The following is printed for i,j,k,l,m,n,p 2 2 2 2 2 1 2
"Value of error 6.281757Value of i,j,k,l,m,n,p 2 2 2 2 2 1 2, , 1, 1, 1, 1, 1"
Thus ervalue[2,2,2,2,2,1,2] should be 6.28175, But after all the runs if you
try to get this array value it is NA. Also I think A is a list so not sure how
to extract the same but the following is displayed for the same array as
ervalue for A when I type A after all the runs .
, , 2, 2, 2, 1, 2
[,1] [,2]
[1,] NA NA
[2,] NA NA
The ervalue itself loses the values , I think and hence A does not have it.
________________________________
From: Charles Determan Jr [[email protected]]
Sent: Wednesday, November 19, 2014 10:04 PM
To: Amit Thombre
Cc: [email protected]
Subject: Re: [R] Using sapply instead of for loop
The following provides array A with 3.212016 as the last value. The error
values are indeed in the array here. There is also another with 6.281757 that
I noticed at first glance.
errf<-function(act, res, testsize, flag)
{
j=1
if(flag==1)
{
j<-nrow(d)-testsize
}
print(act)
print(res)
print(flag)
diff<-0
s<-0
# loop for iterating to each value of the actual value and finding the
difference with thepredicted value
for (mn in 1:length(act))
{
cat("Value of mn in err", mn)
cat("Value of j in err", j)
cat("Value of res[j] in err", res[j])
diff<-(act[mn]-res[j])
print(act[mn])
print(res[j])
print(diff)
s<-s+(diff*diff)
j<-j+1
}
er1<-sqrt(s/length(act)) #forecasting error
print(er1)
return(er1)
}
far<-function(p, i, j, k, l, m, n, ervalue)
{
flagarima=0
testsize1 = 5
cat("does it come here value of p", p)
tryCatch({
air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
seasonal=list(order=c(l-1,m-1,n-1),period=p-1), lambda=-0.254) # the arima
model # the arima model
f<- forecast(air.model,h=testsize1) # for getting the error
ervalue[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
}, error=function(e)
{
return(NA)
}
)
cat("Value of error", ervalue[i,j,k,l,m,n,p])
cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
print(ervalue)
return(ervalue)
}
---------------------------
library('TTR')
library('forecast')
library('timeSeries')
library('xts')
library('RODBC')
maxval=2 # set the array size as well as the maximum parameter value here.
pmax=maxval # set max p value of the ARIMA model
dmax=maxval # set max d value of the ARIMA model
qmax=maxval # set max q value of the ARIMA model
Pmax=maxval # set max P value of the ARIMA model
Dmax=maxval # set max D value of the ARIMA model
Qmax=maxval # set max Q value of the ARIMA model
Permax=2 # maximum value of period.
freq=12
d<-c(3, 2, 5,29, 6, 10, 8, 4, 4, 5, 4, 6, 6, 1, 2, 3,5, 6, 9, 10)
st=2013 # start year value for getting the time series
month=4
tsa<-ts(d, frequency=freq, start=c(st,month)) # store the data in tsa as the
time
testsize1=5
act1<-d[16:20] # the array of actual values, the forecasted values will be
compared against these values
A<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending on the
max value set the , also it stores the AIC valuearray size
er<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval,2)) # depdending on the
max value set the , stores the error value.array size
ervalue<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
erval1<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
for (i in 1:pmax)
{
for (j in 1:dmax)
{
for (k in 1:qmax)
{
for (l in 1:Pmax)
{
for (m in 1:Dmax)
{
for (n in 1:Qmax)
{
A<-sapply((1:Permax),function(p) far(p, i, j, k, l, m,n,
ervalue),simplify=FALSE)
}
}
}
}
} #for looping through period value
}
A
On Wed, Nov 19, 2014 at 9:46 AM, Amit Thombre
<[email protected]<mailto:[email protected]>> wrote:
Charles,
Some variables were missing in the code. I have put them in this code. Now what
happens is the value of cat("Value of error", ervalue[i,j,k,l,m,n,p]) gives
error value for various runs but they are not in the final Array A. You will
have to go through the runs carefully. The array ervalue which is printed shows
the value only for that run with previous values as NA. It is like with every
new value of p the previous values of ervalue are lost. Just for confirmation
the A and ervalue array has the last value as 3.212016. This si just for
information so that you can confirm if you are getting this value.
