On 18.01.2012 09:49, Alexander Erbse wrote:
as.matrix() will not help here. I will get the same error message.
And also, I don't need correlation matrices. I simply need a vector of
correlations. I will show you some code and data I am using.
Here you can see my main dataframe:
head(test)
industry date testvar retf1
1 Industrials 2004-12-31 1174382477 -0.02240908
2 Industrials 2005-01-31 1101039133 0.08080221
3 Industrials 2005-02-28 1211723486 0.05646877
4 Industrials 2005-03-31 1253428861 -0.05743186
5 Industrials 2005-04-30 1152846793 -0.02928415
6 Industrials 2005-05-31 1070386589 0.05865941
Now I want to take column "industry" or "date" or both - whatever - as grouping
columns for correlations between testvar and retf1 as follows:
numbers<- test[,c("testvar","retf1")]
head(numbers)
testvar retf1
1 1174382477 -0.02240908
2 1101039133 0.08080221
3 1211723486 0.05646877
4 1253428861 -0.05743186
5 1152846793 -0.02928415
6 1070386589 0.05865941
groups<- test[,"industry"]
head(groups)
[1] "Industrials" "Industrials" "Industrials" "Industrials" "Industrials"
[6] "Industrials"
head(unique(groups))
[1] "Industrials" "Telecommunications" "Financials"
[4] "Utilities" "ConsumerGoods" "OilandGas"
AND NOW:
aggregate(numbers,by=list(groups),FUN="cor")
Fehler in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'
So my desired output is a vector of correlations between subsets of x = "testvar" and y
= "retf1". The length of the resulting vector will be length(unique(groups)).
I think this draws a clearer picture to you. Sorry for not precisely pointing
it out in my first post.
Thanks and Regards!
sapply(split(numbers, groups), function(x) cor(x[,1], x[,2]))
Uwe Ligges
-----Ursprüngliche Nachricht-----
Von: Uwe Ligges [mailto:lig...@statistik.tu-dortmund.de]
Gesendet: Dienstag, 17. Januar 2012 19:21
An: Alexander Erbse
Cc: r-help@r-project.org
Betreff: Re: [R] Using Aggregate() with FUN arguments, which require more than
one input variables
On 17.01.2012 18:10, RNoob wrote:
Dear all,
I am trying to apply the aggregate() function to calculate
correlations for subsets of a dataframe. My argument x is supposed to
consist of 2 numerical vectors, which represent x and y for the cor() function.
The following error results when calling the aggregate function: Error
in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x'. I
think the subsets aggregate puts into cor() are sort of list types and
therefore can't be handled by cor().
as.matrix() will probably help, but since you have not specified your
reproducible code, we cannot show how to change that.
Uwe Ligges
Can anyone provide me with a solution?
Regards,
RNoob
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