As a follow up on this post, I am trying to slightly adjust the solution kindly provided by Gabor. However, I am getting some results that I do not understand. Example:
# devel version of zoo install.packages("zoo", repos = "http://r-forge.r-project.org") library(zoo) DF1 = data.frame(read.table(textConnection(" B C D E F G 8025 1995 0 4 1 2 8025 1997 1 1 3 4 8026 1995 0 7 0 0 8026 1996 1 2 3 0 8026 1997 1 2 3 1 8026 1998 6 0 0 4 8026 1999 3 7 0 3 8027 1997 1 2 3 9 8027 1998 1 2 3 1 8027 1999 6 0 0 2 8028 1999 3 7 0 0 8029 1995 0 2 3 3 8029 1998 1 2 3 2 8029 1999 6 0 0 1"),head=TRUE,stringsAsFactors=FALSE)) a <- read.zoo(DF1, split = 1, index = 2, FUN = identity) sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA b <- rollapply(a, 3, sum.na, align = "right", partial = TRUE) newDF <- lapply(1:nrow(b), function(i) prop.table(na.omit(matrix(b[i,], nc = 4, byrow = TRUE, dimnames = list(unique(DF1$B), names(DF1)[-1:-2]))), 1)) names(newDF) <- time(a) c<-lapply(newDF, function(mat) tcrossprod(mat / sqrt(rowSums(mat^2)))) Now I would like the elements e in c to be equal to 1-e. However, c<-lapply(newDF, function(mat) 1 - tcrossprod(mat / sqrt(rowSums(mat^2)))) gives a value of 2.220446e-16 for as.data.frame(c['1999'])[2,2] instead of 0 What am I doing wrong here? Thanks a lot! > First we use read.zoo to reform DF into a multivariate time series and > use rollapply (where we have used the devel version of zoo since it > supports the partial= argument on rollapply). We then reform each > resulting row into a matrix converting each row of each matrix to > proportions. Finally we form the desired scaled cross product. > > # devel version of zoo > install.packages("zoo", repos = "http://r-forge.r-project.org") > library(zoo) > > z <- read.zoo(DF, split = 2, index = 3, FUN = identity) > > sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA > r <- rollapply(z, 3, sum.na, align = "right", partial = TRUE) > > newDF <- lapply(1:nrow(r), function(i) > prop.table(na.omit(matrix(r[i,], nc = 4, byrow = TRUE, > dimnames = list(unique(DF$B), names(DF)[-2:-3]))[, -1]), > 1)) > names(newDF) <- time(z) > > lapply(newDF, function(mat) tcrossprod(mat / sqrt(rowSums(mat^2)))) -- View this message in context: http://r.789695.n4.nabble.com/Yearly-aggregates-and-matrices-tp3438140p3462564.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.