[R] Help with multiple use of "quantile"

[Rui Barradas]

Hello,

And you really don't need colnames(ccc1) <- NULL, there's a USE.NAMES 
argument to mapply. Just set it to FALSE.

Rui Barradas

Em 08-06-2013 18:28, arun escreveu:
> HI,
> You could also use:
>
> set.seed(24)
> aaa <- matrix(rnorm(60), ncol=3)
> bbb <- matrix(runif(15), ncol=3)
> ccc1<- mapply(quantile,as.data.frame(aaa),as.data.frame(bbb))
> ccc <- sapply(1:dim(aaa)[2], function(i) quantile(aaa[, i], bbb[, i])) #Jean's solution
>
> colnames(ccc1)<-NULL
>
>    identical(ccc,ccc1)
> #[1] TRUE
> A.K.
>
>
>
> ----- Original Message -----
> From: "Adams, Jean" <jvadams at usgs.gov>
> To: "Parodi, Pietro" <Pietro.Parodi at willis.com>
> Cc: "r-help at r-project.org" <r-help at r-project.org>
> Sent: Saturday, June 8, 2013 9:49 AM
> Subject: Re: [R] Help with multiple use of "quantile"
>
> Try this, Pietro ...
>
> # example data
> aaa <- matrix(rnorm(60), ncol=3)
> bbb <- matrix(runif(15), ncol=3)
>
> # calculate quantiles
> ccc <- sapply(1:dim(aaa)[2], function(i) quantile(aaa[, i], bbb[, i]))
> # change rownames
> rownames(ccc) <- seq(dim(ccc)[1])
>
> Jean
>
>
> On Sat, Jun 8, 2013 at 8:20 AM, Parodi, Pietro <Pietro.Parodi at willis.com>wrote:
>
>> Hello
>>
>> I have a matrix aaa like this:
>>
>>              aa1       aa2       aa3
>> [1,]  8371.417  27613.57  1170.466
>> [2,] 14317.999  42421.82  3423.934
>> [3,] 22026.466  59874.14  8103.084
>> [4,] 33884.986  84506.34 19176.764
>> [5,] 57954.968 129824.30 56097.310
>>
>> where each column represents an empirical distribution of random variates
>> (normally the number of rows would be, say, 10,000 or 100,000) and a matrix
>> bbb of percentiles like this:
>>
>> bbb
>>
>>              [,1]      [,2]      [,3]
>> [1,] 0.70092980 0.8144194 0.6200732
>> [2,] 0.77968803 0.5804948 0.5463661
>> [3,] 0.01509415 0.9313509 0.8611973
>> [4,] 0.22654757 0.6183386 0.4962867
>> [5,] 0.36548835 0.6608696 0.3062784
>> What I'd like to do is to apply the quantiles in the three columns of bbb
>> to the columns of aaa independently, so as to obtain a matrix ccc such
>> that, for example, ccc[3,1]=quantile(aaa[,1],bbb[3,1]). THe complete matrix
>> is:
>>
>>
>> ccc =    quantile(aaa[,1],bbb[1,1]), quantile(aaa[,2],bbb[1,2]),
>> quantile(aaa[,3],bbb[1,3])
>>               quantile(aaa[,1],bbb[2,1]), quantile(aaa[,2],bbb[2,2]),
>> quantile(aaa[,3],bbb[2,3])
>>               quantile(aaa[,1],bbb[3,1]), quantile(aaa[,2],bbb[3,2]),
>> quantile(aaa[,3],bbb[3,3])
>>               quantile(aaa[,1],bbb[4,1]), quantile(aaa[,2],bbb[4,2]),
>> quantile(aaa[,3],bbb[4,3])
>>               quantile(aaa[,1],bbb[5,1]), quantile(aaa[,2],bbb[5,2]),
>> quantile(aaa[,3],bbb[5,3])
>>
>>
>>
>> Now if I only two vectors, it would be enough for me to define
>> ccc=quantile(aaa,bbb). However, if I do this when aaa and bbb are matrix,
>> quantile(aaa,bbb) does something else -- it gives the percentiles bbb of
>> the whole set of matrix elements rather than considering separately the
>> quantiles of the different columns.
>>
>> I suspect I'll need to use "apply" in some form but have been able to come
>> up with the correct form.
>>
>> As you might have imagined, this arises in the  context of simulating
>> random variables from different distribution in empirical form that are
>> correlated through a copula.
>>
>> Thanks in advance for your help!
>>
>> Pietro
>> _
>>
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> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>