[R] Determine most rows in a matrix
djkrofch
krofcheck at gmail.com
Sat Dec 1 04:29:02 CET 2012
Greetings
I have a set of coefficients that describe a model. The coefficients are
generated via a loop for multiple days throughout the year. A sample of the
data is below:
Day Amax Alpha Rd
[1,] 154 6.561734 0.002099071 -0.143377888
[2,] 156 6.100190 0.002326559 -0.058174891
[3,] 151 4.592227 0.002554909 -0.200132722
[4,] 152 4.893429 0.002636529 -0.128636568
[5,] 173 4.274289 0.002719069 -0.007346254
[6,] 169 5.784917 0.002751405 0.015649452
[7,] 168 3.484089 0.003423258 0.011657278
[8,] 164 5.375647 0.004127243 0.130097879
[9,] 172 3.452985 0.004215742 -0.017892225
I want to collect only the 5 most similar rows. I have tried sorting by a
column and creating a 5 day moving average window to find the 5 values with
the lowest variance, but that obviously does not minimize the variance for
the other 2 columns. One idea I was working with was to generate modeled
data for all of the rows of coefficients, and find the 5 rows of
coefficients that produced the smallest variance in the model output?
Not sure how to go about this, its been giving me a headache! I would
greatly appreciate a push in the right direction.
Best,
Dan
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