I'm using TraMineR to analyze sets of sequences. Each coherent set of sequences may contain 100 work processes from a single project for a single period of time. Using TraMineR I can easily calculate descriptive statistics for each sequence, however I'm more interested in descriptive statistics of the sequence object itself - subsuming all the smaller sequences within.
For example, to get state frequencies, I run:
seqstatd(sequences.sts)
However, this gives me the state frequencies for each sequence within my sequence object. I want to access the frequencies of states across all sequences inside of my sequence object. How can I accomplish this?
I am not sure to understand your question since seqstatd() returns the cross-sectional frequencies at each successive position, and NOT the state frequencies for each sequence. The latter is returned by seqistatd().
Assuming you refer to the outcome of seqistatd() you would get the mean time spent in each state with seqmeant(sequence.sts).
For other summaries you can use the apply function. For instance, you get the variance of the time spent in each state with
tab <- seqistatd(mvad.seq)
vart <- apply(tab,2,var)
head(vart)
Hope this helps.
Related
It is hard to explain this without just showing what I have, where I am, and what I need in terms of data structure:
What structure I had:
Where I have got to with my transformation efforts:
What I need to end up with:
Notes:
I've not given actual names for anything as the data is classed as sensitive, but:
Metrics are things that can be measured- for example, the number of permanent or full-time jobs. The number of metrics is larger than presented in the test data (and the example structure above).
Each metric has many years of data (whilst trying to do the code I have restricted myself to just 3 years. The illustration of the structure is based on this test). The number of years captured will change overtime- generally it will increase.
The number of policies will fluctuate, I've just labelled them policy 1, 2 etc for sensitivity reasons and limited the number whilst testing the code. Again, I have limited the number to make it easier to check the outputs.
The source data comes from a workbook of surveys with a tab for each policy. The initial import creates a list of tibbles consisting of a row for each metric, and 4 columns (the metric names, the values for 2024, the values for 2030, and the values for 2035). I converted this to a dataframe, created a vector to be a column header and used cbind() to put this on top to get the "What structure I had" data.
To get to the "Where I have got to with my transformation efforts" version of the table, I removed all the metric columns, created another vector of metrics and used rbind() to put this as the first column.
The idea in my head was to group the data by policy to get a vector for each metric, then transpose this so that the metric became the column, and the grouped data would become the row. Then expand the data to get the metrics repeated for each year. A friend of mine who does coding (but has never used R) has suggested using loops might be a better way forward. Again, I am not sure of the best approach so welcome advice. On Reddit someone suggested using pivot_wider/pivot_longer but this appears to be a summarise tool and I am not trying to summarise the data rather transform its structure.
Any suggestions on approaches or possible tools/functions to use would be gratefully received. I am learning R whilst trying to pull this data together to create a database that can be used for analysis, so, if my approach sounds weird, feel free to suggest alternatives. Thanks
I have extensively read and re-read the Troubleshooting R Connections and Tableau and R Integration help documents, but as a new Tableau user they just aren't helping me.
I need to be able to calculate Kaplan-Meier survival probabilities across any dimensions that are dragged onto the sheet. Ideally, I would be able to retrieve this in a tabular format at multiple time points, but for now, I would be happy just to get it at a single time point.
My data in Tableau have columns for [event-boolean] and [time to event]. Let's say I also have columns for Gender and District.
Currently, I have a calculated field [surv] as:
SCRIPT_REAL('
library(survival);
fit <- summary(survfit(Surv(.arg2,.arg1) ~ 1), times=365);
fit$surv'
, min([event-boolean])
, min([time to event])
)
I have messed with Computed Using, Addressing, Partitions, Aggregate Measures, and parameters to the R function, but no combination I have tried has worked.
If [District] is in Columns, do I need to change my SCRIPT_REAL call or do I just need to change some other combination of levers?
I used Andrew's solution to solve this problem. Essentially,
- Turn off Aggregate Measures
- In the Measure Values shelf, select Compute Using > Cell
- In the calculated field, start with If FIRST() == 0 script_*() END
- Ctrl+drag the measure to the Filters shelf and use a Special > Non-null filter.
