Learning Notes of R

For Python Programmer

R Basic Scalar Types

• R basic scalar data types

– integer ( 1L,2L,3L,…)

– numeric ( 1,2,3,…)

– character

– complex

– logical (TRUE, FALSE)

• and(&) , or(|), not(!)

R Basic Scalar Types Constructors

• RScalarType(0) == NULL

– length(xxx(0)) == 0

• RScalarType(1)

– integer 0L/ 0

– numeric 0

– character “”

– complex 0+0i

– logical FALSE

R Basic Object Types

• R basic data structure types

– (row) vector (In R, everything is vector)

– matrix

– list

– data.frame

– factor

– environment

• In R the “base" type is a vector, not a scalar.

R Object

Find R Object’s Properties

• length(object)

• mode(object) / class(object)/ typeof(obj)

• attributes(object)

• attr(object, name)

• str(object)

Python type(obj)

• R> class(obj)

• R> mode(obj)

• R> typeof(obj)

class mode typeof

1 "numeric" "numeric" "double"

1:10 “integer" "numeric" “integer"

“1” "character" "character" "character"

class "function" "function" "builtin"

Python dir(obj)

• attributes(obj)

• str(object)

• ls() (Python> dir() )

• The function attributes(object) returns a list of all the non-intrinsic attributes currently defined for that object.

R attr(object, name)

• The function attr(object, name) can be used to select a specific attribute.

• When it is used on the left hand side of an assignment it can be used either to associate a new attribute with object or to change an existing one.

• For example • > attr(z, "dim") <- c(10,10)

– allows R to treat z as if it were a 10-by-10 matrix.

R character

Python “a,b,c,d,e”.split(“,”) (R strsplit)

• strsplit(“a,b,c,d,e”,“\\,“)

• (Output R-list)

• unlist(strsplit(“a,b,c,d,e”,“\\,"))[vector_index]

R paste

• paste(“a”,”b”,sep=“”) – Python> “a”+”b” “ab”

R-List

Python-Dictionary

Python Dictionary (R List)

• Constructor

– Rlist <- list(key1=value1, … , key_n = value_n)

• Evaluate

– Rlist$key1 (Python> D[key1])

– Rlist[[1]]

• Sublist

– Rlist[key_i] (output list(key_i=value_i))

Python D[“new_key”]=new_value

• Rlist$new_key = new_value or

• Rlist$new_key <- new_value

Python> del D[key]

• New_Rlist <- Rlist[-key_index] or

• New_Rlist <- Rlist[-vector_of_key_index]

Python Dict.keys()

• vector_of_Rlist_keys <- names(Rlist) • ( output “vector_of_Rlist_keys” is a R-vector)

R-Vector

Python-List

Python List (R vector)

• [Constructor] vector(mode , length)

– vector(mode = "character", length = 10)

• 0:10

– 0:10 == c(0,1,2,3,4,5,6,7,8,9,10)

– Python> range(0,11) )

• seq(0,1,0.1)

– seq(0,1,0.1) == 0:10*0.1

– Matlab> linspace(0,1,0.1)

• rep(0:10, times = 2)

Python List.methods

• vector <- c(vector, other_vector) – Python> List.append

• vector[-J] or vector[-(I:J)] – Python> List.pop

• subvector <- vector[vector_of_index]

• which( vector == value ) – Python> List.index(value)

R which

• which( vector == value ) – Python> List.index(value)

• which( vector < v) or which( vector > v)

• which(arg, arr.in=TRUE)

• http://fortheloveof.co.uk/2010/04/11/r-select-specific-elements-or-find-their-index-in-a-vector-or-a-matrix/

R vector

• length(vector)

– Python> len(List)

• names(vector)

• rownames(vector)

Python> element in List

• R> element %in% R-Vector

• R> !(element %in% R-Vector) (not in)

R matrix

R-Vector with Dimension

R-Matrix

• Constructor:

– matrix( ?? , nrow = ?? , ncol = ?? )

– as.matrix( ?? )

R-Matrix=R-Vector with Dimension

> x <- 1:15

> class(x)

[1] "integer"

> dim(x) <- c(3, 5)

> class(x)

[1] "matrix"

Names on Matrix

• Just as you can name indices in a vector you can (and should!) name columns and rows in a matrix with colnames(X) and rownames(X).

