I have a matrix with dates as row names and TAG#'s as column names. The matrix is populated with 0's and 1's for presence/absence.
eg
29735 29736 29737 29738 29739 29740
2010-07-15 1 0 0 0 0 0
2010-07-16 1 1 0 0 0 0
2010-07-17 1 1 0 0 0 0
2010-07-18 1 1 0 0 0 0
2010-07-19 1 1 0 0 0 0
2010-07-20 1 1 0 0 0 0
I have the following script for calculating site fidelity (% days present):
##Presence/absence data setup
##import file
read.csv('pn.csv')->'pn'
##strip out desired columns
pn[,c(5,7:9)]->pn
##create table of dates and tags
table(pn$Date,pn$Tag)->T
##convert to a matrix
as.matrix(T)->U
##convert to binary for presence/absence
1*(U>2)->U
##insert missing rows
library(micEcon)
insertRow(U,395,0)->U
rownames(U)[395]<-'2011-08-16'
insertRow(U,253,0)->U
rownames(U)[253]<-'2011-03-26'
insertRow(U,250,0)->U
rownames(U)[250]<-'2011-03-22'
insertRow(U,250,0)->U
rownames(U)[250]<-'2011-03-21'
##for presence/absence
##define i(tag or column)
1->i
##define place to store results
cbind(colnames(U),rep(NA,length(colnames(U))))->sfresult
##loop instructions
for(i in 1:ncol(U)){
##identify first detection day
grep(1,U[,i])[1]->tagrow
##count total days since first detection
nrow(U)-tagrow+1->days
##count days present
length(grep(1,U[,i]))->present
##calculate site fidelity
present/days->sfresult[i,2]
}
##change class of results column
as.numeric(sfresult[,2])->sfresult[,2]
##histogram
bins<-c(0,.3,.6,1)
xlab<-c('Low','Med','High')
hist(as.numeric(sfresult[,2]), breaks=bins,xaxt='n', col=heat.colors(3), xlab='Percent Days Present',ylab='Frequency (# of individuals)',main='Site Fidelity',freq=TRUE,labels=xlab)
axis(1,at=bins)
I'd like to calculate site fidelity on a weekly basis. I believe it would be easiest to simply collapse the matrix by combining every seven rows into a weekly matrix that simply sums the 0's and 1's from the daily matrix. Then the same script for site fidelity would calculate it on a weekly basis. Problem is I'm a newbie and I've had trouble finding an answer on how to collapse the daily matrix to a weekly matrix. Thanks for any suggestions.
Something like this should work:
x <- matrix(rbinom(1000,1,.2), nrow=50, ncol=20)
rownames(x) <- 1:50
colnames(x) <- paste0("id", 1:20)
require(data.table)
xdt <- as.data.table(x)
##assuming rows are sorted by date, that there are no missing days, and that the first row is the start of the week
###xdt[, week:=sort(rep(1:7, length.out=nrow(xdt)))] ##wrong
xdt[, week:=rep(1:ceiling(nrow(xdt)/7), each=7)] ##fixed
xdt[, lapply(.SD,sum), by="week",.SDcols=setdiff(names(xdt),"week")]
I can help you better preserve rownames if you provide a reproducible example How to make a great R reproducible example?
Edit:
Also, it's very atypical to use the right assignment -> as you do do above.
R's cut function will trim Dates to their week (see ?cut.Date for more details). After that, it's a simple call to aggregate to get the result you need. Note that cut.Date takes a start.on.monday option.
Data
sites <- read.table(text="29735 29736 29737 29738 29739 29740
2010-07-15 1 0 0 0 0 0
2010-07-16 1 1 0 0 0 0
2010-07-17 1 1 0 0 0 0
2010-07-18 1 1 0 0 0 0
2010-07-19 1 1 0 0 0 0
2010-07-20 1 1 0 0 0 0",
header=TRUE, check.names=FALSE, row.names=1)
Answer
weeks.factor <- cut(as.Date(row.names(sites)),
breaks='weeks', start.on.monday=FALSE)
aggregate(sites, by=list(weeks.factor), FUN=function(col) sum(col)/length(col))
# Group.1 29735 29736 29737 29738 29739 29740
# 1 2010-07-11 1 0.6666667 0 0 0 0
# 2 2010-07-18 1 1.0000000 0 0 0 0
Related
I'm working on data from a pre-post survey: the same participants have been asked the same questions at 2 different times (so the sample are not independant). I have 19 categorical variables (Likert scale with 7 levels).
