[R] [R ] Writing loop to estimate ARCH test for a multiple columns of a data frame?

[Jim Lemon]

Hi Subhamitra,
I have washed the dishes and had a night's sleep, so I can now deal with
your text munging problem. First, I'll reiterate the solution I sent:

sp_8_5<-read.table("sp_8_5.tab",sep="\t",
 header=TRUE,stringsAsFactors=FALSE)
library(tseries)
library(FinTS)
# create a function that returns only the
# statistic and p.value as a string
archStatP<-function(x) {
 archout<-ArchTest(x)
 # I have truncated the values here
 return(sprintf("ChiSq = %.1f, p = %.3f",archout$statistic,archout$p.value))
}
# using "lapply", run the test on each column
spout<-lapply(sp_8_5[,2:13],archStatP)

If you look at "spout" you will see that it is a list of 12 character
strings. I arranged this as you seem to want the contents of a 3x4 table in
a document. This is one way to do it, there are others.

First, create a text table of the desired dimensions. I'll do it with loops
as you seem to be familiar with them:

# open a text file
sink("sp_8_5.txt")
for(row in 0:2) {
 for(column in 1:4)
  cat(spout[[column+row*4]],ifelse(column < 4,"\t","\n"))
}
sink()

If you open this file in a text editor (e.g. Notepad) you will see that it
contains 3 lines (rows), each with four TAB separated strings. Now to
import this into a word processing document. I don't have MS Word, so I'll
do it with Libre Office Writer and hope that the procedure is similar.

Move to where you want the table in your document
Select Insert|Text from file from the top menu
Select (highlight) the text you have imported
Select Convert|Text to table from the top menu

The highlighted area should become a table. I had to reduce the font size
from 12 to 10 to get the strings to fit into the cells.

There are probably a few more changes that you will want, so let me know if
you strike trouble.

Jim


On Fri, May 8, 2020 at 11:28 PM Subhamitra Patra <subhamitra.patra using gmail.com>
wrote:

