Dear R Users I'm writing my first simulation in R. I've put across my problems with a smaller example in the attachment along with the questions.
Please help. Best regards Meenu
mydat<-read.table(textConnection("Level spread change State 4.57 1.6 BlF NA 4.45 2.04 BrS NA 3.07 2.49 BlS NA 3.26 -0.26 BlF NA 2.80 0.22 BrF NA 3.22 2.5 BrS NA 4.2 -0.34 BlF NA 3.80 0.35 BrS NA 4.28 1.78 BrF NA 5.4 -0.34 BrF NA 4.89 0.24 BlF NA"), header=TRUE,as.is=TRUE) mydat3<-data.frame(mydat) q<-quantile(mydat3[[1]],c(0,0.25,0.75,1)) z.level<-cut(mydat3[[1]],q,include.lowest=T) summary(z.level) q<-quantile(mydat3[[2]],c(0,0.25,0.75,1)) z.shape<-cut(mydat3[[2]],q,include.lowest=T) summary(z.shape) #to identify States in mydat3 attach(mydat3) state1<-data.frame(mydat3[spread>=-Inf & spread<= -0.02 & Level>=-Inf & Level<=3.24,]) state2<-data.frame(mydat3[spread>-0.02 & spread<= 1.91 & Level>=-Inf & Level<=3.24,]) state3<-data.frame(mydat3[spread>1.91 & spread<= Inf & Level>=-Inf & Level<=3.24,]) state4<-data.frame(mydat3[spread>=-Inf & spread<= -0.02 & Level>3.24 & Level<=4.51,]) state5<-data.frame(mydat3[spread>-0.02 & spread<= 1.91 & Level>3.24 & Level<=4.51,]) state6<-data.frame(mydat3[spread>1.91 & spread<= Inf & Level>3.24 & Level<=4.51,]) state7<-data.frame(mydat3[spread>=-Inf & spread<= -0.02 & Level>4.51 & Level<=Inf,]) state8<-data.frame(mydat3[spread>-0.02 & spread<= 1.91 & Level>4.51 & Level<=Inf,]) state9<-data.frame(mydat3[spread>1.91 & spread<= Inf & Level>4.51 & Level<=Inf,]) detach(mydat3) state2<-transform(state2, State="State2" ) state3<-transform(state3, State="State3" ) state4<-transform(state5, State="State4" ) state5<-transform(state5, State="State5" ) state6<-transform(state6, State="State6" ) state7<-transform(state7, State="State7" ) state8<-transform(state8, State="State8" ) mydat4<-data.frame(rbind(state2,state3,state4,state5,state6,state7,state8)) ## To identify states - can it be done in an easier way? ################################################################################# ##Question1:I want to calculate the first difference of mydat4[,1:2] t<-diff(mydat4[,1:2],1) #The command fails, why? Because it fails I've written a code for calculating the first diff c<-dim(mydat4) e<-mydat4[-c[1],] dim(e) f<-mydat4[-1,] dim(f) #f firstDiff<-data.frame(f[,-c(3:4)]-e[,-c(3:4)]) # Draw a random sample for the first differences d<-dim(mydat3) z<-mydat3[d[1],1:2] z.t<-t(z) x<-data.frame(t(firstDiff[,1:2])) y<-sample(x[,1:2],1,replace=T) ad<-z.t+y ##Output of ad is given below ad X6 Level 5.04 spread 0.25 ################################################################################### ##Question2: How can I easily identify which out of the 9 states does ad fall into with Level =5.04 and spread=0.25? ##OUTPUT ad X6 Level 5.04 spread 0.25 state state8 ################################################################################## ##Question3: I want to write a simulation of the order given below: HOw can I in R store each simulation result in deltay[s,t] where s keeps track of scenarios and t keeps track of time within a scenario Do I need to declare See below in 'program-language'. For (s in 1:10000){ yield[s,1]=z.t #How can I write yield[s,]<-z.t ? For (t in 1:60){ deltay[s,t] = sample(x[,1:2],1,replace=T) yield[s,t+1]=y[s,t]+ deltay[s,t] } write scenario s # how can I write scenario s into a dataframe that can be stored for future calculations }
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