• E.g.

– colname(R-matrix) <- c(name_1,name_2,…)

– colname(R-matrix) [i] <- name_i

Functions on Matrix

• If X is a matrix apply(X, 1, f) is the result of applying f to each row of X; apply(X, 2, f) to the columns.

– Python> map(func,py-List)

Add Columns and Rows

• cbind

E.g.

> cbind(c(1,2,3),c(4,5,6))

• rbind

E.g.

> rbind(c(1,2,3),c(4,5,6))

Data Frame in R

Explicitly like a list

Explicitly like a list

• When can a list be made into a data.frame?

– Components must be vectors (numeric, character, logical) or factors.

– All vectors and factors must have the same lengths.

Python os and R

Python os.method

• getwd() (Python> os.getcwd() )

• setwd(Path) (Python> os.chdir(Path))

Control Structures and Looping

if

• if ( statement1 )

• statement2

• else if ( statement3 )

• statement4

• else if ( statement5 )

• statement6

• else

• statement8

swtich

• Switch (statement, list)

• Example:

> y <- "fruit"

> switch(y, fruit = "banana", vegetable = "broccoli", meat = "beef")

[1] "banana"

for

• for ( name in vector ) statement1

• E.g.

>.for ( ind in 1:10) { print(ind) }

while

• while ( statement1 ) statement2

repeat

• repeat statement

• The repeat statement causes repeated evaluation of the body until a break is specifically requested.

• When using repeat, statement must be a block statement. You need to both perform some computation and test whether or not to break from the loop and usually this requires two statements.

Functions in R

Create Function in R

• name <- function(arg_1, arg_2, ...) expression

• E.g.

– ADD <- function(a,b) a+b

– ADD <- function(a,b) {c<-a+b}

– ADD <- function(a,b) {c<-a+b;c}

– ADD <- function(a,b) {c<-a+b; return(c)}

– (All these functions are the same functions)

Function Return R-List

• To return more than one item, create a list using list()

• E.g.

– MyFnTest1 <- function(a,b) {c<-a+b;d<-a-b; list(r1=c,r2=d)}

– MyFnTest1 <- function(a,b) {c<-a+b;d<-a-b; return(list(r1=c,r2=d))}

– (These two functions are the same, too)

Python map(func,Py-List)

• apply series methods (to be continued.)

R Time Objects

R Basic Time Objects

• Basic Types

– Date

– POSIXct

– POSIXlt

• Constructors:

– as.Date

– as. POSIXct

– as. POSIXlt

as.POSIXct/ as.POSIXlt

• as. POSIXct( timestamp , origin , tz , …)

• E.g.

– as. POSIXct( timestamp , origin="1970-01-01",tz="CST“, …)

strftime / strptime

• "POSIXlt“/"POSIXct“ to Character

– strftime(x, format="", tz = "", usetz = FALSE, ...)

• Character to "POSIXlt“

– strptime(x, format, tz = "")

• E.g.

– strptime(… ,"%Y-%m-%d %H:%M:%S", tz="CST")

Time to Timestamp [Python> time.mktime(…)]

• as.numeric(POSIXlt Object)

• E.g.

– as.numeric(Sys.time())

R Graph

Types of Graphics

• Base

• Lattice

Base Graphics

• Use function such as

– plot

– barplot

– contour

– boxplot

– pie

– pairs

– persp

– image

Plot Arguments

• type = ???

• axes = FALSE : suppresses axes

• xlab = “str” : label of x-axis

• ylab = “str” : label of y-axis

• sub = “str” : subtitle appear under the x-axis

• main = “str” : title appear at top of plot

• xlim = c(lo,hi)

• ylim = c(lo,hi)

Plot’s type arg

• type =

– “p” : plots points

– “l” : plots a line

– “n” : plots nothing,

just creates the axes for later use

– “b” : plots both lines and points

– “o” : plot overlaid lines and points

– “h” : plots histogram-like vertical lines

– “s” : plots step-like lines

Plot Example

• R> plot(x=(1:20),y=(11:30),pch=1:20,col=1:20,main="plot",xlab="x-axis",ylab="y-axis",ylim=c(0,30))

• R> example(points)

pch

• 0:18: S-compatible vector symbols.

• 19:25: further R vector symbols.

• 26:31: unused (and ignored).

• 32:127: ASCII characters.

