問題描述
如何將均值、標準差等函數應用於整個矩陣 (How to apply mean, sd etc. function to a whole matrix)
I have the following matrix
Rho <- structure(c(1, 0.466666666666667, -0.866666666666667, -0.466666666666667,
-0.333333333333333, 0.466666666666667, 1, -0.6, -0.466666666666667,
-0.333333333333333, -0.866666666666667, -0.6, 1, 0.333333333333333,
0.466666666666667, -0.466666666666667, -0.466666666666667, 0.333333333333333,
1, -0.2, -0.333333333333333, -0.333333333333333, 0.466666666666667,
-0.2, 1), .Dim = c(5L, 5L), .Dimnames = list(c("SPX Index", "MXE2 Index",
"USG4TR Index", "FNAR Index", "DBLCMAVL Index"), c("SPX Index",
"MXE2 Index", "USG4TR Index", "FNAR Index", "DBLCMAVL Index")))
I thought that, in order to apply functions to single matrix arguments (like rows and/or column), I had to use mapply() or apply() in several ways.
But, if I input
mean(Rho)
sd(Rho)
this returns me separate application of functions:
> mean(Rho)
SPX Index MXE2 Index USG4TR Index FNAR Index DBLCMAVL Index
-0.04000000 0.01333333 0.06666667 0.04000000 0.12000000
> sd(Rho)
SPX Index MXE2 Index USG4TR Index FNAR Index DBLCMAVL Index
0.7566006 0.6902496 0.7774603 0.6282250 0.5932959
This is not what I want: I want the mean and st. dev. of all the elements of my matrix, like
> mean(mean(Rho))
[1] 0.04
in just one command.
Is there a way to do it without coercing my matrix to vector/numeric/other?
> sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_Australia.1252 LC_CTYPE=English_Australia.1252
[3] LC_MONETARY=English_Australia.1252 LC_NUMERIC=C
[5] LC_TIME=English_Australia.1252
attached base packages:
[1] stats graphics grDevices datasets utils methods base
other attached packages:
[1] PerformanceAnalytics_1.0.4.4 xts_0.8-6
[3] zoo_1.7-7 gogarch_0.7-2
[5] fastICA_1.1-16 fGarch_2150.81
[7] fBasics_2160.81 rmgarch_0.97
[9] Matrix_1.0-9 lattice_0.20-10
[11] Kendall_2.2 spd_1.7
[13] KernSmooth_2.23-8 rugarch_1.0-11
[15] Rsolnp_1.12 truncnorm_1.0-6
[17] chron_2.3-42 numDeriv_2012.3-1
[19] MASS_7.3-18 RcppArmadillo_0.3.4.2
[21] Rcpp_0.9.13 timeSeries_2160.94
[23] timeDate_2160.95 rcom_2.2-5
[25] rscproxy_2.0-5
loaded via a namespace (and not attached):
[1] boot_1.3-5 grid_2.15.1 stabledist_0.6-4 tools_2.15.1
參考解法
方法 1:
While I cannot say for sure that this is the reason you're seeing what you're seeing without seeing your sessionInfo(), my guess is that you have the PerformanceAnalytics package loaded.
in the zzz.R file of that package, they have this code:
mean.xts <- function(x,...) {
if(is.vector(x) ||is.null(ncol(x)) || ncol(x)==1){
x<-as.numeric(x)
mean(x,...)
} else apply(x,2,mean.xts,...)
}
mean.matrix <- function(x,...) {apply(x,2,mean,...)}
sd.xts <- function(x,na.rm=FALSE) {
if(is.vector(x) || is.null(ncol(x)) || ncol(x)==1){
x<-as.numeric(x)
sd(x,na.rm=na.rm)
} else apply(x,2,sd,na.rm=na.rm)
}
sd.matrix <- function(x,na.rm=FALSE) {apply(x,2,sd,na.rm=na.rm)}
I think it is awful that they do that and I've tried repeatedly to get them to change it, but to no avail. Therefore, I boycott the package.
Anyway, start a fresh R session without loading that package and try again.