[R] Yearly aggregates and matrices

[Gabor Grothendieck]

On Sat, Apr 9, 2011 at 5:14 AM, mathijsdevaan <mathijsdevaan at gmail.com> wrote:
> Hi,
>
> I need to perform calculations on subsets of a data frame:
>
> DF = data.frame(read.table(textConnection("    A  B  C  D  E  F
> 1 a  1995  0  4  1
> 2 a  1997  1  1  3
> 3 b  1995  3  7  0
> 4 b  1996  1  2  3
> 5 b  1997  1  2  3
> 6 b  1998  6  0  0
> 7 b  1999  3  7  0
> 8 c  1997  1  2  3
> 9 c  1998  1  2  3
> 10 c  1999  6  0  0
> 11 d  1999  3  7  0
> 12 e  1995  1  2  3
> 13 e  1998  1  2  3
> 14 e  1999  6  0  0"),head=TRUE,stringsAsFactors=FALSE))
>
> I'd like to create new dataframes for each unique year in which for each
> value of A, the values of D, E and F are summed over the last 3 years (e.g.
> 1998 = 1998, 1997, 1996):
> Question 1: How do I go from DF to newDFyear?
>
> Examples:
>
> newDF1995
> B  D  E  F
> a  0  4  1
> b  3  7  0
> e  1  2  3
>
> newDF1998
> B  D  E  F
> a  1  1  3
> b  8  4  6
> c  2  4  6
> e  1  2  3
>
> Then, for each new DF I need to generate a square matrix after doing the
> following:
>
> newDF1998$G<-newDF1998$D + newDF1998$E + newDF1998$F
> newDF1998$D<-newDF1998$D/newDF1998$G
> newDF1998$E<-newDF1998$E/newDF1998$G
> newDF1998$F<-newDF1998$F/newDF1998$G
> newDF1998<-NewDF1998[,c(-5)]
>
> newDF1998
> B  D  E  F
> a  0.2  0.2  0.6
> b  0.4  0.2  0.3
> c  0.2  0.3  0.5
> e  0.2  0.3  0.5
>
> Question 2: How do I go from newDF1998 to a matrix
>
>  a  b  c  e
> a
> b
> c
> e
>
> in which Cell ab = (0.2*0.4 + 0.2*0.2 + 0.6*0.3)/((0.2*0.2 + 0.2*0.2 +
> 0.6*0.6)^0.5) * ((0.4*0.4 + 0.2*0.2 + 0.3*0.3)^0.5) = 0.84

First we use read.zoo to reform DF into a multivariate time series and
use rollapply (where we have used the devel version of zoo since it
supports the partial= argument on rollapply).  We then reform each
resulting row into a matrix converting each row of each matrix to
proportions.  Finally we form the desired scaled cross product.

# devel version of zoo
install.packages("zoo", repos = "http://r-forge.r-project.org")
library(zoo)

z <- read.zoo(DF, split = 2, index = 3, FUN = identity)

sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
r <- rollapply(z, 3,  sum.na, align = "right", partial = TRUE)

newDF <- lapply(1:nrow(r), function(i)
	prop.table(na.omit(matrix(r[i,], nc = 4, byrow = TRUE,
		dimnames = list(unique(DF$B), names(DF)[-2:-3]))[, -1]), 1))
names(newDF) <- time(z)

lapply(mats, function(mat) tcrossprod(mat / sqrt(rowSums(mat^2))))


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Statistics & Software Consulting
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email: ggrothendieck at gmail.com