我试图通过从另一个矩阵中绘制随机块行来创建矩阵。我已经成功完成了循环。
set.seed(1)
a_matrix <- matrix(1:10,10,5) # the matrix with original sample
b_matrix <- matrix(NA,10, 5) # a matrix to store the bootstrap sample
S2<- seq(from =1 , to = 10, by =2) #[1] 1 3 5 7 9
m <- 2 # block size of m
for (r in S2){ start_point<-sample(1:(nrow(a_matrix)-1), 1, replace=T)
#randomly choose a number 1 to length of a_matrix -1
b_block <- a_matrix[start_point:(start_point+(m-1)), 1:ncol(a_matrix)]
# randomly select blocks from matrix a
b_matrix[r,]<-as.matrix((b_block)[1,])
b_matrix[(r+1),]<-as.matrix((b_block)[2,]) # put the blocks into matrix b
}
b_matrix
#we now have a b_matrix that is made of random blocks (size m=2)
#of the original a_matrix
循环方法有效,但显然效率不高,无法将其扩展到其他块大小(例如,块大小为3)。什么是更清洁和可扩展的方法?提前致谢
答案 0 :(得分:1)
在这里,我尝试将其清理一下并概括使用m
:
random_block_sample <- function(a_matrix, m = 2L) {
N <- nrow(a_matrix)
stopifnot(m <= N)
n <- ceiling(N / m)
s <- sample(N - m + 1L, n, TRUE) # start_point
i <- unlist(lapply(s, seq, length.out = m))
b_matrix <- a_matrix[i, , drop = FALSE]
head(b_matrix, N)
}
set.seed(1L)
random_block_sample(a_matrix, m = 2L)
# [,1] [,2] [,3] [,4] [,5]
# [1,] 3 3 3 3 3
# [2,] 4 4 4 4 4
# [3,] 4 4 4 4 4
# [4,] 5 5 5 5 5
# [5,] 6 6 6 6 6
# [6,] 7 7 7 7 7
# [7,] 9 9 9 9 9
# [8,] 10 10 10 10 10
# [9,] 2 2 2 2 2
# [10,] 3 3 3 3 3
set.seed(1L)
random_block_sample(a_matrix, m = 5L)
# [,1] [,2] [,3] [,4] [,5]
# [1,] 2 2 2 2 2
# [2,] 3 3 3 3 3
# [3,] 4 4 4 4 4
# [4,] 5 5 5 5 5
# [5,] 6 6 6 6 6
# [6,] 3 3 3 3 3
# [7,] 4 4 4 4 4
# [8,] 5 5 5 5 5
# [9,] 6 6 6 6 6
# [10,] 7 7 7 7 7