Basic Terminology

Prerequisite

Install R from https://cran.r-project.org/, as well as an integrated development environment (IDE) (e.g., editor, build tools):

R (contributed) packages can be installed via either of the following versions.

  • Release versions:

    • comprehensive R Archive Network (CRAN): install.packages(“mypkg”);

    • bioconductor: devtools::install_bioc(“mypackage”) or BiocManager::install(“mypackage”).

  • Development versions:

To work with R,

  • create a script (a file, e.g. myscript.R) containing the R source code; and

  • run the script interactively by executing it line-by-line.

To run the current line, press Control+R or right-click and select Run line or selection. If you want to understand a command, enter ?command in R console.

This is a good practice: clean all objects from memory before using an R instance.

rm(list=ls(all=TRUE))

Creating objects

  • Scalars
scalar1 <- 1

Run the next line and the value of the object scalar1 appears in the R Console.

scalar1 
## [1] 1
  • Vectors
vector1 <- array(1,5)
vector1
## [1] 1 1 1 1 1
# ':' means 'to'
sequence1 <- 1:10
sequence1
##  [1]  1  2  3  4  5  6  7  8  9 10
sequence2 <- c(1,4,-7,10,-20)
sequence2
## [1]   1   4  -7  10 -20
sequence3 <- seq(1,10,by=2)
sequence3
## [1] 1 3 5 7 9
# repeat 5 twice
repeated1 <- rep(5,2)
repeated1
## [1] 5 5
# repeat 1:5 three times
repeated.sequence1 <- rep(1:5,3)
repeated.sequence1
##  [1] 1 2 3 4 5 1 2 3 4 5 1 2 3 4 5
# display the 5th element in the vector
sequence1[5] 
## [1] 5
# matrix of 4 by 5 
matrix1 <- array(1:20,c(4,5))
matrix1
##      [,1] [,2] [,3] [,4] [,5]
## [1,]    1    5    9   13   17
## [2,]    2    6   10   14   18
## [3,]    3    7   11   15   19
## [4,]    4    8   12   16   20
# matrix of 4 by 6 with all 8
matrix2 <- matrix(8,4,6)
matrix2
##      [,1] [,2] [,3] [,4] [,5] [,6]
## [1,]    8    8    8    8    8    8
## [2,]    8    8    8    8    8    8
## [3,]    8    8    8    8    8    8
## [4,]    8    8    8    8    8    8
# dimension of a matrix
dim(matrix1)
## [1] 4 5
dim(matrix2)
## [1] 4 6
# put vector1 as the last row of matrix1
matrix3 <- rbind(matrix1,vector1) 
matrix3
##         [,1] [,2] [,3] [,4] [,5]
##            1    5    9   13   17
##            2    6   10   14   18
##            3    7   11   15   19
##            4    8   12   16   20
## vector1    1    1    1    1    1
# display the 2nd row, 3rd column element of matrix
matrix3[2,3] 
##    
## 10
  • Strings
string1 <- "Hello!"
string1
## [1] "Hello!"
string2 <- c(string1, "Happy New Year.")
string2
## [1] "Hello!"          "Happy New Year."
# Combine string1 and string2 with "---" in between
string3 <- paste(string2,collapse="---") 
string3
## [1] "Hello!---Happy New Year."
# Name columns using labels
colnames(matrix3)
## NULL
labels <- c("A", "B", "C", "D", "E")
colnames(matrix3) <- paste("Column",labels,sep=" ") 
colnames(matrix3)
## [1] "Column A" "Column B" "Column C" "Column D" "Column E"
# Name rows using 1:5
rownames(matrix3) <- paste("Row",1:5,sep=" ") 
rownames(matrix3)
## [1] "Row 1" "Row 2" "Row 3" "Row 4" "Row 5"

Note: sep is different from collapse.

