Extract minima returns - r

I am trying to apply the block maxima (in my case minima) approach of Extreme Value Theory to financial returns. I have daily returns for 30 financial indices stored in a csv file called 'Returns'. I start by loading the data
Returns<-read.csv("Returns.csv", header=TRUE)
I then extract the minimum returns over consecutive non-overlapping blocks of equal length (i.e., 5 days) for each index I have in my 'Returns.csv' file. For that, I do the following
for (xx in Returns) #Obtain the minima.
{
rows<-length(xx) #This is the number of returns
m<-5 #When m<-5 we obtain weekly minima. Change accordingly (e.g., 20)
k<-rows/m #This is the number of blocks (i.e., number of returns/size of block),
bm<-rep(0,k) #which is also the number of extremes
for(i in 1:k){bm[i]<-min(xx[((i-1)*m+1):(i*m)])}
#Store the minima in a file 'minima.csv'
write.table(bm,file="minima.csv", append=TRUE, row.names=FALSE, col.names=FALSE)
The code extracts the minima returns for all indices correctly but when the minima are stored in the file 'minima.csv' they all appear in the same column (appended).
What I want the code to do is to read the financial returns contained in the first column of the file 'Returns.csv', extract the minima returns over consecutive non-overlapping blocks of equal length (i.e., 5 days) and store them in the first column of the file 'minima.csv'. Then do exactly the same for the financial returns contained in the second column of the file 'Returns.csv' and store the minima returns in the second column of the file 'minima.csv', and so on, until I reach column 30.

I think your data looks similar to this:
> m <- matrix(1:40, ncol=4)
> m
[,1] [,2] [,3] [,4]
[1,] 1 11 21 31
[2,] 2 12 22 32
[3,] 3 13 23 33
[4,] 4 14 24 34
[5,] 5 15 25 35
[6,] 6 16 26 36
[7,] 7 17 27 37
[8,] 8 18 28 38
[9,] 9 19 29 39
[10,] 10 20 30 40
Obviously you have more rows and columns and your data is not just the sequence of 1 to 40. To chunk each column with a size of 5 and find the minimum for each column run:
> apply(m, 2, function(x) sapply(split(x, ceiling(seq_along(x)/5)), min))
[,1] [,2] [,3] [,4]
1 1 11 21 31
2 6 16 26 36
Basically the apply is splitting m by the columns and applying the function to each column. The inner function takes each column, chunks the columns and then returns the minimum of each chunk. Your data is in a dataframe not a matrix so you need to do this before you run the command above.
m <- as.matrix(Returns)
To write this to a csv
> mins <- apply(m, 2, function(x) sapply(split(x, ceiling(seq_along(x)/5)), min))
> write.table(mins, file="test.min.csv", sep=',', row.names=F, col.names=F, quote=F)

Related

How to extract the values from a raster in R

I want to use R to extract values from a raster. Basically, my raster has values from 0-6 and I want to extract for every single pixel the corresponding value. So that I have at the end a data table containing those two variables.
Thank you for your help, I hope my explanations are precisely enough.
Example data
library(raster)
r <- raster(ncol=5, nrow=5, vals=1:25)
To get all values, you can do
values(r)
# [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
#as.matrix(r)
# [,1] [,2] [,3] [,4] [,5]
#[1,] 1 2 3 4 5
#[2,] 6 7 8 9 10
#[3,] 11 12 13 14 15
#[4,] 16 17 18 19 20
#[5,] 21 22 23 24 25
Also see ?getValues
You can also use indexing
r[2,2]
#7
r[7:8]
#[1] 7 8
For more complex extractions using points, lines or polygons, see ?extract
x is the raster object you are trying to extract values from; y is may be a SpatialPoints, SpatialPolygons,SpatialLines, Extent or a vector representing cell numbers (take a look at ?extract). Your code values_raster <- extract(x = values, df=TRUE) will not work because you're feeding the function with any y object/vector.
You could try to build a vector with all cell numbers of your raster. Imagine your raster have 200 cells. If your do values_raster <- extract(x = values,y=seq(1,200,1), df=TRUE) you'll get a dataframe with values for each cell.
How about simply doing
as.data.frame(s, xy=TRUE) # s is your raster file