----------------------------------------------------------------------------------------------
errf<-function(act, res, testsize, flag)
{
j=1
if(flag==1)
{
j<-nrow(d)-testsize
}
print(act)
print(res)
print(flag)
diff<-0
s<-0
# loop for iterating to each value of the actual value and finding the
difference with thepredicted value
for (mn in 1:length(act))
{
cat("Value of mn in err", mn)
cat("Value of j in err", j)
cat("Value of res[j] in err", res[j])
diff<-(act[mn]-res[j])
print(act[mn])
print(res[j])
print(diff)
s<-s+(diff*diff)
j<-j+1
}
er1<-sqrt(s/length(act)) #forecasting error
print(er1)
return(er1)
}
far<-function(p)
{
flagarima=0
cat("does it come here value of p", p)
tryCatch({
air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
seasonal=list(order=c(l-1,m-1,n-1),period=p-1), lambda=-0.254) # the arima
model
f<- forecast(air.model,h=5) # for getting the error
ervalue[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
}, error=function(e)
{
return(NA)
}
)
cat("Value of error", ervalue[i,j,k,l,m,n,p])
cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
print(ervalue)
return(ervalue)
}
---------------------------
library('TTR')
library('forecast')
library('timeSeries')
library('xts')
library('RODBC')
maxval=2 # set the array size as well as the maximum parameter value here.
pmax=maxval # set max p value of the ARIMA model
dmax=maxval # set max d value of the ARIMA model
qmax=maxval # set max q value of the ARIMA model
Pmax=maxval # set max P value of the ARIMA model
Dmax=maxval # set max D value of the ARIMA model
Qmax=maxval # set max Q value of the ARIMA model
Permax=2 # maximum value of period.
freq=12
d<-c(3, 2, 5,29, 6, 10, 8, 4, 4, 5, 4, 6, 6, 1, 2, 3,5, 6, 9, 10)
st=2013 # start year value for getting the time series
month=4
tsa<-ts(d, frequency=freq, start=c(st,month)) # store the data in tsa as the
time
testsize1=5
act1<-d[16:20] # the array of actual values, the forecasted values will be
compared against these values
A<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending on the
max value set the , also it stores the AIC valuearray size
er<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval,2)) # depdending on the
max value set the , stores the error value.array size
ervalue<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
erval1<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
for (i in 1:pmax)
{
for (j in 1:dmax)
{
for (k in 1:qmax)
{
for (l in 1:Pmax)
{
for (m in 1:Dmax)
{
for (n in 1:Qmax)
{
A<-sapply((1:Permax),function(p) far(p),simplify=FALSE)
}
}
}
}
} #for looping through period value
}
________________________________
From: Charles Determan Jr [[email protected]<mailto:[email protected]>]
Sent: Wednesday, November 19, 2014 8:40 PM
To: Amit Thombre
Cc: [email protected]<mailto:[email protected]>
Subject: Re: [R] Using sapply instead of for loop
Amit,
Even if you aren't getting an error with your original global variables it is
far better practice to avoid global variables to make you code much more
stable. Of course you ultimately get to decide how your code is written.
That said, your error from the modified far function to include the variables
is because you added too much to the sapply statement. Here is what it should
look like:
A<-sapply((1:Permax),function(p) far(p, i, j, k, l, m,n,
ervalue),simplify=FALSE)
You can think apply statements as nothing more than a for loop that has been
made 'pretty'. You wanted to iterate from 1:Permax and use the other
variables, therefore you only have the anonymous function (i.e. function(p))
only include the iterator and supply the other values from your nested for
loops to the function. When I run this with you code, making sure the function
accepts the extra parameters, the A array appears to fill appropriately whereby
most are 'NA' as specified by your 'far' function. Is this what you expect?