Basic calculations

  • Transpose
scalar1*matrix3
##       Column A Column B Column C Column D Column E
## Row 1        1        5        9       13       17
## Row 2        2        6       10       14       18
## Row 3        3        7       11       15       19
## Row 4        4        8       12       16       20
## Row 5        1        1        1        1        1
t(matrix3)  
##          Row 1 Row 2 Row 3 Row 4 Row 5
## Column A     1     2     3     4     1
## Column B     5     6     7     8     1
## Column C     9    10    11    12     1
## Column D    13    14    15    16     1
## Column E    17    18    19    20     1
  • Inverse
matrix3^-1 
##        Column A  Column B   Column C   Column D   Column E
## Row 1 1.0000000 0.2000000 0.11111111 0.07692308 0.05882353
## Row 2 0.5000000 0.1666667 0.10000000 0.07142857 0.05555556
## Row 3 0.3333333 0.1428571 0.09090909 0.06666667 0.05263158
## Row 4 0.2500000 0.1250000 0.08333333 0.06250000 0.05000000
## Row 5 1.0000000 1.0000000 1.00000000 1.00000000 1.00000000
  • Element-by-element multiplication
sqrt(matrix3)
##       Column A Column B Column C Column D Column E
## Row 1 1.000000 2.236068 3.000000 3.605551 4.123106
## Row 2 1.414214 2.449490 3.162278 3.741657 4.242641
## Row 3 1.732051 2.645751 3.316625 3.872983 4.358899
## Row 4 2.000000 2.828427 3.464102 4.000000 4.472136
## Row 5 1.000000 1.000000 1.000000 1.000000 1.000000
matrix4 <- matrix(0:24,5,5)
matrix4
##      [,1] [,2] [,3] [,4] [,5]
## [1,]    0    5   10   15   20
## [2,]    1    6   11   16   21
## [3,]    2    7   12   17   22
## [4,]    3    8   13   18   23
## [5,]    4    9   14   19   24
matrix3*matrix4  
##       Column A Column B Column C Column D Column E
## Row 1        0       25       90      195      340
## Row 2        2       36      110      224      378
## Row 3        6       49      132      255      418
## Row 4       12       64      156      288      460
## Row 5        4        9       14       19       24
  • Matrix algebra
matrix3%*%matrix4  
##       [,1] [,2] [,3] [,4] [,5]
## Row 1  130  355  580  805 1030
## Row 2  140  390  640  890 1140
## Row 3  150  425  700  975 1250
## Row 4  160  460  760 1060 1360
## Row 5   10   35   60   85  110

Consider a matrix from all rows and first three column of matrix4.

sequence3%*%matrix4
##      [,1] [,2] [,3] [,4] [,5]
## [1,]   70  195  320  445  570
sequence3%*%matrix4[,1:3] 
##      [,1] [,2] [,3]
## [1,]   70  195  320

Control flow

  • If Statement
if (scalar1>4) {
    print("Scalar bigger than 4")
} else print("Scalar smaller or equal 4")
## [1] "Scalar smaller or equal 4"
  • For and while loops
matrix5 <- matrix(0,nrow(matrix4),ncol(matrix4))
for (i in 1:nrow(matrix4)){
    for (j in 1:ncol(matrix4)){
        matrix5[i,j] <- matrix4[i,j]+i*j
    }
}
matrix5
##      [,1] [,2] [,3] [,4] [,5]
## [1,]    1    7   13   19   25
## [2,]    3   10   17   24   31
## [3,]    5   13   21   29   37
## [4,]    7   16   25   34   43
## [5,]    9   19   29   39   49
matrix5-matrix4 
##      [,1] [,2] [,3] [,4] [,5]
## [1,]    1    2    3    4    5
## [2,]    2    4    6    8   10
## [3,]    3    6    9   12   15
## [4,]    4    8   12   16   20
## [5,]    5   10   15   20   25

This is the while-loop equivalent to the for-loop above:

matrix6 <- matrix(0,nrow(matrix4),ncol(matrix4))
i <- 1
while (i<=nrow(matrix4)){
    j <- 1
    while (j<=nrow(matrix4)){
        matrix6[i,j] <- matrix4[i,j]+i*j
        j <- j+1
    }
    i <- i+1
}
matrix5-matrix6
##      [,1] [,2] [,3] [,4] [,5]
## [1,]    0    0    0    0    0
## [2,]    0    0    0    0    0
## [3,]    0    0    0    0    0
## [4,]    0    0    0    0    0
## [5,]    0    0    0    0    0

