I want to calculate a weighted mean of a huge dataset.
What I need is the following (for each row) and I have NA
s,
so I need to somehow incorporate na.rm = TRUE
.
I want the following to be calculated (for distance 1 to distance 10):
(distance1 * X1CityNumber + ... + distance10 * X10CityNumber) /
(X1CityNumber + ... + X10CityNumber)
I wrote the following code, but it is producing wrong numbers.
for (i in 1:378742) {
rcffull$distance[i] <- weighted.mean(cbind(rcffull$distance1[i],
rcffull$distance2[i],
rcffull$distance3[i],
rcffull$distance4[i],
rcffull$distance5[i],
rcffull$distance6[i],
rcffull$distance7[i],
rcffull$distance8[i],
rcffull$distance9[i],
rcffull$distance10[i]),
cbind(rcffull$X1CityNumber[i],
rcffull$X2CityNumber[i],
rcffull$X3CityNumber[i],
rcffull$X4CityNumber[i],
rcffull$X5CityNumber[i],
rcffull$X6CityNumber[i],
rcffull$X7CityNumber[i],
rcffull$X8CityNumber[i],
rcffull$X9CityNumber[i],
rcffull$X10CityNumber[i]),
na.rm = TRUE)
}
Any suggestions?
sample data with with fewer columns:
distance1 Weights1 distance2 Weights2
1 5 3 8 2
2 NA 2 3 3
3 5 NA 4 4
#desired output:
Mean distance
1 6.2 #= (5 * 3 + 8 * 2) / (3 + 2)
2 3.0 #= (3 * 3) / 3
3 3.0 #= (4 * 4) / 4
NA
happens in both weights and distances. When doing(d1 * w1 + d2 * w2) / (w1 + w2)
,NA
should be eliminated from both nominator and denominator and normalization of weights needs account for this.
dat <- structure(list(distance1 = c(5L, NA, 5L), Weights1 = c(3L, 2L, NA),
distance2 = c(8L, 3L, 4L), Weights2 = c(2L, 3L, 4L)), .Names = c("distance1",
"Weights1", "distance2", "Weights2"), class = "data.frame", row.names = c("1",
"2", "3"))
A <- as.matrix(dat[c(1, 3)]) ## distance columns
B <- as.matrix(dat[c(2, 4)]) ## weight columns
B[is.na(A)] <- 0
rowSums(A * B, na.rm = TRUE) / rowSums(B, na.rm = TRUE)
# 1 2 3
#6.2 3.0 4.0
Remark 1:
If there is no NA
in neither data and weights, just do
rowSums(A * B) / rowSums(B)
Remark 2:
Alternative way to deal with NA
: set all NA
in both data and weights to 0, then use rowSums
without na.rm
:
ind <- is.na(A) | is.na(B)
A[ind] <- 0
B[ind] <- 0
rowSums(A * B) / rowSums(B)
Remark 3:
NaN
can happen due to 0 / 0
, if there is no pair of non-NA
datum and non-NA
weight.
Remark 4:
weighted.mean
can only remove NA
s in data, not in weights. It is also undesired, as you want to do calculation for all rows. There is no "vectorized" solution with it; you have to do a slowish R-level loop.