[R] Using Aggregate() with FUN arguments, which require more than one input variables

[Uwe Ligges]

On 18.01.2012 09:49, Alexander Erbse wrote:
> as.matrix()  will not help here. I will get the same error message.
>
> And also, I don't need correlation matrices. I simply need a vector of correlations. I will show you some code and data I am using.
>
> Here you can see my main dataframe:
>
>> head(test)
>
>       industry       date    testvar       retf1
> 1 Industrials 2004-12-31 1174382477 -0.02240908
> 2 Industrials 2005-01-31 1101039133  0.08080221
> 3 Industrials 2005-02-28 1211723486  0.05646877
> 4 Industrials 2005-03-31 1253428861 -0.05743186
> 5 Industrials 2005-04-30 1152846793 -0.02928415
> 6 Industrials 2005-05-31 1070386589  0.05865941
>
> Now I want to take column "industry" or "date" or both - whatever - as grouping columns for correlations between testvar and retf1 as follows:
>
>> numbers<- test[,c("testvar","retf1")]
>
>> head(numbers)
>       testvar       retf1
> 1 1174382477 -0.02240908
> 2 1101039133  0.08080221
> 3 1211723486  0.05646877
> 4 1253428861 -0.05743186
> 5 1152846793 -0.02928415
> 6 1070386589  0.05865941
>
>
>> groups<- test[,"industry"]
>
>> head(groups)
> [1] "Industrials" "Industrials" "Industrials" "Industrials" "Industrials"
> [6] "Industrials"
>
>> head(unique(groups))
> [1] "Industrials"        "Telecommunications" "Financials"
> [4] "Utilities"          "ConsumerGoods"      "OilandGas"
>
> AND NOW:
>
>> aggregate(numbers,by=list(groups),FUN="cor")
>
> Fehler in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'
>
> So my desired output is a vector of correlations between subsets of x = "testvar"  and y = "retf1". The length of the resulting vector will be length(unique(groups)).
>
> I think this draws a clearer picture to you. Sorry for not precisely pointing it out in my first post.
>
> Thanks and Regards!



sapply(split(numbers, groups), function(x) cor(x[,1], x[,2]))

Uwe Ligges


>
> -----Ursprüngliche Nachricht-----
> Von: Uwe Ligges [mailto:ligges at statistik.tu-dortmund.de]
> Gesendet: Dienstag, 17. Januar 2012 19:21
> An: Alexander Erbse
> Cc: r-help at r-project.org
> Betreff: Re: [R] Using Aggregate() with FUN arguments, which require more than one input variables
>
>
>
> On 17.01.2012 18:10, RNoob wrote:
>> Dear all,
>>
>> I am trying to apply the aggregate() function to calculate
>> correlations for subsets of a dataframe. My argument x is supposed to
>> consist of 2 numerical vectors, which represent x and y for the cor() function.
>>
>> The following error results when calling the aggregate function: Error
>> in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'. I
>> think the subsets aggregate puts into cor() are sort of list types and
>> therefore can't be handled by cor().
>
>
> as.matrix() will probably help, but since you have not specified your reproducible code, we cannot show how to change that.
>
> Uwe Ligges
>
>
>> Can anyone provide me with a solution?
>>
>> Regards,
>> RNoob
>>
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/Using-Aggregate-with-FUN-arguments-which
>> -require-more-than-one-input-variables-tp4303936p4303936.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>
>