CODEWITHSUNDEEP
r
Lisa Ann
Lisa Ann

Reputation: 3485

How to apply mean, sd etc. function to a whole matrix

I have the following matrix

Rho <- structure(c(1, 0.466666666666667, -0.866666666666667, -0.466666666666667, 
-0.333333333333333, 0.466666666666667, 1, -0.6, -0.466666666666667, 
-0.333333333333333, -0.866666666666667, -0.6, 1, 0.333333333333333, 
0.466666666666667, -0.466666666666667, -0.466666666666667, 0.333333333333333, 
1, -0.2, -0.333333333333333, -0.333333333333333, 0.466666666666667, 
-0.2, 1), .Dim = c(5L, 5L), .Dimnames = list(c("SPX Index", "MXE2 Index", 
"USG4TR Index", "FNAR Index", "DBLCMAVL Index"), c("SPX Index", 
"MXE2 Index", "USG4TR Index", "FNAR Index", "DBLCMAVL Index")))

I thought that, in order to apply functions to single matrix arguments (like rows and/or column), I had to use mapply() or apply() in several ways.

But, if I input

mean(Rho)  
sd(Rho)

this returns me separate application of functions:

> mean(Rho)
     SPX Index     MXE2 Index   USG4TR Index     FNAR Index DBLCMAVL Index 
   -0.04000000     0.01333333     0.06666667     0.04000000     0.12000000 
> sd(Rho)
     SPX Index     MXE2 Index   USG4TR Index     FNAR Index DBLCMAVL Index 
     0.7566006      0.6902496      0.7774603      0.6282250      0.5932959

This is not what I want: I want the mean and st. dev. of all the elements of my matrix, like

> mean(mean(Rho))
[1] 0.04

in just one command.

Is there a way to do it without coercing my matrix to vector/numeric/other?

> sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_Australia.1252  LC_CTYPE=English_Australia.1252   
[3] LC_MONETARY=English_Australia.1252 LC_NUMERIC=C                      
[5] LC_TIME=English_Australia.1252    

attached base packages:
[1] stats     graphics  grDevices datasets  utils     methods   base     

other attached packages:
 [1] PerformanceAnalytics_1.0.4.4 xts_0.8-6                   
 [3] zoo_1.7-7                    gogarch_0.7-2               
 [5] fastICA_1.1-16               fGarch_2150.81              
 [7] fBasics_2160.81              rmgarch_0.97                
 [9] Matrix_1.0-9                 lattice_0.20-10             
[11] Kendall_2.2                  spd_1.7                     
[13] KernSmooth_2.23-8            rugarch_1.0-11              
[15] Rsolnp_1.12                  truncnorm_1.0-6             
[17] chron_2.3-42                 numDeriv_2012.3-1           
[19] MASS_7.3-18                  RcppArmadillo_0.3.4.2       
[21] Rcpp_0.9.13                  timeSeries_2160.94          
[23] timeDate_2160.95             rcom_2.2-5                  
[25] rscproxy_2.0-5              

loaded via a namespace (and not attached):
[1] boot_1.3-5       grid_2.15.1      stabledist_0.6-4 tools_2.15.1

Upvotes: 1

Views: 2529

Answers (1)

GSee
GSee

Reputation: 49820

While I cannot say for sure that this is the reason you're seeing what you're seeing without seeing your sessionInfo(), my guess is that you have the PerformanceAnalytics package loaded.

in the zzz.R file of that package, they have this code:

mean.xts <- function(x,...) {
if(is.vector(x) ||is.null(ncol(x))  || ncol(x)==1){
        x<-as.numeric(x)
        mean(x,...)
    } else apply(x,2,mean.xts,...)
} 
mean.matrix <- function(x,...) {apply(x,2,mean,...)} 

sd.xts <- function(x,na.rm=FALSE) {
    if(is.vector(x) || is.null(ncol(x)) || ncol(x)==1){
        x<-as.numeric(x)
        sd(x,na.rm=na.rm)
    } else apply(x,2,sd,na.rm=na.rm)
}
sd.matrix <- function(x,na.rm=FALSE) {apply(x,2,sd,na.rm=na.rm)}

I think it is awful that they do that and I've tried repeatedly to get them to change it, but to no avail. Therefore, I boycott the package.

Anyway, start a fresh R session without loading that package and try again.

Upvotes: 3

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