I am currently attempting to implement a trading idea that I have been playing around with. It consists of 50+ securities and has a strategy very similar to this one. (Current package I am using is quantmod).
http://www.r-bloggers.com/backtesting-a-simple-stock-trading-strategy/
For those who aren't interested in clicking, it is a strategy that will look at the pass X days( in his case 200 ) and enter a position depending on the peak reached in the stock. I understand how to do this strategy for my idea, but I cannot grasp how to aggregate my data into one summary.
Is there a way I can consolidate the summary for all the positions I have entered into one larger portfolio summary and chart that against the S&P 500?
Any advice on where I can find resources or being lead to the information. I have looked at portfolio analysis package for R and I do not believe that will be much help to me.
Thank you in advance.
Edit: In the link, at the bottom, there are 3 indexes that are FTSE, N225, DJIA. Could i combine those 3 summaries to show the same output as below, BUT combined
FTSE:
Me Index
Cumulative Return 3.56248582 3.8404476
Annual Return 0.05667121 0.0589431
Annualized Sharpe Ratio 0.45907768 0.3298633
Win % 0.53216374 0.5239884
Annualized Volatility 0.12344579 0.1786895
Maximum Drawdown -0.39653398 -0.5256991
Max Length Drawdown 1633.00000 2960.0000
Could I get that same output but for the 3 securities data combined? Is there a effective way of doing that. Thank you so much. Happy holidays
It's a little unclear to me what you mean by "combine" in this case. If you want a single column representing the combined returns from all three exchanges as if they were a single unified market, that's really tricky, because the exchanges trade in different currencies (British pounds; U.S. dollars, Japanese Yen, etc.). The underlying analysis would have to be modified substantially to take into account fluctuating daily foreign exchange rates.
I suspect that this is NOT want you want. Rather, you are simply asking how to take three sequential two-column outputs and turn them into a single parallel six-column output.
If that is indeed what you want, then you need to rewrite the testStrategy() function shown near the bottom of the link. As it's currently written, that function takes three inputs: an index name myStock (with allowed values of FTSE, DJIA, or N225), and two integer values, nHold and nHigh. You would need to change it so that it instead accepts five inputs; e.g., myStockA, myStockB and myStockC, plus the two integer values already mentioned. Then each of the lines currently referring to myStock would have to be replicated three times. Finally, the two cbind() lines that you see at the bottom would have to be modified so that instead of merging the data together into only two columns, you include all six.
For a good intro tutorial on how to write and modify your own R functions, please see this. To understand how to use the cbind() function, which you will have to call with six rather than two inputs, please see this.
I'm trying to analyse multiple sequences with TraMineR at once. I've had a look at seqdef but I'm struggling to understand how I'd create a TraMineR dataset when I'm dealing with multiple variables. I guess I'm working with something similar to the dataset used by Aassve et al. (as mentioned in the tutorial), whereby each wave has information about several states (e.g. children, marriage, employment). All my variables are binary. Here's an example of a dataset with three waves (D,W2,W3) and three variables.
D<-data.frame(ID=c(1:4),A1=c(1,1,1,0),B1=c(0,1,0,1),C1=c(0,0,0,1))
W2<-data.frame(A2=c(0,1,1,0),B2=c(1,1,0,1),C2=c(0,1,0,1))
W3<-data.frame(A3=c(0,1,1,0),B3=c(1,1,0,1),C3=c(0,1,0,1))
L<-data.frame(D,W2,W3)
I may be wrong but the material I found deals with the data management and analysis of one variable at a time only (e.g. employment status across several waves). My dataset is much larger than the above so I can't really impute these manually as shown on page 48 of the tutorial. Has anyone dealt with this type of data using TraMineR (or similar package)?
1) How would you feed the data above to TraMineR?
2) How would you compute the substitution costs and then cluster them?