Reverse indexing of a matrix in R

I am trying to revert the indexing of a matrix in R. The following example illustrates my problem:
#sample data:
set.seed(21)
m <- matrix(sample(100,size = 100),10,10)
# sorting:
t(apply(m,1,order))
# new exemplary order after sorting:
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
[1,] 3 7 10 6 5 9 2 4 1 8
[2,] 1 6 4 7 3 9 5 8 2 10
[3,] 2 5 8 10 4 7 9 1 3 6
[4,] 8 1 9 2 7 3 4 6 10 5
[5,] 6 9 5 2 7 3 10 4 8 1
[6,] 2 7 4 8 6 9 3 10 1 5
[7,] 1 6 4 10 3 2 7 8 9 5
[8,] 1 2 6 9 3 10 5 7 4 8
[9,] 9 4 5 7 10 2 8 3 1 6
[10,] 6 8 4 3 2 1 5 10 7 9
# we can create m2 with the above sorting. We also add 1000 to all values
m2 <- t(apply(m,1,function(x){
x[order(x)]
})) + 1000
# the next step would be to obtain the original arrangement of columns again, as described below.
After the sorting of my data we have the following situation: In row 1, the 3rd column (of matrix m2) is mapped to the original first column (of matrix m), the 7th column is mapped to the original second column, the 10th column to the original 3rd column, and so on.
My question is as follows: Can I somehow revert this mapping in R? What I mean by this is again for row 1, move the 1st column (of m2) to the position of the 3rd column (of m), then move the 2nd column to the position of the 7th, move the 3rd to the position of the 10th, and so on.
In the end what I try to achieve is to sort my data but save the existing arrangement of the columns somehow, so later, that means after some transformations of my data, I can rearrange them to the original ordering again. When I use the usual sorting algortihms in R, I am losing the old positioning of my columns. Of course most of the time you would not need those anymore, but atm I do need them.
Background
I think it will help to examine the effect of the order() and rank() functions on a simple vector. Consider:
x <- c('c','b','d','b','a');
seq_along(x);
## [1] 1 2 3 4 5
order(x);
## [1] 5 2 4 1 3
rank(x); ## default is ties.method='average'
## [1] 4.0 2.5 5.0 2.5 1.0
rank(x,ties.method='first');
## [1] 4 2 5 3 1
rank(x,ties.method='last'); ## available from 3.3.0
## [1] 4 3 5 2 1
rank(x,ties.method='random'); ## we can ignore this one, obviously
## [1] 4 2 5 3 1
rank(x,ties.method='max');
## [1] 4 3 5 3 1
rank(x,ties.method='min');
## [1] 4 2 5 2 1
(I used character values to demonstrate that these principles and algorithms can apply to any (comparable) data type, not just numeric types. But obviously this includes numeric types.)
The order() function returns a vector that is the same length as the input vector. The order values represent a reordering of the input indexes (which are shown above courtesy of seq_along()) in such a way that when the input vector is indexed with the order vector, it will be sorted (according to the chosen sort method, which (if not explicitly overridden by a method argument), is radixsort for integer, logical, and factor, shellsort otherwise, and takes into account the collation order of the current locale for character values when not using radixsort). In other words, for an element of the result vector, its value gives the input index of the element in the input vector that should be moved to that position in order to sort it.
To try to put it even more plainly, an element of the order vector basically says "place the input vector element with this index in my position". Or, in a slightly more generic way (which will dovetail with the parallel description of rank()):
order element: the input vector element with this index sorts into my position.
In a sense, rank() does the inverse of what order() does. Its elements correspond to the elements of the input vector by index, and its values give a representation of the sort order of the corresponding input element (with tiebreaking behavior depending on the ties.method argument; this contrasts with order(), which always preserves the incoming order of ties, equivalent to ties.method='first' for rank()).
To use the same language structure that I just used for order(), which is the plainest manner of expression I can think of:
rank element: the input vector element in my position sorts into this index.
Of course, this description is only perfectly accurate for ties.method='first'. For the others, the destination index for ties will actually be the reverse of the incoming order (for 'last'), the lowest index of the duplicate set (for 'min'), the highest (for 'max'), the average (for 'average', which is actually the default), or random (for 'random'). But for our purposes, since we need to mirror the proper sort order as per order() (and therefore sort(), which uses order() internally), let's ignore the other cases from this point forward.