Random number generation

  • Generate random numbers from a normal distribution.
# draws 5 RV
rand.norm <- rnorm(5) 
rand.norm
## [1]  1.1301723 -0.4186777 -0.0580960  1.0231319  2.0580893
# draws 5 RV with mean 5 and standard dev. 3
rnorm(5,mean=5,sd=3) 
## [1] 9.526998 1.735784 4.829816 2.133680 9.639079
# density at the common cut-off 1.96 ~ 0.05
dnorm(1.96) 
## [1] 0.05844094
# cumulative distribution function
pnorm(-1.96) 
## [1] 0.0249979
# quantile function: the inverse of pnorm
qnorm(pnorm(-1.96)) 
## [1] -1.96
  • Generate random numbers from a student-t distribution.
# set degrees of freedom
dof <- 4

# draw 5 RV from Student t distribution 
rt(5, df=dof) 
## [1] -0.7986349  4.4072865  0.8818612 -1.7097332  0.5723438
# draw 5 RV from Student t distribution with non-centrality
rt(5, df=dof, ncp=7) 
## [1]  9.322826 13.398697 11.557315 18.687830  8.926331
# density at the common cut-off 1.96 
dt(1.96, df=dof)  
## [1] 0.06968985
# cumulative distribution function
pt(-1.96, df=dof)  
## [1] 0.06077732
# quantile function: the inverse of pnorm
qt(0.05, df=dof) # quantile 
## [1] -2.131847
  • Generate pseudo random numbers with/out replacement.
# without replacement
sample(1:10)
##  [1] 10  8  7  5  6  9  4  2  3  1
# with replacement
sample(1:10, replace=TRUE)
##  [1]  5  9  5  7 10  4  4  5  2  3
  • Control the draws (this is pseudo-random afterall).

The set.seed() function in R is used to create reproducible results when writing code that involves creating variables that take on random values. By using the set.seed() function, you guarantee that the same random values are produced each time you run the code.

your.choice <- 5
set.seed(your.choice)
rnorm(5)
## [1] -0.84085548  1.38435934 -1.25549186  0.07014277  1.71144087
# By calling the seed you stored, you can retrive the 5 numbers just generated. 
set.seed(your.choice)
rnorm(5)
## [1] -0.84085548  1.38435934 -1.25549186  0.07014277  1.71144087
# Without calling the seed number, you will get another 5 different random numbers 
rnorm(5)
## [1] -0.6029080 -0.4721664 -0.6353713 -0.2857736  0.1381082

Data and dates

R provides some data sets. For example, see available data sets.

data(Orange)  
Orange
##    Tree  age circumference
## 1     1  118            30
## 2     1  484            58
## 3     1  664            87
## 4     1 1004           115
## 5     1 1231           120
## 6     1 1372           142
## 7     1 1582           145
## 8     2  118            33
## 9     2  484            69
## 10    2  664           111
## 11    2 1004           156
## 12    2 1231           172
## 13    2 1372           203
## 14    2 1582           203
## 15    3  118            30
## 16    3  484            51
## 17    3  664            75
## 18    3 1004           108
## 19    3 1231           115
## 20    3 1372           139
## 21    3 1582           140
## 22    4  118            32
## 23    4  484            62
## 24    4  664           112
## 25    4 1004           167
## 26    4 1231           179
## 27    4 1372           209
## 28    4 1582           214
## 29    5  118            30
## 30    5  484            49
## 31    5  664            81
## 32    5 1004           125
## 33    5 1231           142
## 34    5 1372           174
## 35    5 1582           177

See available objects in this R instance’s memory (ls=list of objects).

ls()
##  [1] "dof"                "i"                  "j"                 
##  [4] "labels"             "matrix1"            "matrix2"           
##  [7] "matrix3"            "matrix4"            "matrix5"           
## [10] "matrix6"            "Orange"             "rand.norm"         
## [13] "repeated.sequence1" "repeated1"          "scalar1"           
## [16] "sequence1"          "sequence2"          "sequence3"         
## [19] "string1"            "string2"            "string3"           
## [22] "vector1"            "your.choice"

Convert part of Orange to time series.