On Wed, Nov 19, 2014 at 8:16 AM, Amit Thombre
<[email protected]<mailto:[email protected]>> wrote:
Charles ,
I am not getting an error . The final array A does not have the values in it.
Here is the reproducible code. I have even tried using paasing ervalue as a
parameter to the function far.
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
errf<-function(act, res, testsize, flag)
{
j=1
if(flag==1)
{
j<-nrow(d)-testsize
}
print(act)
print(res)
print(flag)
diff<-0
s<-0
# loop for iterating to each value of the actual value and finding the
difference with thepredicted value
for (mn in 1:length(act))
{
cat("Value of mn in err", mn)
cat("Value of j in err", j)
cat("Value of res[j] in err", res[j])
diff<-(act[mn]-res[j])
print(act[mn])
print(res[j])
print(diff)
s<-s+(diff*diff)
j<-j+1
}
er1<-sqrt(s/length(act)) #forecasting error
print(er1)
return(er1)
}
far<-function(p)
{
cat("does it come here value of p", p)
tryCatch({
air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
seasonal=list(order=c(l-1,m-1,n-1),period=p-1), lambda=lbda) # the arima model
f<- forecast(air.model,h=testsize1) # for getting the error
ervalue[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
}, error=function(e)
{
return(NA)
}
)
cat("Value of error", ervalue[i,j,k,l,m,n,p])
cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
print(ervalue)
return(ervalue)
}
---------------------------
library('TTR')
library('forecast')
library('timeSeries')
library('xts')
library('RODBC')
maxval=2 # set the array size as well as the maximum parameter value here.
pmax=maxval # set max p value of the ARIMA model
dmax=maxval # set max d value of the ARIMA model
qmax=maxval # set max q value of the ARIMA model
Pmax=maxval # set max P value of the ARIMA model
Dmax=maxval # set max D value of the ARIMA model
Qmax=maxval # set max Q value of the ARIMA model
Permax=2 # maximum value of period.
freq=12
d<-c(10, 13, 14, 4, 5, 6, 7, 10, 12, 13, 14, 20, 3, 4, 5, 19, 23, 21, 18, 19,
21, 14, 15, 16, 17, 12, 20, 19, 17)
st=2013 # start year value for getting the time series
month=4
tsa<-ts(d, frequency=freq, start=c(st,month)) # store the data in tsa as the
time
A<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending on the
max value set the , also it stores the AIC valuearray size
er<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval,2)) # depdending on the
max value set the , stores the error value.array size
ervalue<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
erval1<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
for (i in 1:pmax)
{
for (j in 1:dmax)
{
for (k in 1:qmax)
{
for (l in 1:Pmax)
{
for (m in 1:Dmax)
{
for (n in 1:Qmax)
{
A<-sapply((1:Permax),function(p) far(p),simplify=FALSE)
}
}
}
}
} #for looping through period value
}
________________________________
From: Charles Determan Jr [[email protected]<mailto:[email protected]>]
Sent: Wednesday, November 19, 2014 7:05 PM
To: Amit Thombre
Cc: [email protected]<mailto:[email protected]>
Subject: Re: [R] Using sapply instead of for loop
Amit,
Your question isn't necessarily complete. You haven't provided a reproducible
example of your data or an error message. At first glance you aren't passing
anything to your 'far' function except for 'p' and yet it uses
i,j,k,l,m,n,testsize1, and act1. You should generally try to avoid global
variables as they can lead to broken code. You should redefine your function
with all the needed parameters and try again.
Regards,
On Wed, Nov 19, 2014 at 3:47 AM, Amit Thombre
<[email protected]<mailto:[email protected]>> wrote:
I am trying to replace a for loop by using sapply, The code is for forecasting
using arima. The code is as follows:-
-------------------------------------------------------
far<-function(p)
{
cat("does it come here value of p", p)
tryCatch({
air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
seasonal=list(order=c(l-1,m-1,n-1),period=p-1), lambda=lbda) # the arima model
f<- forecast(air.model,h=testsize1) # for getting the error
ervalue[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
}, error=function(e)
{
return(NA)
}
)
cat("Value of error", ervalue[i,j,k,l,m,n,p])
cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
print(ervalue)
return(ervalue)
}
---------------------------
maxval=2 # set the array size as well as the maximum parameter value here.
