Search code examples
rmatrixreshapedata-manipulationreshape2

converting a covariance matrix to a data frame with covariance variables


A matrix cov_mat stores the covariances between variables:

        a_plane a_boat  a_train b_plane b_boat  b_train c_plane c_boat  c_train d_plane …
a_plane   4.419 -0.583    0.446  0.018  -1.291    3.159  -0.954  0.488    3.111   1.100 
a_boat   -0.583  2.636    1.813 -1.511  -0.420   -0.757   1.698  1.668    1.091   0.120 
a_train   0.446  1.813    2.668 -0.365  -0.183    1.040   1.347  1.813    0.806  -0.324 
b_plane   0.018 -1.511   -0.365  2.498   1.153    1.498  -0.465 -1.157   -0.775   0.133 
b_boat   -1.291 -0.420   -0.183  1.153   1.043   -0.194   0.243 -0.361   -0.981  -0.040 
b_train   3.159 -0.757    1.040  1.498  -0.194    4.153  -0.208  0.257    1.922   1.434 
c_plane  -0.954  1.698    1.347 -0.465   0.243   -0.208   1.791  0.909    0.259   0.394 
c_boat    0.488  1.668    1.813 -1.157  -0.361    0.257   0.909  2.290    1.572   0.269 
c_train   3.111  1.091    0.806 -0.775  -0.981    1.922   0.259  1.572    4.097   2.001 
d_plane   1.100  0.120   -0.324  0.133  -0.040    1.434   0.394  0.269    2.001   2.231 
…

final_need is a data frame with a row for each category of transportation (plane, boat, train) and a column for every possible covariance within a given category:

           aa       ab      ac     ad       ba     bb       bc     bd       ca     cb   …   <dd>
plane   4.419    0.018  -0.954  1.100    0.018  2.498   -0.465  0.133   -0.954  -0.465  …   
boat    2.636   -0.420   1.668  0.120   -0.420  1.043   -0.361  …               
train   …                                           
<…> 

To get from cov_mat to final_need, I've converted the file to an edgelist via igraph, then eliminated rows of that edgelist that included out-of-category covariance calculations (e.g.,a_planecovaries witha_boat`, but I could care less). Here's the result:

> head(cov_edgelist_slim)

   from      to covariance
a_plane a_plane      4.419
a_plane b_plane      0.018
a_plane c_plane     -0.954
a_plane d_plane      1.100
b_plane a_plane          …
…       …                …

I then try to use dcast() from reshape2, but am getting stuck on how to use the function to produce the final_need result. Any thoughts? If there's a simpler way than the one I'm heading down, I'm happy to hear it!


Solution

  • Here is another approach using base R:

    1. Extract the sub-matrix of covariances for each individual vehicle;
    2. Expand this sub-matrix to a vector;
    3. Combine the (row) vectors back into a matrix.

    The additional code is to get the right column names for final_need based on pasting together the combinations of the prefixes.

    ## sort row + colnames in alphabetical order
    cov_mat <- cov_mat[sort(rownames(cov_mat)), sort(colnames(cov_mat))]
    
    ## unique prefix and vehicle names
    prefix <- unique(sub("_\\w+$", "", colnames(cov_mat)))
    vehicNames <- unique(sub("^\\w+?_", "", colnames(cov_mat)))
    
    ## create final_need
    final_need <- t(sapply(vehicNames, function(vehic) {           
              indices <- grep(vehic, colnames(cov_mat))      
              as.vector(cov_mat[indices, indices])
            }))
    
    ## add prefix combinations as column names
    colnames(final_need) <- levels(interaction(prefix, prefix, sep = ""))
    
    final_need
    #>          aa     ba     ca     ab    bb     cb     ac     bc    cc
    #> boat  2.636 -0.420  1.668 -0.420 1.043 -0.361  1.668 -0.361 2.290
    #> plane 4.419  0.018 -0.954  0.018 2.498 -0.465 -0.954 -0.465 1.791
    #> train 2.668  1.040  0.806  1.040 4.153  1.922  0.806  1.922 4.097
    

    EDIT: the same can be done the other way around, i.e. extract the sub-matrix of covariances for each prefix combination and combine their diagonals back into a matrix (by column).

    ## create final_need by column
    final_need <- apply(expand.grid(prefix, prefix), 1, function(i) {
          row_ids <- grep(sprintf("^%s_", i[1]), rownames(cov_mat))
          col_ids <- grep(sprintf("^%s_", i[2]), colnames(cov_mat))
          cov_mat[cbind(row_ids, col_ids)]
        })
    
    ## add row + column names
    dimnames(final_need) <- list(vehicNames, levels(interaction(prefix, prefix, sep = "")))
    
    final_need
    #>          aa     ba     ca     ab    bb     cb     ac     bc    cc
    #> boat  2.636 -0.420  1.668 -0.420 1.043 -0.361  1.668 -0.361 2.290
    #> plane 4.419  0.018 -0.954  0.018 2.498 -0.465 -0.954 -0.465 1.791
    #> train 2.668  1.040  0.806  1.040 4.153  1.922  0.806  1.922 4.097