利用协方差的特定组合构建选择指标

时间：2018-06-16 09:06:44

标签： r combinations

我是R编码新手。我有矩阵数据，我想从中构建与我的研究领域相关的选择索引。我需要从给定矩阵中选择矩阵的所有组合来构造索引。我有4x4矩阵数据，所以我将得到11个组合。我能做到，但太长了。例如，

import java.io.OutputStream;
import java.io.ByteArrayOutputStream;

import java.util.zip.*;

public class CreateXLSXFromScratch {

 //some static parts of the XLSX file:

 static String content_types_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\"?><Types xmlns=\"http://schemas.openxmlformats.org/package/2006/content-types\"><Default ContentType=\"application/vnd.openxmlformats-package.relationships+xml\" Extension=\"rels\"/><Default ContentType=\"application/xml\" Extension=\"xml\"/><Override ContentType=\"application/vnd.openxmlformats-officedocument.extended-properties+xml\" PartName=\"/docProps/app.xml\"/><Override ContentType=\"application/vnd.openxmlformats-package.core-properties+xml\" PartName=\"/docProps/core.xml\"/><Override ContentType=\"application/vnd.openxmlformats-officedocument.spreadsheetml.sharedStrings+xml\" PartName=\"/xl/sharedStrings.xml\"/><Override ContentType=\"application/vnd.openxmlformats-officedocument.spreadsheetml.styles+xml\" PartName=\"/xl/styles.xml\"/><Override ContentType=\"application/vnd.openxmlformats-officedocument.spreadsheetml.sheet.main+xml\" PartName=\"/xl/workbook.xml\"/><Override ContentType=\"application/vnd.openxmlformats-officedocument.spreadsheetml.worksheet+xml\" PartName=\"/xl/worksheets/sheet1.xml\"/></Types>";

 static String docProps_app_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><Properties xmlns=\"http://schemas.openxmlformats.org/officeDocument/2006/extended-properties\"><Application>" + "Created Low level From Scratch" + "</Application></Properties>";

 static String docProps_core_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\"?><cp:coreProperties xmlns:cp=\"http://schemas.openxmlformats.org/package/2006/metadata/core-properties\" xmlns:dc=\"http://purl.org/dc/elements/1.1/\" xmlns:dcterms=\"http://purl.org/dc/terms/\" xmlns:xsi=\"http://www.w3.org/2001/XMLSchema-instance\"><dcterms:created xsi:type=\"dcterms:W3CDTF\">" + java.time.Instant.now().truncatedTo(java.time.temporal.ChronoUnit.SECONDS).toString() + "</dcterms:created><dc:creator>" + "Axel Richter from scratch" + "</dc:creator></cp:coreProperties>";

 static String _rels_rels_xml  = "<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\"?><Relationships xmlns=\"http://schemas.openxmlformats.org/package/2006/relationships\"><Relationship Id=\"rId1\" Target=\"xl/workbook.xml\" Type=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships/officeDocument\"/><Relationship Id=\"rId2\" Target=\"docProps/app.xml\" Type=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships/extended-properties\"/><Relationship Id=\"rId3\" Target=\"docProps/core.xml\" Type=\"http://schemas.openxmlformats.org/package/2006/relationships/metadata/core-properties\"/></Relationships>";

 static String xl_rels_workbook_xml_rels_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\"?><Relationships xmlns=\"http://schemas.openxmlformats.org/package/2006/relationships\"><Relationship Id=\"rId1\" Target=\"sharedStrings.xml\" Type=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships/sharedStrings\"/><Relationship Id=\"rId2\" Target=\"styles.xml\" Type=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships/styles\"/><Relationship Id=\"rId3\" Target=\"worksheets/sheet1.xml\" Type=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships/worksheet\"/></Relationships>";

 static String xl_sharedstrings_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><sst count=\"0\" uniqueCount=\"0\" xmlns=\"http://schemas.openxmlformats.org/spreadsheetml/2006/main\"/>"; 

