[R] Variance of multiple non-contiguous time periods?

CJ Davies cjohndavies at gmail.com
Tue Nov 4 17:35:56 CET 2014


On 04/11/14 16:13, PIKAL Petr wrote:
> Hi
>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
>> project.org] On Behalf Of CJ Davies
>> Sent: Tuesday, November 04, 2014 2:50 PM
>> To: Jim Lemon; r-help at r-project.org
>> Subject: Re: [R] Variance of multiple non-contiguous time periods?
>>
>> On 04/11/14 09:11, Jim Lemon wrote:
>>> On Mon, 3 Nov 2014 12:45:03 PM CJ Davies wrote:
>>>> ...
>>>> On 30/10/14 21:33, Jim Lemon wrote:
>>>> If I understand, you mean to calculate deviations for each
>> individual
>>>> 'chunk' of each transition & then aggregate the results? This is
>> what
>>>> I'd been thinking about, but is there a sensible manner within R to
>>>> achieve this, or is it something for which it would be easier to
>>>> preprocess the data in an external tool? Is there some way to subset
>>> the
>>>> data such that I can work over just contiguous 'chunks'?
>>>>
>>> Exactly. If there is some combination of existing variables that can
>>> be combined to make a set of unique values for each "chunk", you can
>>> calculate the deviations within each "chunk", then average the
>> squared
>>> deviations for each type of "chunk", weighting by the duration of the
>>> "chunks" so that you don't bias the pooled variance toward the longer
>>> "chunks".
>>>
>>> Jim
>>>
>>
>> I am stumped for a way of automating this process though. Each line of
>> log data looks like this;
>>
>> 2406  55.4    (-11.2, 1.0, -0.9)      (-4.1, 1.0, 0.0)        7.077912
>>        0.9203392       (0.0,
>> 0.7, -0.1, 0.7)       8.129684        89.41537        -8.212769       (0.0, 0.7, -0.1,
>> 0.7)
>> 8.129684      89.41537        351.7872        1       0       0       False   0.15    3
>>        37.76761        True    False   0
>> transition 1
>
> First you need to import it to R which could be tricky based on above line.
> Some values will probably need to process through regular expression.
>
> If I understand correctly number after transition is a signal which estimets continuous chunks. If it is true then
>
> ?rle is a function which can estimate length of chunks.
>
> Cheers
> Petr
>
>>
>> Where the last variable defines which transition is currently active.
>> However to separate these data into 'chunks' would involve making a
>> comparison between each line of data & the preceding line of data to
>> determine whether it is part of the same contiguous 'chunk'. Is this
>> something that would be better achieved using external preprocessing
>> written in a language I am more familiar with, as I haven't the
>> foggiest how I would approach this within R?
>>
>> Regards,
>> CJ Davies
>>
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>
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Importing into R wasn't an issue; some of the fields contain spaces & 
symbols, but all the fields are tab separated so I can simply use;

foo <- read.csv("bar",header=T,sep="\t")

I've just written a hacky bit of Java that gives me the lines of each 
'chunk' as a separate list & I think I'll then calculate these 
particular values using Java's Math class rather than trying to come up 
with a sensible way to import these 'chunks' back into R. When it comes 
to string/list manipulation like this I think my knowledge in Java & 
lack of knowledge in R makes the former the better option!

Regards,
CJ Davies



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