For each question, I want to know if there is a significant difference between the "pre" and "post" answer. To do this, I want to compare proportions in each of the 7 categories between pre and post results.
I have two data bases (one 'pre' and one 'post') which I have merged as in the following example (I've made sure that the categorical variables have the same levels for PRE and POST):
prepost <- data.frame(ID = c(1:7),
Quest1_PRE = c('5_SomeA','1_StronglyD','3_SomeD','4_Neither','6_Agree','2_Disagree','7_StronglyA'),
Quest1_POST = c('1_StronglyD','7_StronglyA','6_Agree','7_StronglyA','3_SomeD','5_SomeA','7_StronglyA'))
I tried to perform a McNemar test:
temp <- table(prepost_S1$Quest1_PRE,prepost_S1$Quest1_POST)
mcnemar.test(temp)
> McNemar's Chi-squared test
data: temp
McNemar's chi-squared = NaN, df = 21, p-value = NA
But whatever the question, the test always return NA values. I think it is because the pivot table (temp) has very low frequencies (I only have 24 participants).
One exemple of a pivot table (I have 22 participants):
> temp
1_StronglyD 2_Disagree 3_SomeD 4_Neither 5_SomeA 6_Agree 7_StronglyA
1_StronglyD 0 0 0 0 0 1 0
2_Disagree 0 0 0 0 1 0 0
3_SomeD 0 0 0 0 0 1 1
4_Neither 0 0 1 1 2 2 2
5_SomeA 0 0 0 0 1 1 2
6_Agree 0 0 0 0 0 3 2
7_StronglyA 0 0 0 0 0 1 2
I've tried aggregating the variables' levels into 5 instead of 7 ("1_Disagree", "2_SomeD", "3_Neither", "4_SomeA", "5_Agree") but it still doesn't work.
Is there an equivalent of Fisher's exact test for paired sample? I've done research but I couldn't find anything helpful.
If not, could you think of any other test that could answer my question (= Do the answers differ significantly between the pre and post survey)?
Thanks!
I am attempting to compute variograms in R with the gstat package of biomass data across management areas. The biomass data is a raster dataset with a 3.5 ft resolution or 1.0668m. The size of the spatialpointsDataFrame I am passing to the variogram function is 18.6 Mb (814223 elements). (I have also tried the spatialpixelsDataFrame, but it does not like the 1.0668m pixel size). When I run the code:
v = variogram(ras.grid1#data[[1]]~1, data = ras.grid1)
and look at output "v", I get distance values that are much larger than the management area (and much larger than 1/3 of the diagonal length).
When I run the variogram function on smaller management units (40 ha) it gives me results that I would expect (this is using a SpatialPointsDataFrame with the size of 7.9 Mb and 344259 elements).
If I hard code the cutoff to be smaller, with the initial larger raster dataset to 200m, it again provides distance values I expect. If I try upping the distance let's say 600m again it provides distance values much larger than the 600m cutoff specified. 300m also provides unexpected results. For example:
####variogram computation with 200m cutoff....It works
v = variogram(ras.grid1#data[[1]]~1, data = ras.grid1, cutoff=200)
v
np dist gamma dir.hor dir.ver id
1 195954282 8.874169 4990.504 0 0 var1
2 572500880 20.621626 5627.534 0 0 var1
3 958185761 33.701344 5996.423 0 0 var1
4 1288501796 46.920392 6264.396 0 0 var1
5 1652274803 60.198360 6472.187 0 0 var1
6 1947750363 73.502011 6642.960 0 0 var1
7 2282469596 86.807781 6802.124 0 0 var1
8 2551355646 100.131946 6942.277 0 0 var1
9 2849678492 113.441335 7049.838 0 0 var1
10 3093057361 126.751400 7149.102 0 0 var1
11 3375989515 140.081110 7240.848 0 0 var1
12 3585116223 153.418095 7322.990 0 0 var1
13 3821495516 166.721460 7394.616 0 0 var1
14 4036375072 180.053643 7443.040 0 0 var1
15 4235205167 193.389119 7476.061 0 0 var1
####variogram computation with 600m cutoff....It returns unexpected
####distance values
v2 = variogram(ras.grid1#data[[1]]~1, data = ras.grid1, cutoff=600)
v2
np dist gamma dir.hor dir.ver id
1 1726640923 26.54691 5759.951 0 0 var1
2 593559666 510.62232 53413.914 0 0 var1
3 3388536438 229.26702 15737.659 0 0 var1
4 1464228507 966.36789 49726.788 0 0 var1
5 3503141163 623.13559 25680.965 0 0 var1
6 878031648 3454.21122 117680.266 0 0 var1
7 2233138601 1761.91799 50996.719 0 0 var1
8 3266098834 1484.40162 37369.451 0 0 var1
9 4056578316 1420.49358 31556.527 0 0 var1
10 254561085 26030.66780 517601.669 0 0 var1
11 562144107 13256.59985 239163.649 0 0 var1
12 557621435 14631.84504 243476.857 0 0 var1
13 385648032 22771.12890 352898.971 0 0 var1
14 4285655256 2163.11091 31213.201 0 0 var1
15 3744542323 2575.19496 34709.529 0 0 var1
Also if I scale the data up to 3m I again get the expected distance values.
