = list(
     NULL, c("a", "b", "c")), index = 1:4, class = "zoo")

Then you can easily compute column-wise (i.e., variable-wise) such as

sapply(z, mean)

Or if you want to apply a list of functions

lapply(list(mean, sd), function(f) sapply(z, f))

etc.

hth,
Z

> Best,
> Costas
>
>
>
>
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org 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.
>