Hi, I am trying to work with the output of the MINE analysis routine found at http://www.exploredata.net
Specifically, I am trying to read the results into a matrix (ideally an n x n x 6 matrix, but I'll settle right now for getting one column into a matrix.) The problem I have is not knowing how to take what amounts to being one half of a symmetric matrix - excluding the diagonal - and getting it into a matrix. I have tried using "lower.tri" as found here https://stat.ethz.ch/pipermail/r-help/2008-September/174516.html but it appears to only partially fill in the matrix. My code and an example of the output is below. Can anyone point me to an example that shows how to create a matrix with this sort of input? Thank you in advance, Matt require(PortfolioAnalytics) #load market index data data(indexes) #save data as a CSV write.table(indexes, "C:/Rwork/indexes.csv", sep=",", col.names=TRUE, row.names=FALSE, quote=FALSE, na="NA") #assumes rJava is installed, MINE.r and MINE.jar are in the working directory #read in MINE.r source.with.encoding('C:/Rwork/MINE.r', encoding='UTF-8') #run MINE on indexes MINE("C:/Rwork/indexes.csv","all.pairs") #read the output file of MINE analysis x=read.csv("C:/Rwork/indexes.csv,B=n^0.6,k=15,Results.csv",header=TRUE) #isolate one half of matrix newx<-x[,1:3] newx X.var Y.var MIC..strength. 1 US.Equities Int.l.Equities 0.33740 2 US.Bonds US.Tbill 0.26657 3 US.Tbill Inflation 0.23388 4 Commodities Inflation 0.23122 5 Commodities US.Tbill 0.21476 6 US.Equities US.Tbill 0.20829 7 US.Bonds Inflation 0.20486 8 Int.l.Equities Commodities 0.19439 9 US.Bonds Commodities 0.19237 10 US.Equities Commodities 0.18633 11 US.Bonds US.Equities 0.17298 12 US.Equities Inflation 0.17174 13 Int.l.Equities US.Tbill 0.16822 14 US.Bonds Int.l.Equities 0.16480 15 Int.l.Equities Inflation 0.15027 #v<-newx[,3] #or, for the sake of this example v<-c(0.33740, 0.26657, 0.23388, 0.23122, 0.21476, 0.20829, 0.20486, 0.19439, 0.19237, 0.18633, 0.17298, 0.17174, 0.16822, 0.16480, 0.15027) z<-diag(6) ind <- lower.tri(z) z[ind] <- t(v)[ind] z [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1.00000 0.00000 0 0 0 0 [2,] 0.26657 1.00000 0 0 0 0 [3,] 0.23388 0.19237 1 0 0 0 [4,] 0.23122 0.18633 NA 1 0 0 [5,] 0.21476 0.17298 NA NA 1 0 [6,] 0.20829 0.17174 NA NA NA 1 [[alternative HTML version deleted]] ______________________________________________ [email protected] 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.
