I'm trying to generate a data frame of simulated values from the student's t distribution using the standard stochastic equation. The function I use is as follows:
matgen<-function(means,chi,covariancematrix)
{
cols<-ncol(means);
normals<-mvrnorm(n=500,mu=means,Sigma = covariancematrix);
invgammas<-rigamma(n=500,alpha=chi/2,beta=chi/2);
gen<-as.data.frame(matrix(data=NA,ncol=cols,nrow=500));
i<-1;
while(i<=500)
{
gen[i,]<-t(means)+normals[i,]*sqrt(invgammas[i]);
i<=i+1;
}
return(gen);
}
If it's not clear, I'm trying to create an empty data frame, that takes in values in cols number of columns and 500 rows. The values are numeric, of course, and R tells me that in the 9th row:
gen<-as.data.frame(matrix(data=NA,ncol=cols,nrow=500));
There's an error: 'non-numeric matrix extent'.
I remember using as.data.frame()
to convert matrices into data frames in the past, and it worked quite smoothly. Even with numbers. I have been out of touch for a while, though, and can't seem to recollect or find online a solution to this problem. I tried is.numeric()
, as.numeric()
, 0s instead of NA there, but nothing works.
As Roland pointed out, one problem is, that col doesn't seem to be numeric. Please check if means is a dataframe or matrix, e.g. str(means). If it is, your code should not result in the error: 'non-numeric matrix extent'.
You also have some other issues in your code. I created a simplified example and pointed out the bugs I found as comments in the code:
library(MASS)
library(LearnBayes)
means <- cbind(c(1,2,3),c(4,5,6))
chi <- 10
matgen<-function(means,chi,covariancematrix)
{
cols <- ncol(means) # if means is a dataframe or matrix, this should work
normals <- rnorm(n=20,mean=100,sd=10) # changed example for simplification
# normals<-mvrnorm(n=20,mu=means,Sigma = covariancematrix)
# input to mu of mvrnorm should be a vector, see ?mvrnorm; but this means that ncol(means) is always 1 !?
invgammas<-rigamma(n=20,a=chi/2,b=chi/2) # changed alpha= to a and beta= to b
gen<-as.data.frame(matrix(data=NA,ncol=cols,nrow=20))
i<-1
while(i<=20)
{
gen[i,]<-t(means)+normals[i]*sqrt(invgammas[i]) # changed normals[i,] to normals [i], because it is a vector
i<-i+1 # changed <= to <-
}
return(gen)
}
matgen(means,chi,covariancematrix)
I hope this helps. P.S. You don't need ";" at the end of every line in R
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