如何使用for循环更新协方差矩阵中的对角线?
我已经使用mvrnorms为两个变量创建了模拟数据,我想在一个循环中关联这些变量0、.5、.7和.9。但每次运行for循环时,我只能关联.9处的值,而不能关联任何其他关联条件如何使用for循环更新协方差矩阵中的对角线?,r,for-loop,matrix,correlation,R,For Loop,Matrix,Correlation,我已经使用mvrnorms为两个变量创建了模拟数据,我想在一个循环中关联这些变量0、.5、.7和.9。但每次运行for循环时,我只能关联.9处的值,而不能关联任何其他关联条件 library(MASS) #library I needed to create simulated data with mvrnorms num_iter <- 75 N <- 30 # setting my sample size mu <- c(50.
library(MASS) #library I needed to create simulated data with mvrnorms
num_iter <- 75
N <- 30 # setting my sample size
mu <- c(50.5, 10.5) # setting the std
R <- c(0,.5,.7,.9) # this vector defines the different correlation conditions I will add
# saving files
dir.create("simulated1data") # This creates a directory to store files
# performing 75 iterations and so there should be 75 data files in the folder I made
for(i in 1:num_iter){
for(j in 1:4){
cov <- matrix(c(1,R[j],R[j],1),2,2)
x <- mvrnorm(N,mu,cov)
write.table(x, file=paste("simulated1data/simdata_",i,"_",j,".txt",sep="")) # writing to separate txt file
}
}
library(MASS)#我需要用mvrnorms创建模拟数据的库
num_iter要分配R
的值,请事先创建cov
矩阵,并使用逻辑索引矩阵imat
第一个代码块如问题中所示
library(MASS) #library I needed to create simulated data with mvrnorms
num_iter <- 75
N <- 30 # setting my sample size
mu <- c(50.5, 10.5) # setting the std
R <- c(0, 0.5, 0.7, 0.9) # this vector defines the different correlation conditions I will add
最后,双for
循环
# performing 75 iterations and so there should be 75 data files in the folder I made
for(i in 1:num_iter){
for(j in 1:4){
cov[imat] <- R[j]
x <- mvrnorm(N, mu, cov)
flname <- paste0("simdata_", i, "_", j, ".txt")
flname <- file.path(dirsimdata, flname)
write.table(x, file = flname) # writing to separate txt file
}
}
#执行75次迭代,因此我创建的文件夹中应该有75个数据文件
for(1:num_iter中的i){
对于(1:4中的j){
cov[imat]我在你的代码中没有发现任何错误。你错误地将mu
识别为标准偏差,但它是每个变量的平均值,R
是协方差而不是相关性。你在协方差矩阵中将每个变量的标准偏差设置为1
。如果我设置num\iter
# index matrix used to assign values from R
imat <- matrix(c(FALSE, TRUE, TRUE, FALSE), nrow = 2)
# start with all 1's
cov <- matrix(1, nrow = 2, ncol = 2)
# performing 75 iterations and so there should be 75 data files in the folder I made
for(i in 1:num_iter){
for(j in 1:4){
cov[imat] <- R[j]
x <- mvrnorm(N, mu, cov)
flname <- paste0("simdata_", i, "_", j, ".txt")
flname <- file.path(dirsimdata, flname)
write.table(x, file = flname) # writing to separate txt file
}
}
cor(read.table("simulated1data/simdata_1_1.txt"))
# V1 V2
# V1 1.000000 0.204011
# V2 0.204011 1.000000
cor(read.table("simulated1data/simdata_1_2.txt"))
# V1 V2
# V1 1.0000000 0.2706851
# V2 0.2706851 1.0000000
cor(read.table("simulated1data/simdata_1_3.txt"))
# V1 V2
# V1 1.0000000 0.6727047
# V2 0.6727047 1.0000000
cor(read.table("simulated1data/simdata_1_4.txt"))
# V1 V2
# V1 1.0000000 0.9306898
# V2 0.9306898 1.0000000
cor(read.table("simulated1data/simdata_2_1.txt"))
# V1 V2
# V1 1.00000000 0.06184222
# V2 0.06184222 1.00000000
cor(read.table("simulated1data/simdata_2_2.txt"))
# V1 V2
# V1 1.0000000 0.3686962
# V2 0.3686962 1.0000000
cor(read.table("simulated1data/simdata_2_3.txt"))
# V1 V2
# V1 1.0000000 0.7660853
# V2 0.7660853 1.0000000
cor(read.table("simulated1data/simdata_2_4.txt"))
# V1 V2
# V1 1.0000000 0.8589621
# V2 0.8589621 1.0000000