I am not sure if the large size of raster dataset is causing the issue and what I am trying to do is not possible, or if I doing something wrong or if there is another way?
Thank you for the help and interest.
After exploring this in more detail, it does seem to be the size of the SpatialPointsDataFrame causing the issue. On my machine keeping the size under 10 Mb seemed to do the trick. To reduce the size of the SpatialPointsDataFrame I sampled the original raster using:
ras.grid<-ras.grid[sample(1:length(ras.grid), 350000),]
I want to transform an ordinal variabel (0-2) – where 0 is no rights, 1 is some rights, and 2 full rights – to a dichotomous variable.
The original ordinal variable is coded for each country and year (country-year unit).
I want to create a dichotomous variable, (let's call it Improvement), capturing all annual positive changes, for each country-year. So when it goes from 0 to 1 (or from 0 to 2, or from 1 to 0), I want it to be 1 for that year and country. And zero otherwise.
Below I give an example of how my data looks like. The "RIGHTS" is the original ordinal variable. The "MY DICHOTOMOUS" variable is what I want to calculate in R. How can I do it?
COUNTRY YEAR RIGHTS MY DICHOTOMOUS
A 1990 0 0
A 1991 0 0
A 1992 0 0
A 1993 1 1
A 1994 0 0
B 1990 1 1
B 1991 1 0
B 1992 1 0
B 1993 1 0
B 1994 1 0
Please, note that the original data can go the other away as well, i.e. it can go negative. I do not want to code for negative changes for this dichotomous variable.
We can use diff
df1$dichotomous <- +c(FALSE,diff(df1$RIGHTS)==1)
df1$dichotomous
#[1] 0 0 0 1 0 1 0 0 0 0
This assumes you don't consider starting with a 1 in rights as a 1 in dichotomous:
x <- rights
n <- length(x)
dichotomous <- c(0, as.numeric(x[-1] - x[-n] == 1))
Might have to do a series of ifelse() statements. But then again I might be miss reading your question. An example is posted below.
MY.DATA$MY.DICHOTOMOUS <- with(MY.DATA,ifelse(COUNTRY=="A",RIGHTS,ifelse(COUNTRY=="B"&YEAR==1990,1,factor(RIGHTS)))`
I have a sample code in R as follows:
library(igraph)
rm(list=ls())
dat=read.csv(file.choose(),header=TRUE,row.names=1,check.names=T) # read .csv file
m=as.matrix(dat)
net=graph.adjacency(adjmatrix=m,mode="undirected",weighted=TRUE,diag=FALSE)
where I used csv file as input which contain following data:
23732 23778 23824 23871 58009 58098 58256
23732 0 8 0 1 0 10 0
23778 8 0 1 15 0 1 0
23824 0 1 0 0 0 0 0
23871 1 15 0 0 1 5 0
58009 0 0 0 1 0 7 0
58098 10 1 0 5 7 0 1
58256 0 0 0 0 0 1 0
After this I used following command to check weight values:
E(net)$weight
Expected output is somewhat like this:
> E(net)$weight
[1] 8 1 10 1 15 1 1 5 7 1
But I'm getting weird values (and every time different):
> E(net)$weight
[1] 2.121996e-314 2.121996e-313 1.697597e-313 1.291034e-57 1.273197e-312 5.092790e-313 2.121996e-314 2.121996e-314 6.320627e-316 2.121996e-314 1.273197e-312 2.121996e-313
[13] 8.026755e-316 9.734900e-72 1.273197e-312 8.027076e-316 6.320491e-316 8.190221e-316 5.092790e-313 1.968065e-62 6.358638e-316
I'm unable to find where and what I am doing wrong?
Please help me to get the correct expected result and also please tell me why is this weird output and that too every time different when I run it.??