 static String xl_styles_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><styleSheet xmlns=\"http://schemas.openxmlformats.org/spreadsheetml/2006/main\"><numFmts count=\"0\"/><fonts count=\"1\"><font><sz val=\"11.0\"/><color indexed=\"8\"/><name val=\"Calibri\"/><family val=\"2\"/><scheme val=\"minor\"/></font></fonts><fills count=\"2\"><fill><patternFill patternType=\"none\"/></fill><fill><patternFill patternType=\"darkGray\"/></fill></fills><borders count=\"1\"><border><left/><right/><top/><bottom/><diagonal/></border></borders><cellStyleXfs count=\"1\"><xf numFmtId=\"0\" fontId=\"0\" fillId=\"0\" borderId=\"0\"/></cellStyleXfs><cellXfs count=\"1\"><xf numFmtId=\"0\" fontId=\"0\" fillId=\"0\" borderId=\"0\" xfId=\"0\"/></cellXfs></styleSheet>";

 static String xl_workbook_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><workbook xmlns=\"http://schemas.openxmlformats.org/spreadsheetml/2006/main\" xmlns:r=\"http://schemas.openxmlformats.org/officeDocument/2006/relationships\"><workbookPr date1904=\"false\"/><bookViews><workbookView activeTab=\"0\"/></bookViews><sheets><sheet name=\"" + "Sheet1" + "\" r:id=\"rId3\" sheetId=\"1\"/></sheets></workbook>";

 static String xl_worksheets_sheet1_xml = "<?xml version=\"1.0\" encoding=\"UTF-8\"?><worksheet xmlns=\"http://schemas.openxmlformats.org/spreadsheetml/2006/main\"><dimension ref=\"A1\"/><sheetViews><sheetView workbookViewId=\"0\" tabSelected=\"true\"/></sheetViews><sheetFormatPr defaultRowHeight=\"15.0\"/><sheetData/><pageMargins bottom=\"0.75\" footer=\"0.3\" header=\"0.3\" left=\"0.7\" right=\"0.7\" top=\"0.75\"/></worksheet>";

 public static void main(String[] args) throws Exception {

  // result goes into a ByteArrayOutputStream
  ByteArrayOutputStream resultout = new ByteArrayOutputStream();

  // needed objects
  ZipEntry zipentry = null;
  byte[] data = null;

  // create ZipOutputStream
  ZipOutputStream zipout = new ZipOutputStream(resultout);

  // create the static parts of the XLSX ZIP file:

  zipentry = new ZipEntry("[Content_Types].xml");
  zipout.putNextEntry(zipentry);
  data = content_types_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("docProps/app.xml");
  zipout.putNextEntry(zipentry);
  data = docProps_app_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("docProps/core.xml");
  zipout.putNextEntry(zipentry);
  data = docProps_core_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("_rels/.rels");
  zipout.putNextEntry(zipentry);
  data = _rels_rels_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("xl/_rels/workbook.xml.rels");
  zipout.putNextEntry(zipentry);
  data = xl_rels_workbook_xml_rels_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("xl/sharedStrings.xml");
  zipout.putNextEntry(zipentry);
  data = xl_sharedstrings_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("xl/styles.xml");
  zipout.putNextEntry(zipentry);
  data = xl_styles_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipentry = new ZipEntry("xl/workbook.xml");
  zipout.putNextEntry(zipentry);
  data = xl_workbook_xml.getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  // preparing the sheet data:

  Object[][] sheetData = new Object[][] {
   {"Text", "Value", "Formula"},
   {"Text1", 1.23456, "=SIN(B2)"},
   {"Text2", 2.34567, "=SQRT(B3)"},
   {"Text3", 123.456, "=B4/10"}
  };
  String sheetdata = "<sheetData>";
  int r = 0;
  char c = 'A'; --c;
  for (Object[] rowData : sheetData) {
   sheetdata += "<row r=\"" + ++r + "\">";
   c = 'A'; --c;
   for (Object cellData : rowData) {
    sheetdata += "<c r=\"" + Character.toString(++c) + r + "\"";
    if (cellData instanceof String && ((String)cellData).startsWith("=")) {
     sheetdata += "><f>" + ((String)cellData).replace("=", "") + "</f></c>";
    } else if (cellData instanceof String) {
     sheetdata += " t=\"inlineStr\"><is><t>" + ((String)cellData) + "</t></is></c>";
    } else if (cellData instanceof Double) {
     sheetdata += "><v>" + ((Double)cellData) + "</v></c>";
    }
   }
   sheetdata += "</row>";
  }
  sheetdata += "</sheetData>";