• 128:255 native characters only in a single-byte locale and for the symbol font. (128:159 are only used on Windows.)

• Ref: http://stat.ethz.ch/R-manual/R-devel/library/graphics/html/points.html

http://rgraphics.limnology.wisc.edu/

cex

• a numerical vector giving the amount by which plotting characters and symbols should be scaled relative to the default. This works as a multiple of par("cex"). NULL and NA are equivalent to 1.0. Note that this does not affect annotation: see below.

• E.g.

– points(c(6,2), c(2,1), pch = 5, cex = 3, col = "red")

– points(c(6,2), c(2,1), pch = 5, cex = 10, col = "red")

points, lines, text, abline

arrows

par/layout (Matlab> subplot)

• par(mfrow=c(m,n))

– Matlab> subplot(m,n,?)

pairs

• E.g.

– R> pairs(iris[,c(1,3,5)])

– R> example(pairs)

MISC. Code1 (Saving Graph)

• postscript("myfile.ps")

• plot(1:10)

• dev.off()

MISC. Code2 (Saving Graph)

• windows(record=TRUE, width=7, height=7)

• Last_30_TXF<-last(TXF,30)plt

• chartSeries(Last_30_TXF)

• savePlot(paste("Last30_",unlist(strsplit(filename,"\\."))[1],sep=""),type = "jpeg",device = dev.cur(),restoreConsole = TRUE)

可使用的顏色種類

• R> colors() 可以查出所有顏色

• 可搭配grep找尋想要的色系, 如

• R> grep("red",colors())

• Reference: • http://research.stowers-institute.org/efg/R/Color/Chart/

R xts

Tools for xts

• diff

• lag

My XTS’ Tools

• Integration_of_XTS

• Indexing_of_XTS

• XTS_Push_Events_Back

• Get_XTS_Local_Max

• Get_XTS_Local_Min

Basic Statistics Tools

R Statistical Models

Model Formulae

• formula(x, ...)

• as.formula(object, env = parent.frame())

• E.g.

– R> example(formula)

MISC. 1 Updating fitted models

• http://cran.r-project.org/doc/manuals/R-intro.html#Updating-fitted-models

R Packages

• library()

• search()

• loadedNamespaces()

• getAnywhere(Package_Name)

• http://cran.r-project.org/doc/manuals/R-intro.html#Namespaces

Random Number Generators

• rnorm

• runif

•

Regular Expression

Python Re Module

grep

• Pattern_Index <- grep(Pattern, Search_Vector)

• E.g. (quantmod中的 Cl function)

return(x[, grep("Close", colnames(x))])

• hits <- grep( pattern, x )

• Ref: Lecture5v1

R LibSVM (e1071)

http://www.csie.ntu.edu.tw/~cjlin/libsvm/R_example

R CR Tree Method (rpart)

Classification and Regression Tree

• http://www.statsoft.com/textbook/classification-and-regression-trees/

• http://www.stat.cmu.edu/~cshalizi/350/lectures/22/lecture-22.pdf

• http://www.stat.wisc.edu/~loh/treeprogs/guide/eqr.pdf

R Adaboost Package (adabag)

adaboost.M1

• 此函數的演算法使用 Freund and Schapire‘s Adaboost.M1 algorithm

• 其中 weak learner 的部分使用 CR Tree 也就是R中的 rpart package

adaboost.M1’s Training Data Form

• Label Column must be a factor object

(in source code)

fit <- rpart(formula = formula, weights = data$pesos, data = data[, -1], maxdepth = maxdepth)

flearn <- predict(fit, data = data[, -1], type = "class")

R IDE Tools

Reference

• http://en.wikipedia.org/wiki/R_(programming_language)

• http://jekyll.math.byuh.edu/other/howto/R/RE.shtml (Emacs)

• http://stat.ethz.ch/ESS/

Reference

Graph

• http://addictedtor.free.fr/graphiques/

• http://www.nd.edu/~steve/Rcourse/Lecture2v1.pdf

• http://addictedtor.free.fr/graphiques/

• http://www.evc-cit.info/psych018/r_intro/r_intro4.html

• http://www.r-tutor.com/r-introduction/data-frame

• http://msenux.redwoods.edu/math/R/dataframe.php

• http://www.nd.edu/~steve/Rcourse/Rnotes.html