[R] struggling with apply
Jeff Newmiller
jdnewm|| @end|ng |rom dcn@d@v|@@c@@u@
Wed May 27 19:47:57 CEST 2020
Use the pmin function, not min, for this purpose.
On May 27, 2020 10:46:13 AM PDT, Michael Ashton <m.ashton using enduringinvestments.com> wrote:
>Hi -
>
>I have a matrix of n rows and 4 columns.
>
>I want to cap the value in each column by a different upper bound. So,
>suppose my matrix is
>
>somematrix <- matrix(c(1,4,3,6,3,9,12,8,5,7,11,11),nrow=3,ncol=4)
>> somematrix
> [,1] [,2] [,3] [,4]
>[1,] 1 6 12 7
>[2,] 4 3 8 11
>[3,] 3 9 5 11
>
>Now I want to have the maximum value in each column described by
>UB=c(2.5, 5.5, 8.5, 10.5)
>
>So that the right answer will look like:
> [,1] [,2] [,3] [,4]
>[1,] 1 5.5 8.5 7
>[2,] 2.5 3 8 10.5
>[3,] 2.5 5.5 5 10.5
>
>I've tried a few things, like:
>newmatrix <- apply(somematrix,c(1,2),function(x) min(UB,x))
>
>but I can't figure out to apply the relevant element of the UB list to
>the right element of the matrix. When I run the above, for example, it
>takes min(UB,x) over all UB, so I get:
>
>newmatrix
> [,1] [,2] [,3] [,4]
>[1,] 1.0 2.5 2.5 2.5
>[2,] 2.5 2.5 2.5 2.5
>[3,] 2.5 2.5 2.5 2.5
>
>I'm sure there's a simple and elegant solution but I don't know what it
>is!
>
>Thanks in advance,
>
>Mike
>
>Michael Ashton, CFA
>Managing Principal
>
>Enduring Investments LLC
>W: 973.457.4602
>C: 551.655.8006
>Schedule a Call: https://calendly.com/m-ashton
>
>
> [[alternative HTML version deleted]]
>
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--
Sent from my phone. Please excuse my brevity.
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