Orange1TS <- ts(Orange[1:6,], start=c(1995, 1), frequency=1)  
Orange1TS
## Time Series:
## Start = 1995 
## End = 2000 
## Frequency = 1 
##      Tree  age circumference
## 1995    2  118            30
## 1996    2  484            58
## 1997    2  664            87
## 1998    2 1004           115
## 1999    2 1231           120
## 2000    2 1372           142

Some basic ts commands.

start(Orange1TS)
## [1] 1995    1
end(Orange1TS)
## [1] 2000    1
# next data - previous data
diff(Orange1TS[,3]) 
## Time Series:
## Start = 1996 
## End = 2000 
## Frequency = 1 
## [1] 28 29 28  5 22
# Look at the result in R console
lag(Orange1TS[,3],2) 
## Time Series:
## Start = 1993 
## End = 1998 
## Frequency = 1 
## [1]  30  58  87 115 120 142
cbind(Orange1TS,diff(Orange1TS[,3]),lag(Orange1TS[,3],2))
## Time Series:
## Start = 1993 
## End = 2000 
## Frequency = 1 
##      Orange1TS.Tree Orange1TS.age Orange1TS.circumference diff(Orange1TS[, 3])
## 1993             NA            NA                      NA                   NA
## 1994             NA            NA                      NA                   NA
## 1995              2           118                      30                   NA
## 1996              2           484                      58                   28
## 1997              2           664                      87                   29
## 1998              2          1004                     115                   28
## 1999              2          1231                     120                    5
## 2000              2          1372                     142                   22
##      lag(Orange1TS[, 3], 2)
## 1993                     30
## 1994                     58
## 1995                     87
## 1996                    115
## 1997                    120
## 1998                    142
## 1999                     NA
## 2000                     NA

Writing functions

R makes writing user-defined function very easy. This makes sense whenever you have to repeat a specific sequence of commands on similar objects. Commenting is very useful to remind you of what a function 1) needs as input, 2) does and 3) gives out.

summarize.matrix <- function(mat){
    # Plots columns of a matrix into one graph and returns summary statistics
    nc <- ncol(mat)
    dev.new()
    plot(mat[,1], type="l", ylim=c(min(mat),max(mat))) 
      # Plot the first column of mat using line. Set the y axis between maximum and minimum values
    if (nc>1) for (j in 2:nc) lines(mat[,j],col=j)
    legend("bottomleft",paste("Column",1:nc,sep=" "), col=1:nc, lty=1, cex=.8)
    return(summary(mat))
}

summarize.matrix(matrix1)
##        V1             V2             V3              V4              V5       
##  Min.   :1.00   Min.   :5.00   Min.   : 9.00   Min.   :13.00   Min.   :17.00  
##  1st Qu.:1.75   1st Qu.:5.75   1st Qu.: 9.75   1st Qu.:13.75   1st Qu.:17.75  
##  Median :2.50   Median :6.50   Median :10.50   Median :14.50   Median :18.50  
##  Mean   :2.50   Mean   :6.50   Mean   :10.50   Mean   :14.50   Mean   :18.50  
##  3rd Qu.:3.25   3rd Qu.:7.25   3rd Qu.:11.25   3rd Qu.:15.25   3rd Qu.:19.25  
##  Max.   :4.00   Max.   :8.00   Max.   :12.00   Max.   :16.00   Max.   :20.00
summarize.matrix(matrix2)
##        V1          V2          V3          V4          V5          V6   
##  Min.   :8   Min.   :8   Min.   :8   Min.   :8   Min.   :8   Min.   :8  
##  1st Qu.:8   1st Qu.:8   1st Qu.:8   1st Qu.:8   1st Qu.:8   1st Qu.:8  
##  Median :8   Median :8   Median :8   Median :8   Median :8   Median :8  
##  Mean   :8   Mean   :8   Mean   :8   Mean   :8   Mean   :8   Mean   :8  
##  3rd Qu.:8   3rd Qu.:8   3rd Qu.:8   3rd Qu.:8   3rd Qu.:8   3rd Qu.:8  
##  Max.   :8   Max.   :8   Max.   :8   Max.   :8   Max.   :8   Max.   :8
summarize.matrix(matrix3)
##     Column A      Column B      Column C       Column D       Column E 
##  Min.   :1.0   Min.   :1.0   Min.   : 1.0   Min.   : 1.0   Min.   : 1  
##  1st Qu.:1.0   1st Qu.:5.0   1st Qu.: 9.0   1st Qu.:13.0   1st Qu.:17  
##  Median :2.0   Median :6.0   Median :10.0   Median :14.0   Median :18  
##  Mean   :2.2   Mean   :5.4   Mean   : 8.6   Mean   :11.8   Mean   :15  
##  3rd Qu.:3.0   3rd Qu.:7.0   3rd Qu.:11.0   3rd Qu.:15.0   3rd Qu.:19  
##  Max.   :4.0   Max.   :8.0   Max.   :12.0   Max.   :16.0   Max.   :20
summarize.matrix(matrix4)
##        V1          V2          V3           V4           V5    
##  Min.   :0   Min.   :5   Min.   :10   Min.   :15   Min.   :20  
##  1st Qu.:1   1st Qu.:6   1st Qu.:11   1st Qu.:16   1st Qu.:21  
##  Median :2   Median :7   Median :12   Median :17   Median :22  
##  Mean   :2   Mean   :7   Mean   :12   Mean   :17   Mean   :22  
##  3rd Qu.:3   3rd Qu.:8   3rd Qu.:13   3rd Qu.:18   3rd Qu.:23  
##  Max.   :4   Max.   :9   Max.   :14   Max.   :19   Max.   :24
summarize.matrix(matrix5)
##        V1          V2           V3           V4           V5    
##  Min.   :1   Min.   : 7   Min.   :13   Min.   :19   Min.   :25  
##  1st Qu.:3   1st Qu.:10   1st Qu.:17   1st Qu.:24   1st Qu.:31  
##  Median :5   Median :13   Median :21   Median :29   Median :37  
##  Mean   :5   Mean   :13   Mean   :21   Mean   :29   Mean   :37  
##  3rd Qu.:7   3rd Qu.:16   3rd Qu.:25   3rd Qu.:34   3rd Qu.:43  
##  Max.   :9   Max.   :19   Max.   :29   Max.   :39   Max.   :49

