Creation of a vector of time series from a data frame

[monthodon]

Hello,

I am a new user of R. I am trying to create a vector of time series called "LTot" from a data frame. The purpose is to call LTot element from a loop  to make multiple regressions over a large number of regressors. Here a piece of R code

OGData <- read.table("heartatk4R.txt", header=TRUE)
OGCol <- ncol(OGData)
OGRow <- nrow(OGData)
S1.ts=ts(OGData[,1])
# Definition of the time series vector
LTot=matrix(,nrow=OGCol)  
# assignment of each column of the data frame to an element of the time series vector
for (i in 1:OGCol) {LTot[1:OGRow,i] <- ts(OGData[,i]);}

When I run R, I got the following error message:

Error in LTot[1:OGRow, i] <- ts(OGData[, i]) : subscript out of bounds

I will appreciate it if somebody could help me on this issue.


Thank you.

X.

[Michael Weylandt]

Err... some fundamental problems here.

On Tue, Jul 31, 2012 at 9:57 AM, monthodon <[hidden email]> wrote:
> Hello,
>
> I am a new user of R. I am trying to create a vector of time series called
> "LTot" from a data frame. The purpose is to call LTot element from a loop
> to make multiple regressions over a large number of regressors.

This might be dangerous -- running multiple multiple-regressions seems
like a way to get spurious p-values. Just be careful.

>Here a piece of R code
>
> OGData <- read.table("heartatk4R.txt", header=TRUE)
> OGCol <- ncol(OGData)
> OGRow <- nrow(OGData)
> S1.ts=ts(OGData[,1])
> # Definition of the time series vector

"Time series vector" doesn't exist.

A vector is a collection of "atomic" elements (strings, doubles = real
numbers, integers, or a few others) -- e.g.,

x <- c(1,2,3)
y <- c("A","B","C")

are vectors.

You can also have a "generic" vector (or list) but that's more advanced.

Time series, however, cannot be elements of a vector since they are
themselves vectors with some added properties.

> LTot=matrix(,nrow=OGCol)

This line makes a matrix (of one column) not a vector, as the name
suggests. Somewhat technical note: Note however that a "matrix" is
really just a vector to which we have added an additional attribute of
dimensionality. Just like a time series is a vector to which we have
added the additional detail of "time".

I think you would be much better served to read some of the
introductory material that comes with your R distribution, and then to
look at time series material in particular.

http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/index.html

seems like a good place to start.

Once you've got time series under your feet, look at the dynlm package
which does these sorts of things.

Best,
Michael

> # assignment of each column of the data frame to an element of the time
> series vector
> for (i in 1:OGCol) {LTot[1:OGRow,i] <- ts(OGData[,i]);}
>
> When I run R, I got the following error message:
>
> Error in LTot[1:OGRow, i] <- ts(OGData[, i]) : subscript out of bounds
>
> I will appreciate it if somebody could help me on this issue.
>
>
> Thank you.
>
> X.
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Creation-of-a-vector-of-time-series-from-a-data-frame-tp4638543.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] 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.

______________________________________________
[hidden email] 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.

[William Dunlap]

See in-line comments below.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com

> -----Original Message-----
> From: [hidden email] [mailto:[hidden email]] On Behalf
> Of monthodon
> Sent: Tuesday, July 31, 2012 7:57 AM
> To: [hidden email]
> Subject: [R] Creation of a vector of time series from a data frame
>
> Hello,
>
> I am a new user of R. I am trying to create a vector of time series called
> "LTot" from a data frame. The purpose is to call LTot element from a loop
> to make multiple regressions over a large number of regressors. Here a piece
> of R code
>
> OGData <- read.table("heartatk4R.txt", header=TRUE)
> OGCol <- ncol(OGData)
> OGRow <- nrow(OGData)
> S1.ts=ts(OGData[,1])
> # Definition of the time series vector
> LTot=matrix(,nrow=OGCol)
> # assignment of each column of the data frame to an element of the time
> series vector
> for (i in 1:OGCol) {LTot[1:OGRow,i] <- ts(OGData[,i]);}
>
> When I run R, I got the following error message:
>
> Error in LTot[1:OGRow, i] <- ts(OGData[, i]) : subscript out of bounds
>
> I will appreciate it if somebody could help me on this issue.

When you see 'subscript out of bounds', suspect that the subscript operator, "[",
is the problem.  There are two calls to "[" in the line quoted in the error message:
look at the dimensions of the two objects being subscripted with dim(LTot) and
dim(OGData). If those numbers look bad, figure out why the object doesn't have
the expected dimensions.   If those numbers look ok, change your loop a bit to print the current
value of 'i' so you can tell what it was when the error occurred.  If you still cannot
see the problem, break up the statement in the loop so the error can occur only
on a line with one call to "[" (so the error message tells you which is at fault).
   for(i in 1:OGCol) {
    cat("i=", i, "\n")
    tmp <- ts(OGData[,i]
    LTot[1:OGrow,i] <- tmp
  }

There are more advanced methods for debugging (e.g., set options(error=recover))
but adding print statements can quickly solve a lot of debugging problems.

>
>
> Thank you.
>
> X.
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Creation-of-a-vector-of-
> time-series-from-a-data-frame-tp4638543.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] 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.

______________________________________________
[hidden email] 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.