Thanks,
Nitin
Just a small working example below, much clearer than CSV input.
library('igraph');
adjm1<-matrix(sample(0:1,100,replace=TRUE,prob=c(0.9,01)),nc=10);
g1<-graph.adjacency(adjm1);
plot(g1)
P.s. ?graph.adjacency has a lot of good examples (remember to run library('igraph')).
Related threads
Creating co-occurrence matrix
Co-occurrence matrix using SAC?
The problem seems to be due to the data-type of the matrix elements. graph.adjacency expects elements of type numeric. Not sure if its a bug.
After you do,
m <- as.matrix(dat)
set its mode to numeric by:
mode(m) <- "numeric"
And then do:
net <- graph.adjacency(m, mode = "undirected", weighted = TRUE, diag = FALSE)
> E(net)$weight
[1] 8 1 10 1 15 1 1 5 7 1
I want to perform an inner product of the first D columns for each row in a data frame with a given array, W. I am trying the following:
W = (1,2,3);
ddply(df, .(id), transform, inner_product=c(col1, col2, col3) %*% W);
This works but I typically may have an arbitrary number of columns. Can I generalize the above expression to handle that case?
Update:
This is an updated example as asked for in the comments:
libary(kernlab);
data(spam);
W = array();
W[1:3] = seq(1,3);
spamdf = head(spam);
spamdf$id = seq(1,nrow(spamdf));
df_out=ddply(spamdf, .(id), transform, inner_product=c(make, address, all) %*% W);
> W
[1] 1 2 3
> spamdf[1,]
make address all num3d our over remove internet order mail receive will
1 0 0.64 0.64 0 0.32 0 0 0 0 0 0 0.64
people report addresses free business email you credit your font num000
1 0 0 0 0.32 0 1.29 1.93 0 0.96 0 0
money hp hpl george num650 lab labs telnet num857 data num415 num85
1 0 0 0 0 0 0 0 0 0 0 0 0
technology num1999 parts pm direct cs meeting original project re edu table
1 0 0 0 0 0 0 0 0 0 0 0 0
conference charSemicolon charRoundbracket charSquarebracket charExclamation
1 0 0 0 0 0.778
charDollar charHash capitalAve capitalLong capitalTotal type id
1 0 0 3.756 61 278 spam 1
> df_out[1,]
make address all num3d our over remove internet order mail receive will
1 0 0.64 0.64 0 0.32 0 0 0 0 0 0 0.64
people report addresses free business email you credit your font num000
1 0 0 0 0.32 0 1.29 1.93 0 0.96 0 0
money hp hpl george num650 lab labs telnet num857 data num415 num85
1 0 0 0 0 0 0 0 0 0 0 0 0
technology num1999 parts pm direct cs meeting original project re edu table
1 0 0 0 0 0 0 0 0 0 0 0 0
conference charSemicolon charRoundbracket charSquarebracket charExclamation
1 0 0 0 0 0.778
charDollar charHash capitalAve capitalLong capitalTotal type id inner_product
1 0 0 3.756 61 278 spam 1 3.2
The above example performs a inner product of the first three dimensions with an array W=(1,2,3) of the spam data set available in kernlab package. Here I have explicity specified the first three dimensions as c(make, address, all).
Thus df_out[1,"inner_product"] = 3.2.
Instead I want to perform the inner product over all the dimensions without having to list all the dimensions. The conversion to a matrix and back to a data frame seems to be an expensive operation?
A strategy along the lines of the following should work:
Convert each chunk to a matrix
Perform a matrix multiplication
Convert results to data.frame
The code:
set.seed(1)
df <- data.frame(
id=sample(1:5, 20, replace=TRUE),
col1 = runif(20),
col2 = runif(20),
col3 = runif(20),
col4 = runif(20)
)
W <- c(1,2,3,4)
ddply(df, .(id), function(x)as.data.frame(as.matrix(x[, -1]) %*% W))
The results:
id V1
1 1 4.924994
2 1 5.076043
3 2 7.053864
4 2 5.237132
5 2 6.307620
6 2 3.413056
7 2 5.182214
8 2 7.623164
9 3 5.194714
10 3 6.733229
11 4 4.122548
12 4 3.569013
13 4 4.978939
14 4 5.513444
15 4 5.840900
16 4 6.526522
17 5 3.530220
18 5 3.549646
19 5 4.340173
20 5 3.955517
If you want to append a column of cross-products, you could do this (assuming W had the right number of elements to match the non-"id" columns:
df2 <- cbind(df, as.matrix(df[, -grep("id", names(df))]) %*% W )
It does not appear that the .(id) serves any useful purpose, since you are not do a sum of crossproducts within id, and if you were then you wouldn't be using transform but some other aggregating function.