Feal - 1 year ago 59

R Question

I have a function for which i need a matrix and a vector as arguments. I will extract the matrices and vectors from a

`data.matrix()`

`data.frame()`

`for (i in 1:3) {`

assign(paste("vavc", i, sep = ""),as.numeric(inputvar[i,-1]));

assign(paste("cor", i, sep = ""),matrix(input[which(ArtID ==i),-1],nrow = 2 ))

}

What I want now is to apply the resulting variables to the function

`cor2cov()`

For example:

`cor2cov(cor1,vavc1)`

I tried to incorporate the following code into the for-loop

`cor2cov(noquote(paste("cor", i, sep = "")),noquote(paste("vavc", i, sep = "")))`

Wich gives me an error:

`#Error in cor2cov(noquote(paste("cor", 1, sep = "")), noquote(paste("vavc", : `

'corMat must be a matrix

Basically the function doesn't get the right arguments.

Any help is appreciated.

Function and minimum code follows now:

`ArtID = c(1,2,3)`

AC_AC = c(1,1,1)

MKT_AC = c(0.5,0.6,0.2)

AC_MKT = c(0.5,0.6,0.2)

MKT_MKT = c(1,1,1)

input = data.frame(ArtID, AC_AC, MKT_AC, AC_MKT, MKT_MKT)

input <- data.matrix(input)

#Now we need to create the variance vectors

#Create data.frame for testing the varvector-creation loop

ArtIDv = c(1,2,3)

Varvec1 = c(0.3, 0.6)

Varvec1 = c(0.3, 0.6, 0.35)

Varvec2 = c(0.15, 0.19, 0.21)

inputvar = data.frame(ArtIDv,Varvec1,Varvec2)

for (i in 1:3) {

assign(paste("vavc", i, sep = ""),as.numeric(inputvar[i,-1]));

assign(paste("cor", i, sep = ""),matrix(input[which(ArtID ==i),-1],nrow = 2 ))

}

-------------------------

2) Incorporate the cor2cov()-Function into R by copy-pasting the following code:

# Goal: convert a correlation matrix and variance vector

# into the corresponding covariance matrix

#

# Input:

# 'corMat' is a square matrix with 1's on the diagonal

# and valid correlations on the off-diagonal

# 'varVec' is a valid variance vector, with length

# matching the dimension of 'covMat'. A single

# row or single column matrix is also allowed.

# Output:

# the covariance matrix

#

# A warning is given if the covariance matrix is not

# positive definite.

#

cor2cov = function(corMat, varVec) {

# test the input

if (!is.matrix(corMat)) stop("'corMat must be a matrix")

n = nrow(corMat)

if (ncol(corMat) != n) stop("'corMat' must be square")

if (mode(corMat) != "numeric") stop("'corMat must be numeric")

if (mode(varVec) != "numeric") stop("'varVec must be numeric")

if (!is.null(dim(varVec))) {

if (length(dim(varVec)) != 2) stop("'varVec' should be a vector")

if (any(dim(varVec)==1)) stop("'varVec' cannot be a matrix")

varVec = as.numeric(varVec) # convert row or col matrix to a vector

}

if (!all(diag(corMat) == 1)) stop("correlation matrices have 1 on the diagonal")

if (any(corMat < -1 | corMat > +1))

stop("correlations must be between -1 and 1")

if (any(varVec <= 0)) stop("variances must be non-negative")

if (length(varVec) != n) stop("length of 'varMat' does not match 'corMat' size")

# Compute the covariance

sdMat = diag(sqrt(varVec))

rtn = sdMat %*% corMat %*% t(sdMat)

if (det(rtn)<=0) warning("covariance matrix is not positive definite")

return(rtn)

}

#The cor2cov-Function will now be available in your global environment.

Answer Source

I think you want to use `get(...)`

instead of `noquote(...)`

to refer to the variables dynamically:

```
> cor2cov(get(paste("cor", i, sep = "")), get(paste("vavc", i, sep = "")))
[,1] [,2]
[1,] 0.35000000 0.05422177
[2,] 0.05422177 0.21000000
```

The `get()`

function takes a string and returns an R variable/function with that name if it exists. It defaults to searching the global namespace.

```
> x = 'ls'
> class(ls)
[1] "function"
> class(get('ls'))
[1] "function"
```

While the `noquote()`

function on the other hand returns a string:

```
> noquote('ls')
[1] ls
> class(noquote('ls'))
[1] "noquote"
> noquote('ls') == 'ls'
```