> Dear Sir,
>
> Thank you very much for your wonderful suggestion for my problem. Your
> suggested code has excellently worked and successfully extracted the
> statistics and p-value in another R object.
>
> Concerning your last suggestion, I attempted to separate the strings with
> TAB character in the "spout" object by using different alternative packages
> like dplyr, tidyr, qdap, ans also by using split,strsplit function so that
> can export the statistics and p-values for each column to excel, and later
> to the MSword file, but got the below error.
>
> By using the  split function, I wrote the code as,
> *string[] split = s.Split(spout, '\t')*
> where I got the following errors.
> Error: unexpected symbol in "string[] split"
> Error: unexpected symbol in "string[[]]split"
> Error in strsplit(row, "\t") : non-character argument
>
> Then I tried with  strsplit function by the below code
> *strsplit(spout, split)*
> But, got the below error as
> Error in as.character(split) :
>   cannot coerce type 'closure' to vector of type 'character'.
>
> Then used dplyr and tidyr package and the wrote the below code
> library(dplyr)
> library(tidyr)
> *separate(spout,value,into=c(“ChiSq”,”p”),sep=”,”)*
> *separate(spout,List of length 12,into=c(“ChiSq”,”p”),sep="\t")*
> But, got the errors as,
> Error: unexpected input in "separate(spout,value,into=c(“"
> Error: unexpected symbol in "separate(spout,List of"
>
> Then used qdap package with the code below
>
> *colsplit2df(spout,, c("ChiSq", "p"), ",")*
> *colsplit2df(spout,, c("ChiSq", "p"), sep = "\t")*
> But got the following errors
> Error in dataframe[, splitcol] : incorrect number of dimensions
> In addition: Warning message:
> In colsplit2df_helper(dataframe = dataframe, splitcol = splitcols[i],  :
>   dataframe object is not of the class data.frame
> Error in dataframe[, splitcol] : incorrect number of dimensions
> In addition: Warning message:
> In colsplit2df_helper(dataframe = dataframe, splitcol = splitcols[i],  :
>   dataframe object is not of the class data.frame
>
> Sir, please suggest me where I am going wrong in the above to separate
> string in the "spout" object.
>
> Thank you very much for your help.
>
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> 06:51:46 PM
>
> On Fri, May 8, 2020 at 4:47 PM Jim Lemon <drjimlemon using gmail.com> wrote:
>
>> 1) In general, *apply functions return a list with the number of elements
>> equal to the number of columns or other elements of the input data. You can
>> assign that list as I have to "spout" in the first example.
>>
>> 2) spout<-list() assigns the name "spout" to an empty list. As we are
>> processing columns 2 to 12 of the input data, spout[[i-1]] assigns the
>> results to elements 1 to 11 of the list "spout". Just a low trick.
>>
>> 1a) Yes, you can create a "wrapper" function that will return only the
>> statistic and p.value.
>>
>> # create a function that returns only the
>> # statistic and p.value as a string
>> archStatP<-function(x) {
>>  archout<-ArchTest(x)
>>  return(sprintf("ChiSq = %f, p = %f",archout$statistic,archout$p.value))
>> }
>> # using "lapply", run the test on each column
>> spout<-lapply(sp_8_5[,2:12],archStatP)
>>
>> Note that I should have used "lapply". I didn't check the output
>> carefully enough.
>>
>> 2a) Now you only have to separate the strings in "spout" with TAB
>> characters and import the result into Excel. I have to wash the dishes, so
>> you're on your own.
>>
>> Jim
>>
>> On Fri, May 8, 2020 at 8:26 PM Subhamitra Patra <
>> subhamitra.patra using gmail.com> wrote:
>>
>>> Dear Sir,
>>>
>>> Thank you very much for such an excellent solution to my problem. I was
>>> trying sapply function since last days, but was really unable to write
>>> properly. Now, I understood my mistake in using sapply function in the
>>> code. Therefore, I have two queries regarding this which I want to discuss
>>> here just for my learning purpose.
>>>
>>> 1. While using sapply function for estimating one method across the
>>> columns of a data frame, one needs to define the list of the output table
>>> after using sapply so that the test results for each column will be
>>> consistently stored in an output object, right?
>>>
>>> 2. In the spout<- list() command, what spout[[i-1]]  indicates?
>>>
>>> Sir, one more possibility which I would like to ask related to my above
>>> problem just to learn for further R programming language.
>>>
>>> After running your suggested code, all the results for each column are
>>> being stored in the spout object. From this, I need only the statistics and
>>> P-value for each column. So, my queries are:
>>>
>>> 1. Is there any way to extract only two values (i.e., statistics and
>>> p-value) for each column that stored in spout object and save these two
>>> values in another R data frame for each column?
>>>  or
>>> 2. Is there any possibility that the statistics and p-value
>>> calculated for each column can directly export to a word file in a table
>>> format (having 4 columns and 3 rows). In particular, is it possible to
>>> extract both statistic and p-value results for each column to an MS word
>>> file with the format of A1, A2, A3, A4 column results in 1st row, A5, A6,
>>> A7, A8 column results in 2nd row, and A9, A10, A11, A12 column results in
>>> the 3rd row of the table?
>>>
>>>
>>> Like before, your suggestion will definitely help me to learn the
>>> advanced R language.
>>>
>>> Thank you very much for your help.
>>>
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>>> <https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&> Sender
>>> notified by
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>>> <https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&> 05/08/20,
>>> 03:47:26 PM
>>>
>>> On Fri, May 8, 2020 at 2:37 PM Jim Lemon <drjimlemon using gmail.com> wrote:
>>>
>>>> Hi Subhamitra,
>>>> This isn't too hard:
>>>>
>>>> # read in the sample data that was
>>>> # saved in the file "sp_8_5.tab"
>>>> sp_8_5<-read.table("sp_8_5.tab",sep="\t",
>>>>  header=TRUE,stringsAsFactors=FALSE)
>>>> library(tseries)
>>>> library(FinTS)
>>>> # using "sapply", run the test on each column
>>>> spout<-sapply(sp_8_5[,2:12],ArchTest)
>>>>
>>>> The list "spout" contains the test results. If you really want to use a
>>>> loop:
>>>>
>>>> spout<-list()
>>>> for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])
>>>>
>>>> Jim
>>>>
>>>>
>>>> On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <
>>>> subhamitra.patra using gmail.com> wrote:
>>>>
>>>>> Dear Sir,
>>>>>
>>>>> Herewith I am pasting a part of my sample data having 12 columns
>>>>> below, and want to calculate ARCH test for the 12 columns by using a loop.
>>>>>
>>>>>
>>>
>>> --
>>> *Best Regards,*
>>> *Subhamitra Patra*
>>> *Phd. Research Scholar*
>>> *Department of Humanities and Social Sciences*
>>> *Indian Institute of Technology, Kharagpur*
>>> *INDIA*
>>>
>>
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>

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