Hi -
I have a matrix of n rows and 4 columns.
I want to cap the value in each column by a different upper bound. So, suppose
my matrix is
somematrix <- matrix(c(1,4,3,6,3,9,12,8,5,7,11,11),nrow=3,ncol=4)
> somematrix
[,1] [,2] [,3] [,4]
[1,] 1 6 12 7
[2,] 4 3 8 11
[3,] 3 9 5 11
Now I want to have the maximum value in each column described by
UB=c(2.5, 5.5, 8.5, 10.5)
So that the right answer will look like:
[,1] [,2] [,3] [,4]
[1,] 1 5.5 8.5 7
[2,] 2.5 3 8 10.5
[3,] 2.5 5.5 5 10.5
I've tried a few things, like:
newmatrix <- apply(somematrix,c(1,2),function(x) min(UB,x))
but I can't figure out to apply the relevant element of the UB list to the
right element of the matrix. When I run the above, for example, it takes
min(UB,x) over all UB, so I get:
newmatrix
[,1] [,2] [,3] [,4]
[1,] 1.0 2.5 2.5 2.5
[2,] 2.5 2.5 2.5 2.5
[3,] 2.5 2.5 2.5 2.5
I'm sure there's a simple and elegant solution but I don't know what it is!
Thanks in advance,
Mike
Michael Ashton, CFA
Managing Principal
Enduring Investments LLC
W: 973.457.4602
C: 551.655.8006
Schedule a Call: https://calendly.com/m-ashton
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