I have an array of iterations in an MCMC algorithm. The rows represent draws from a distribution. The columns represent parameters (variables) in the distribution. For ease of exposition: assume two variables, five iterations. So I have:
> draws <- data.frame( iteration = c(1:5),
alpha = rnorm(5,0,1),
beta = rnorm(5,0,1))
iteration alpha beta
1 1 -0.3157940 0.2122465
2 2 1.0087298 -0.2346733
3 3 1.0366165 0.3472915
4 4 -2.4256564 0.9863279
5 5 -0.6089072 -1.1213000
When I melt the dataset, I get:
> melt(draws)
Using as id variables
variable value
1 iteration 1.0000000
2 iteration 2.0000000
3 iteration 3.0000000
4 iteration 4.0000000
5 iteration 5.0000000
6 alpha -0.1042616
7 alpha 1.0707001
8 alpha 0.2166865
9 alpha 0.0771617
10 alpha -0.8893614
11 beta -0.4846693
12 beta -1.5950729
13 beta -0.7178340
14 beta 1.0149766
15 beta -0.3128256
But I want to hold iteration out so that I get the equivalent of (hand edited):
> melt(draws)
Using as id variables
iteration variable value
1 1 alpha -0.1042616
2 2 alpha 1.0707001
3 3 alpha 0.2166865
4 4 alpha 0.0771617
5 5 alpha -0.8893614
6 1 beta -0.4846693
7 2 beta -1.5950729
8 3 beta -0.7178340
9 4 beta 1.0149766
10 5 beta -0.3128256
Supply the id variable to melt:
melt(draws, id = "iteration")
Gives:
iteration variable value
1 1 alpha -0.02765436
2 2 alpha -1.42138702
3 3 alpha 0.83525096
4 4 alpha -1.10677555
5 5 alpha 0.72465936
6 1 beta 0.59269720
7 2 beta -0.32164072
8 3 beta -1.31097204
9 4 beta 0.94993620
10 5 beta 0.20919169