  // get the static sheet xml into a buffer for further processing
  StringBuffer xl_worksheets_sheet1_xml_buffer = new StringBuffer(xl_worksheets_sheet1_xml);

  // get position of the <dimension ref=\"A1\"/> in the static xl_worksheets_sheet1_xml
  int dimensionstart = xl_worksheets_sheet1_xml_buffer.indexOf("<dimension ref=\"A1\"/>");
  // replace the <dimension ref=\"A1\"/> with the new dimension
  xl_worksheets_sheet1_xml_buffer = xl_worksheets_sheet1_xml_buffer.replace(
   dimensionstart, 
   dimensionstart + "<dimension ref=\"A1\"/>".length(), 
   "<dimension ref=\"A1:" + Character.toString(c) + r + "\"/>");

  // get position of the <sheetData/> in the static xl_worksheets_sheet1_xml
  int sheetdatastart = xl_worksheets_sheet1_xml_buffer.indexOf("<sheetData/>");
  // replace the <sheetData/> with the prepared sheet date string
  xl_worksheets_sheet1_xml_buffer = xl_worksheets_sheet1_xml_buffer.replace(
   sheetdatastart, 
   sheetdatastart + "<sheetData/>".length(), 
   sheetdata);

  // create the xl/worksheets/sheet1.xml
  zipentry = new ZipEntry("xl/worksheets/sheet1.xml");
  zipout.putNextEntry(zipentry);
  data = xl_worksheets_sheet1_xml_buffer.toString().getBytes();
  zipout.write(data, 0, data.length);
  zipout.closeEntry();

  zipout.finish();

  // now ByteArrayOutputStream resultout contains the XLSX file data

  // writing this data into a file
  try (java.io.FileOutputStream fileout = new java.io.FileOutputStream("test.xlsx")) {
   resultout.writeTo(fileout);
   resultout.close();
  }

 }
}

在这里，我展示了三种组合。结果在这里

P<- matrix(c (
6.63561, 0.13564, 5.15061, 5.97293,
0.13564, 0.39768, 2.42954, 1.76955,
5.15061, 2.42954, 62.6952, 36.5748,
5.97293, 1.76955, 36.5748, 29.0475
), c( 4,4))


 G <-matrix(c(
 6.25705, 0.12236, 5.13621, 5.95043,
 0.12236, 0.23997, 2.06681, 1.45389,
 5.13621, 2.06681, 59.1681, 33.5396,
 5.95043, 1.45389, 33.5396, 26.168
 ), c(4,4))

A<-c(1,1,1,1)

B<- (solve(P)%*%G)%*%A
B<-abs(B)

g12 <- G[c( 1 , 2 ) , c( 1 , 2 )]              
g124 <- G[c( 1 , 2 , 4 ) , c( 1 , 2 , 4 )]          
g1234 <- G[c( 1 , 2 , 3 , 4 ) , c( 1 , 2 , 3 , 4 )] 

a12 <- A[c( 1 , 2 )]              
a124 <- A[c( 1 , 2 , 4 )]          
a1234 <- A[c( 1 , 2 , 3 , 4 )]  

b12 <- B[c( 1 , 2 )]              
b124 <- B[c( 1 , 2 , 4 )]          
b1234 <- B[c( 1 , 2 , 3 , 4 )]      


result<-c(w12 <-sum( g12 %*% b12 * a12 ),
w124 <-sum( g124 %*% b124 * a124 ),
w1234 <-sum( g1234 %*% b1234 * a1234 ))

但我需要所有11种组合。当我使用6x6矩阵时，我必须手动制作57组合，这很烦人。所以我正在寻找短语。实际上，我想要的结果如下表所示，其中，comb。=组合，Var_comb =变量组合（4个变量），index =分析值。 

  > result
 [1]   7.438186  39.689388 180.665871

如果有人帮助我这样做，我将不胜感激。提前谢谢。

1 个答案:

答案 0 :(得分：1)

以下是基础R中的直接方法：

f.write("This is x1: %.8f\n" % (x1,))

编辑：

以下是您将如何生成所请求的表格。：

index <- do.call(c, lapply(2:4, function(x) {
    combn(4, x, function(y) {
        sum(G[y,y] %*% B[y] * A[y])
    })
}))

index
[1]   7.438186  83.270451  37.435149  68.331049  21.273907 145.311921
[7]  87.071171  39.689388 174.958491 150.810089 180.665871
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