pmax=maxval # set max p value of the ARIMA model
dmax=maxval # set max d value of the ARIMA model
qmax=maxval # set max q value of the ARIMA model
Pmax=maxval # set max P value of the ARIMA model
Dmax=maxval # set max D value of the ARIMA model
Qmax=maxval # set max Q value of the ARIMA model
Permax=2 # maximum value of period.
st=2013 # start year value for getting the time series
month=4 d<-c(10, 13, 14, 4, 5, 6, 7, 10, 12, 13, 14, 20, 3, 4, 5, 19, 23, 21,
18, 19, 21, 14, 15, 16, 17, 12, 20, 19, 17)
tsa<-ts(d, frequency=freq, start=c(st,month)) # store the data in tsa as the
time
A<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending on the
max value set the , also it stores the AIC valuearray size
ervalue<-array(, c(maxval,maxval,maxval,maxval,maxval,maxval, 2)) # depdending
on the max value set the , stores the error value.array size
for (i in 1:pmax)
{
for (j in 1:dmax)
{
for (k in 1:qmax)
{
for (l in 1:Pmax)
{
for (m in 1:Dmax)
{
for (n in 1:Qmax)
{
A<-sapply((1:Permax),function(p) far(p),simplify=FALSE)
}
}
}
}
} #for looping through period value
}
------------------------------------------------------------------
The sapply replaces the for loop
for (p in 1:Permax)
{
cat("does it come here value of p", p)
tryCatch({
air.model <-Arima(tsa,order=c(i-1,j-1,k-1),
seasonal=list(order=c(l-1,m-1,n-1),period=p), lambda=lbda) # the arima model
A[i,j,k,l,m,n,p]<-AIC(air.model)
f<- forecast(air.model,h=testsize1) # for getting the error
er[i,j,k,l,m,n,p]<-errf(act1,f$mean,testsize1,flagarima)
}, error=function(e)
{
return(NA)
}
)
cat("Value of error", er[i,j,k,l,m,n,p])
cat("Value of i,j,k,l,m,n,p", i, j, k, l, m, n,p)
}
--------------------------------------------------------------------------
Now the er[I,j,k,l,m,n,p] I.e the error get populated but on every call to the
function far() the array loses the previous value and gets replaced with NA and
gets the newly calculated error value. Finally the array A gets populated with
only the latest value and does not hold the old values. Please help
============================================================================================================================
Disclaimer: This message and the information contained herein is proprietary
and confidential and subject to the Tech Mahindra policy statement, you may
review the policy at http://www.techmahindra.com/Disclaimer.html externally
http://tim.techmahindra.com/tim/disclaimer.html internally within TechMahindra.
============================================================================================================================
[[alternative HTML version deleted]]
______________________________________________
[email protected]<mailto:[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.
--
Dr. Charles Determan, PhD
Integrated Biosciences
________________________________
============================================================================================================================
Disclaimer: This message and the information contained herein is proprietary
and confidential and subject to the Tech Mahindra policy statement, you may
review the policy at http://www.techmahindra.com/Disclaimer.html externally
http://tim.techmahindra.com/tim/disclaimer.html internally within TechMahindra.
============================================================================================================================
--
Dr. Charles Determan, PhD
Integrated Biosciences
________________________________
============================================================================================================================
Disclaimer: This message and the information contained herein is proprietary
and confidential and subject to the Tech Mahindra policy statement, you may
review the policy at http://www.techmahindra.com/Disclaimer.html externally
http://tim.techmahindra.com/tim/disclaimer.html internally within TechMahindra.
============================================================================================================================
--
Dr. Charles Determan, PhD
Integrated Biosciences
============================================================================================================================
Disclaimer: This message and the information contained herein is proprietary
and confidential and subject to the Tech Mahindra policy statement, you may
review the policy at http://www.techmahindra.com/Disclaimer.html externally
http://tim.techmahindra.com/tim/disclaimer.html internally within TechMahindra.
============================================================================================================================
[[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.