For example, concerning “data(Orange)”,

summarize.matrix(Orange1TS)
##       Tree        age         circumference   
##  Min.   :2   Min.   : 118.0   Min.   : 30.00  
##  1st Qu.:2   1st Qu.: 529.0   1st Qu.: 65.25  
##  Median :2   Median : 834.0   Median :101.00  
##  Mean   :2   Mean   : 812.2   Mean   : 92.00  
##  3rd Qu.:2   3rd Qu.:1174.2   3rd Qu.:118.75  
##  Max.   :2   Max.   :1372.0   Max.   :142.00

More

Much has been programmed before and is provided for free in packages. You need to install them, but the common ones are already available on LSE computers. Load them using library("packagename"):

library(QRM) # This is the collection of data and functions we will focus on
## Warning: package 'QRM' was built under R version 4.4.2
## Warning: package 'mvtnorm' was built under R version 4.4.2
## Warning: package 'timeSeries' was built under R version 4.4.2

See the code of a self-defined function or a function from a package by typing in its name:

summarize.matrix
## function (mat) 
## {
##     nc <- ncol(mat)
##     dev.new()
##     plot(mat[, 1], type = "l", ylim = c(min(mat), max(mat)))
##     if (nc > 1) 
##         for (j in 2:nc) lines(mat[, j], col = j)
##     legend("bottomleft", paste("Column", 1:nc, sep = " "), col = 1:nc, 
##         lty = 1, cex = 0.8)
##     return(summary(mat))
## }
## <bytecode: 0x000002c72042e548>
QQplot
## function (x, a = 0.5, reference = c("normal", "exp", "student"), 
##     ...) 
## {
##     n <- length(x)
##     reference <- match.arg(reference)
##     plot.points <- ppoints(n, a)
##     func <- switch(reference, normal = qnorm, exp = qexp, student = qt)
##     xp <- func(plot.points, ...)
##     y <- sort(x)
##     plot(xp, y, xlab = paste("Theoretical", reference), ylab = "Empirical")
##     invisible(list(x = x, y = y))
## }
## <bytecode: 0x000002c72d2c0b30>
## <environment: namespace:QRM>

For more information, references and examples add a ‘?’, e.g. ‘?QQplot’.

QQplot(rexp(1000), reference = "exp", rate = 0.3)

You can find much reading material online for free. Some good reads can be: