[R] Create matrices for time series
mathijsdevaan
mathijsdevaan at gmail.com
Thu Apr 14 09:51:55 CEST 2011
Hi list, I would like to use the following data.frame to generate matrices
over a 3 year moving window:
DF = data.frame(read.table(textConnection(" A B C
80 8025 1995
80 8026 1995
80 8029 1995
81 8026 1996
82 8025 1997
82 8026 1997
83 8025 1997
83 8027 1997
84 8026 1999
84 8027 1999
85 8028 1995
85 8029 1998"),head=TRUE,stringsAsFactors=FALSE))
Function to be applied: t(as.matrix(table(DF[,1:2]))) %*%
as.matrix(table(DF[,1:2]))
I tried this without success:
n<-rollapply(DF, width = 3, FUN = t(as.matrix(table(DF[,1:2]))) %*%
as.matrix(table(DF[,1:2])), align = "right")
Any suggestions? Thanks a lot!
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