Many thanks
When using sequence analysis, we are interested in the evolution of one variable (for instance, a sequence of one variable across several waves). You have then multiple possibilities to analyze several variables:
Create on sequences per variable and then analyze the links between the cluster of sequences. In my opinion, this is the best way to go, if your variables measure different concepts (for instance, family and employment).
Create a new variable for each wave that is the interaction of the different variables of one wave using the interaction function. For instance, for wave one, use L$IntVar1 <- interaction(L$A1, L$B1, L$C1, drop=T) (use drop=T to remove unused combination of answers). And then analyze the sequence of this newly created variable. In my opinion, this is the prefered way if your variables are different dimensions of the same concept. For instance, marriage, children and union are all related to familly life.
Create one sequence object per variable and then use seqdistmc to compute the distance (multi-channel sequence analysis). This is equivalent to the previous method depending on how you will set substitution costs (see below).
If you use the second strategy, you could use the following substitution costs. You can count the differences between the original variable to set the substition costs. For instance, between states "Married, Child" and "Not married and Child", you could set the substitution to "1" because there is only a difference on the "marriage" variable. Similarly, you would set the substition cost between states "Married, Child" and "Not married and No Child" to "2" because all of your variables are different. Finally, you set the indel cost to half the maximum substitution cost. This is the strategy used by seqdistmc.
Hope this helps.
In Biemann and Datta (2013) they talk about multi dimensional analysis. That means creating multiple sequences for the same "individuals".
I used the following approach to do so:
1) define 3 dimensional sequences
comp.seq <- seqdef(comp,NULL,states=comp.scodes,labels=comp.labels, alphabet=comp.alphabet,missing="Z")
titles.seq <- seqdef(titles,NULL,states=titles.scodes,labels=titles.labels, alphabet=titles.alphabet,missing="Z")
member.seq <- seqdef(member,NULL,states=member.scodes,labels=member.labels, alphabet=member.alphabet,missing="Z")
2) Compute the multi channel (multi dimension) distance
mcdist <- seqdistmc(channels=list(comp.seq,member.seq,titles.seq),method="OM",sm=list("TRATE","TRATE","TRATE"),with.missing=TRUE)
3) cluster it with ward's method:
library(cluster)
clusterward<- agnes(mcdist,diss=TRUE,method="ward")
plot(clusterward,which.plots=2)
Nevermind the parameters like "missing" or "left" and etc. but i hope the brief code sample helps.
I have two small data frames, this_tx and last_tx. They are, in every way that I can tell, completely identical. this_tx == last_tx results in a frame of identical dimensions, all TRUE. this_tx %in% last_tx, two TRUEs. Inspected visually, clearly identical. But when I call
identical(this_tx, last_tx)
I get a FALSE. Hilariously, even
identical(str(this_tx), str(last_tx))
will return a TRUE. If I set this_tx <- last_tx, I'll get a TRUE.
What is going on? I don't have the deepest understanding of R's internal mechanics, but I can't find a single difference between the two data frames. If it's relevant, the two variables in the frames are both factors - same levels, same numeric coding for the levels, both just subsets of the same original data frame. Converting them to character vectors doesn't help.
Background (because I wouldn't mind help on this, either): I have records of drug treatments given to patients. Each treatment record essentially specifies a person and a date. A second table has a record for each drug and dose given during a particular treatment (usually, a few drugs are given each treatment). I'm trying to identify contiguous periods during which the person was taking the same combinations of drugs at the same doses.
The best plan I've come up with is to check the treatments chronologically. If the combination of drugs and doses for treatment[i] is identical to the combination at treatment[i-1], then treatment[i] is a part of the same phase as treatment[i-1]. Of course, if I can't compare drug/dose combinations, that's right out.
Generally, in this situation it's useful to try all.equal which will give you some information about why two objects are not equivalent.
Well, the jaded cry of "moar specifics plz!" may win in this case:
Check the output of dput() and post if possible. str() just summarizes the contents of an object whilst dput() dumps out all the gory details in a form that may be copied and pasted into another R interpreter to regenerate the object.