Thanks for specifying the solution. The deal is that we are faced of vectors. Moreover I need to specify them as function of own-lagged with expansion=1,2, … ; lag=1, 2, … set.seed(1) E <- cbind(as.vector(rnorm(10)),as.vector(rnorm(10)),as.vector(rnorm(10))) #or more vectors; here 3 for illustration Elag <- embed(x=E,2) #for lag = 1
The deal is to obtain All the combinations without duplicates and including the lags. The expansion have to lead to: for expansion = 1 ::> cbind(Elag[,1],Elag[,2],Elag[,3],Elag[,4],Elag[,5],Elag[,6]) for expansion = 2 ::> we add cbind(Elag[,1]^2,Elag[,2]^2,Elag[,3]^2,Elag[,4]^2,Elag[,5]^2,Elag[,6]^2); cbind(Elag[,1]*Elag[,2], Elag[,1]*Elag[,3],Elag[,1]*Elag[,4],Elag[,1]*Elag[,5],Elag[,1]*Elag[,6]); cbind(Elag[,2]*Elag[,3],Elag[,2]*Elag[,4],Elag[,2]*Elag[,5],Elag[,2]*Elag[,6]); cbind(Elag[,3]*Elag[,4]*Elag[,5], … and so on for expansion = 3 ::> we add cbind(Elag[,1]^3,Elag[,2]^3,Elag[,3]^3,Elag[,4]^3,Elag[,5]^3,Elag[,6]^3); cbind(Elag[,1]^2*Elag[,2],Elag[,1]^2*Elag[,3],Elag[,1]^2*Elag[,4],Elag[,1]^2*Elag[,5],Elag[,1]^2*Elag[,6]); and so on ... cbind(Elag[,1]*Elag[,2]*Elag[,3],Elag[,1]*Elag[,2]*Elag[,4], Elag[,1]*Elag[,2]*Elag[,5], and so on … for expansion =4 , … This is what I called Taylor expansion even if we are faced of real vectors. And I need to keep all these vectors obtained by the expansion considering other lags (1, 2, 3, …) and other degree of expansion (1, 2, 3, …). How could it be automatized? Thanks for help, I tried for couple of day and I am not able to compute this. Any advice is very welcome. Bill -- View this message in context: http://r.789695.n4.nabble.com/Re-taylor-expansions-with-real-vectors-tp4636948p4638811.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.
