[Rcpp-devel] Easy way to subset a matrix

[Noah Silverman]

Nice suggestion, but it may not work for what I'm trying to do.

I'm building up a matrix of values over a time series as part of a big loop.  At certain iterations, I need to calculate some summary statistics on a few things.  In R, it is trivial to subset any part of a matrix.  Not sure to do that in Rcpp.


--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095

On Sep 20, 2011, at 10:09 PM, Zarrar Shehzad wrote:

> I am not sure if there are native functions in Rcpp but you could use RcppArmadillo to solve your problem.
> 
> So say Xs = x:
> 
> // Convert from SEXP => Rcpp => Arma
> Rcpp::NumericMatrix Xr(Xs);
> arma::mat X(Xr.begin(), Xr.nrow(), Xr.ncol(), false);
> 
> // Get subset of matrix and calculate variance
> // (i.e., do var(x[3:10,5]))
> arma::var( X.submat(3, 10, 5, 5) );
> 
> The armadillo docs are really nice so you can see those for more info on the var and submat functions.
> 
> Cheers
> Zarrar
> 
> On Wed, Sep 21, 2011 at 12:16 AM, Noah Silverman <noahsilverman at ucla.edu> wrote:
> Hello,
> 
> I want to calculate the variance of a subset of a matrix column.
> 
> For example, if I wanted the variance of items 3-10 in column 5.
> 
> In R, this would be:
> 
> x <- matrix(rnorm(100), nrow=10, ncol=10)
> varx <- var(x[3:10,5])
> 
> In Rcpp, I can construct a matrix object Rcpp::NumericMatrix x
> The var function is available thanks to the great Sugar implementation
> 
> But, how can I easily reference a subset of a column to calculate the variance?
> 
> Ideas?
> 
> 
> --
> Noah Silverman
> UCLA Department of Statistics
> 8117 Math Sciences Building #8208
> Los Angeles, CA 90095
> 
> 
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