在R中创建矩阵列表

Question

> fact.cov <- matrix(NA,ncol(fact.weight),ncol(fact.weight))

> for (row in 15:nrow(fact.weight)) {
    >> fact.cov[[row]] <- var(fact.wealth.return[(row-1):row,])
}

When I run this code I get the following error message:

Error in fact.cov[[row]] <- var(fact.wealth.return[(row - 1):row, ]) : 
  more elements supplied than there are to replace

For each point in time (row), I need to create a covariance matrix. Do someone knows how to do this?

Thank you in advance!

Answer 1

This could be helpful:

fact.cov <- list()
for (k in 15:fact.weight) {
 fact.cov[[k]] <- var(fact.wealth.return[(k-1):k,])    
};rm(k)

However, you should provide more details in order for your code to be reproduceable (eg what is fact.wealth.return or fact.weight ).

Answer 2

It's hard to tell what exactly you seek to accomplish without understanding your data. But you can easily create an empty list, and then assign a matrix to each of the list's elements, thus obtaining a list of matrices. I would encourage creating an empty list of determined size, because this is generally a better use of memory and can be faster.

listOfMatrices <- vector("list", 10)
for (i in 1:10) {
  listOfMatrices[[i]] <- matrix(NA, nrow=2, ncol=3)
}

The output of this will be a list of length 10 , and each element of this list will be a matrix with 2 rows and 3 columns. Each matrix will be populated by NA s.