I've thought of one final way to articulate the behaviors of the order() and rank() functions: order() defines how to pull elements of the input vector into a sorted order, while rank() defines how to push elements of the input vector into a sorted order.
This is why indexing the input vector with the results of order() is the correct way to sort it. Indexing a vector is inherently a pulling operation. Each respective index vector element effectively pulls the input vector element that is stored at the index given by that index vector element into the position occupied by that index vector element in the index vector.
Of course, the "push vector" produced by rank() cannot be used in the same way as the "pull vector" produced by order() to directly sort the input vector, since indexing is a pull operation. But we can ask, is it in any way possible to use the push vector to sort the input vector? Yes, I've thought of how this can be done. The solution is index-assigning, which is inherently a push operation. Specifically, we can index the input vector with the push vector as the (lvalue) LHS and assign the input vector itself as the RHS.
So, here are the three methods you can use to sort a vector:
x[order(x)];
[1] "a" "b" "b" "c" "d"
sort(x); ## uses order() internally
[1] "a" "b" "b" "c" "d"
y <- x; y[rank(y,ties.method='first')] <- y; y; ## (copied to protect x, but not necessary)
[1] "a" "b" "b" "c" "d"
An interesting property of the rank() function with ties.method='first' is that it is idempotent. This is because, once you've produced a rank vector, ranking it again will not change the result. Think about it: say the first element ranks 4th. Then the first call will produce a 4 in that position. Running rank() again will again find that it ranks 4th. You don't even need to specify ties.method anymore for the subsequent calls to rank, because the values will have become distinct on the first call's (potential) tiebreaking.
rank(x,ties.method='first');
## [1] 4 2 5 3 1
rank(rank(x,ties.method='first'));
## [1] 4 2 5 3 1
rank(rank(rank(x,ties.method='first')));
## [1] 4 2 5 3 1
y <- rank(x,ties.method='first'); for (i in seq_len(1e3L)) y <- rank(y); y;
## [1] 4 2 5 3 1
On the other hand, order() is not idempotent. Repeatedly calling order() has the interesting effect of alternating between the push and pull vectors.
order(x);
## [1] 5 2 4 1 3
order(order(x));
## [1] 4 2 5 3 1
order(order(order(x)));
## [1] 5 2 4 1 3
Think about it: if the last element sorts 1st, then the first call to order() will pull it into the 1st position by placing its index (which is largest of all indexes) into the 1st position. The second call to order() will identify that the element in the 1st position is largest in the entire vector, and thus will pull index 1 into the last position, which is equivalent to ranking the last element with its rank of 1.
Solutions
Based on all of the above, we can devise 3 solutions to your problem of "desorting", if you will.
For input, let's assume that we have (1) the input vector x, (2) its sort order o, and (3) the sorted and possibly transformed vector xs. For output we need to produce the same vector xs but desorted according to o.
Common input:
x <- c('c','b','d','b','a'); ## input vector
o <- order(x); ## order vector
xs <- x[o]; ## sorted vector
xs <- paste0(xs,seq_along(xs)); ## somewhat arbitrary transformation
x;
## [1] "c" "b" "d" "b" "a"
o;
## [1] 5 2 4 1 3
xs;
## [1] "a1" "b2" "b3" "c4" "d5"
Method 1: pull rank()
Since the order and rank vectors are effectively inverses of each other (i.e. pull and push vectors), one solution is to compute the rank vector in addition to the order vector o, and use it to desort xs.
xs[rank(x,ties.method='first')];
## [1] "c4" "b2" "d5" "b3" "a1"
Method 2: pull repeated order()
Alternatively, instead of computing rank(), we can simply use a repeated order() call on o to generate the same push vector, and use it as above.
xs[order(o)];
## [1] "c4" "b2" "d5" "b3" "a1"
Method 3: push order()
I was thinking to myself that, since we already have the order vector o, we really shouldn't have to go to the trouble of computing another order or rank vector. Eventually I realized that the best solution is to use the pull vector o as a push vector. This accomplishes the desorting objective with the least work.
xs[o] <- xs;
xs;
## [1] "c4" "b2" "d5" "b3" "a1"
Benchmarking
library(microbenchmark);
desort.rank <- function(x,o,xs) xs[rank(x,ties.method='first')];
desort.2order <- function(x,o,xs) xs[order(o)];
desort.assign <- function(x,o,xs) { xs[o] <- xs; xs; };
## simple test case
x <- c('c','b','d','b','a');
o <- order(x);
xs <- x[o];
xs <- paste0(xs,seq_along(xs));
ex <- desort.rank(x,o,xs);
identical(ex,desort.2order(x,o,xs));
## [1] TRUE
identical(ex,desort.assign(x,o,xs));
## [1] TRUE
microbenchmark(desort.rank(x,o,xs),desort.2order(x,o,xs),desort.assign(x,o,xs));
## Unit: microseconds
## expr min lq mean median uq max neval
## desort.rank(x, o, xs) 106.487 122.523 132.15393 129.366 139.843 253.171 100
## desort.2order(x, o, xs) 9.837 12.403 15.66990 13.686 16.251 76.122 100
## desort.assign(x, o, xs) 1.711 2.567 3.99916 3.421 4.277 17.535 100
## scale test case
set.seed(1L);
NN <- 1e4; NE <- 1e5; x <- sample(seq_len(NN),NE,T);
o <- order(x);
xs <- x[o];
xs <- xs+seq(0L,NE-1L)/NE;
ex <- desort.rank(x,o,xs);
identical(ex,desort.2order(x,o,xs));
## [1] TRUE
identical(ex,desort.assign(x,o,xs));
## [1] TRUE
microbenchmark(desort.rank(x,o,xs),desort.2order(x,o,xs),desort.assign(x,o,xs));
## Unit: milliseconds
## expr min lq mean median uq max neval
## desort.rank(x, o, xs) 36.488185 37.486967 39.89157 38.613191 39.145405 85.849143 100
## desort.2order(x, o, xs) 16.764414 17.262630 18.10341 17.443527 19.014296 28.338835 100
## desort.assign(x, o, xs) 1.457014 1.498495 1.82893 1.527363 1.592151 4.255573 100
So, clearly the index-assignment solution is the best.
Demo
Below is a demonstration of how this solution can be used for your sample input.
I honestly think that a simple for-loop over the rows is preferable to an apply() call in this case, since you can modify the matrix in-place. If you need to preserve the sorted intermediate matrix, you can copy it before applying this desorting operation.
## generate input matrix
set.seed(21L); m <- matrix(sample(seq_len(100L)),10L); m;
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
## [1,] 79 61 1 66 40 39 2 86 44 26
## [2,] 25 84 49 35 67 32 36 70 50 100
## [3,] 69 6 90 51 30 92 65 34 68 42
## [4,] 18 54 72 73 85 75 55 15 27 77
## [5,] 93 16 23 58 9 7 19 64 8 46
## [6,] 88 4 60 13 98 47 5 29 56 80
## [7,] 10 45 43 14 95 11 74 76 83 38
## [8,] 17 24 57 82 63 28 71 87 53 59
## [9,] 91 41 81 21 22 94 33 62 12 37
## [10,] 78 52 48 31 89 3 97 20 99 96
## sort each row, capturing sort order in rowwise order matrix
o <- matrix(NA_integer_,nrow(m),ncol(m)); ## preallocate
for (ri in seq_len(nrow(m))) m[ri,] <- m[ri,o[ri,] <- order(m[ri,],decreasing=T)];
## whole-matrix transformation
## embed row index as tenth digit, column index as hundredth (arbitrary)
m <- m+(row(m)-1L)/nrow(m)+(col(m)-1L)/ncol(m)/10;
## desort
for (ri in seq_len(nrow(m))) m[ri,o[ri,]] <- m[ri,]; m;
## [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
## [1,] 79.01 61.03 1.09 66.02 40.05 39.06 2.08 86.00 44.04 26.07
## [2,] 25.19 84.11 49.15 35.17 67.13 32.18 36.16 70.12 50.14 100.10
## [3,] 69.22 6.29 90.21 51.25 30.28 92.20 65.24 34.27 68.23 42.26
## [4,] 18.38 54.36 72.34 73.33 85.30 75.32 55.35 15.39 27.37 77.31
## [5,] 93.40 16.46 23.44 58.42 9.47 7.49 19.45 64.41 8.48 46.43
## [6,] 88.51 4.59 60.53 13.57 98.50 47.55 5.58 29.56 56.54 80.52
## [7,] 10.69 45.64 43.65 14.67 95.60 11.68 74.63 76.62 83.61 38.66
## [8,] 17.79 24.78 57.75 82.71 63.73 28.77 71.72 87.70 53.76 59.74
## [9,] 91.81 41.84 81.82 21.88 22.87 94.80 33.86 62.83 12.89 37.85
## [10,] 78.94 52.95 48.96 31.97 89.93 3.99 97.91 20.98 99.90 96.92
rank is the complement to order(). You need to save the original rank() and you can use that to get back to the original ordering after rearranging with order().
I think your example is overcomplicated (far from minimal!) by putting things in a matrix and doing extra stuff. Because you are applying functions at the row-level you just need to solve it for a vector. An example:
set.seed(47)
x = rnorm(10)
xo = order(x)
xr = rank(x)
x[xo][xr] == x
# [1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
In your case, you can perform whatever transformations you want on the ordered vector x[xo], then index the result by [xr] to get back to the original ordering.
sorted_result = x[xo] + c(1, diff(x[xo])) # some order-dependent transformation
final_result = sorted_result[xr] # back to original ordering
If there's a possibility of ties, you'll want to use ties.method = 'first' in the rank() call.
Taking this back to the matrix example:
m3 = t(apply(m, 1, function(x) {
xo = order(x)
xr = rank(x, ties.method = 'first')
(x[xo] + 1000)[xr] # add 1000 to sorted matrix and then "unsort"
}))
# check that it worked
all(m3 == (m + 1000))
# [1] TRUE

Creating large matrices in R in reasonable time

I am working on a movie recommender predicts a user's movie rating for an unseen movie. Most of the work is done and I have created a 7000x3000 matrix userRatingsNew containing 7000 users and their ratings for 3000 movies, replacing all the missing values with the predicted rating.
I was provided two other files, mapping and test, and used read.csv() to load them into matrices of the following format.
mapping is a 8,400,000x3 matrix that contains id, user, movie, where id is basically the transaction id associated with a user's rating of movie x.
test is a 8,400,000x2 matrix that contains id, rating, where rating is the user's rating for that movie associated with id. The values in the rating column are empty and I need to fill those in using the predicted values that I have already calculated.
Here is my code
writeResult <- function(userRatingsNew, mapping, test, writeToFile = FALSE){
start <- Sys.time()
result <- test
entries <- nrow(test)
for (i in 1:entries){
result[i,2] <- userRatingsNew[mapping[i,2], mapping[i,3]]
}
if (writeToFile)
write.csv(result, "result.csv", row.names=FALSE)
print(Sys.time()-start)
return(result)
}
My problem is that for i=1:100, it takes ~7 seconds. So in order to process all 8.4 million entries, it'd take ~163 hours. I tried using doMC() and implemented parallel processing, but I ran into the problem where my computer ran out of memory. What exactly can I do to speed this process up?
You can index a matrix with another matrix, as in:
M <- matrix(1:25,nc=5,nr=5)
M
# [,1] [,2] [,3] [,4] [,5]
# [1,] 1 6 11 16 21
# [2,] 2 7 12 17 22
# [3,] 3 8 13 18 23
# [4,] 4 9 14 19 24
# [5,] 5 10 15 20 25
m <- cbind(1:5,5:1)
m
# [,1] [,2]
# [1,] 1 5
# [2,] 2 4
# [3,] 3 3
# [4,] 4 2
# [5,] 5 1
M[m]
# [1] 21 17 13 9 5
So try
result[,2] <- userRatingsNew[mapping[,2:3]]
You should not need a loop.
A thought:
Instead of the 3000-sized dimension attached directly to the 7000-sized dimension, for each user you can attach an array which specifies the movie id/number/place in array, and their rating, in a series of 2d datapoints. Presumably most users will not rate all 3000 films. Let's say they rate 20 movies on average, and in each of 20 cases now it calls the array of movie names by correctly referring to the location in the array, then now you only need (7000) x (20x2+20) things going on, where 20x2 refers to the 20 ratings plus the reference to the film, and the other 20 is the fact of retrieving the film name. You can compile all reports first using array location and attach the name referring to an array of film names.

filling matrix with circular patern

I want to write a function that fill a matrix m by m where m is odd as follows :
1) it's starts from middle cell of matrix (for example for 5 by 5 A, matrix middle cell are A[2,2] ) , and put number 1 there
2) it's go one cell forward and add 1 to previous cell and put it in second cell
3) it's go down and put 3, left 4, left 5, up 6, up 7,...
for example the resulting matrix could be like this :
> 7 8 9
6 1 2
5 4 3
could somebody help me to implement?
max_x=5
len=max_x^2
middle=ceiling(max_x/2)
A=matrix(NA,max_x,max_x)
increments=Reduce(
f=function(lhs,rhs) c(lhs,(-1)^(rhs/2+1)*rep(1,rhs)),
x=2*(1:(max_x)),
init=0
)[1:len]
idx_x=Reduce(
f=function(lhs,rhs) c(lhs,rep(c(TRUE,FALSE),each=rhs)),
1:max_x,
init=FALSE
)[1:len]
increments_x=increments
increments_y=increments
increments_x[!idx_x]=0
increments_y[idx_x]=0
A[(middle+cumsum(increments_x)-1)*(max_x)+middle+cumsum(increments_y)]=1:(max_x^2)
Gives
#> A
# [,1] [,2] [,3] [,4] [,5]
#[1,] 21 22 23 24 25
#[2,] 20 7 8 9 10
#[3,] 19 6 1 2 11
#[4,] 18 5 4 3 12
#[5,] 17 16 15 14 13
Explanation:
The vector increments denotes the steps along the path of the increasing numbers. It's either 0/+1/-1 for unchanged/increasing/decreasing row and column indices. Important here is that these numbers do not differentiate between steps along columns and rows. This is managed by the vector idx_x - it masks out increments that are either along a row (TRUE) or a column (FALSE).
The last line takes into account R's indexing logic (matrix index increases along columns).
Edit:
As per request of the OP, here some more information about how the increments vector is calculated.
You always go two consecutive straight lines of equal length (row-wise or column-wise). The length, however, increases by 1 after you have walked twice. This corresponds to the x=2*(1:(max_x)) argument together with rep(1,rhs). The first two consecutive walks are in increasing column/row direction. Then follow two in negative direction and so on (alternating). This is accounted for by (-1)^(rhs/2+1).

Finding the index of the minimum value which is larger than a threshold in R

This is probably very simple, but I'm missing the correct syntax in order to simplify it.
Given a matrix, find the entry in one column which is the lowest value, greater than some input parameter. Then, return an entry in a different column on that corresponding row. Not very complicated... and I've found something that works but, a more efficient solution would be greatly appreciated.
I found this link:Better way to find a minimum value that fits a condition?
which is great.. but that method of finding the least entry loses the index information required to find a corresponding value in a corresponding row.
Let's say column 2 is the condition column, and column 1 is the one I want to return.... currently I've made this: (note that this only works because row two is full of numbers which are less than 1).
matrix[which.max((matrix[,2]>threshhold)/matrix[,2]),1]
Any thoughts? I'm expecting that there is probably some quick and easy function which has this effect... it's just never been introduced to me haha.
rmk's answer shows the basic way to get a lot of info out of your matrix. But if you know which column you're testing for the minimum value (above your threshold), and then want to return a different value in that row, maybe something like
incol<- df[,4] # select the column to search
outcol <- 2 # select the element of the found row you want to get
threshold <- 5
df[ rev(order(incol>threshold))[1] ,outcol]
You could try the following. Say,
df <- matrix(sample(1:35,35),7,5)
> df
[,1] [,2] [,3] [,4] [,5]
[1,] 18 16 27 19 31
[2,] 24 1 7 12 5
[3,] 28 35 23 4 6
[4,] 33 3 25 26 15
[5,] 14 10 11 21 20
[6,] 9 2 32 17 13
[7,] 30 8 29 22 34
Say your threshold is 5:
apply(df,2,function(x){ x[x<5] <- max(x);which.min(x)})
[1] 6 7 2 2 2
Corresponding to the values:
[1] 9 8 7 12 5
This should give you the index of the smallest entry in each column greater than threshold according to the original column indexing.

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