lambda.tools (version 1.0.9)

samplerange: Sample sub-sequences from a sequence

Description

This is like the normal sample function but instead of a scalar, vector sub-sequences are extracted from the input.

Arguments

x

A one-dimensional or two-dimensional data structure

size

The number of sub-sequences to create

window

The length of the output vectors

...

Optional arguments for the sample.int function

Value

When a sequence is passed to samplerange a matrix is returned, where each column represents a sampled subsequence. Hence the dimensions of the matrix will be window by size.If a matrix is passed to samplerange then a list of sub-matrices is returned. Each sub-matrix will be of dimension window by ncol(x). The length of the resulting list will be size.In either case, each _column_ is independent.

Usage

samplerange(x, size, window, ...)

Details

Sometimes a sequence is auto-correlated. Attempting to construct a a sub-sequence by sampling from such a sequence will lose the auto-correlation embedded within the original sequence. The solution is to draw random sub-sequences from the original sequence, which is what this function does. This operation can be for both a sequence (i.e. a vector or array) or a matrix/data.frame. If the latter, a sub-matrix is selected such that the columns of the matrix are preserved. This behavior is consistent with time series data formats where a single series is represented by a column and each row represents a point in time. Hence, the 2D version will select sub-sequences in time, collecting all associated time series. Under the hood, this function relies on sample.int, so the behavior of the output can be controlled by passing additional arguments to sample.int, such as replace=TRUE.

Examples

# Extract seven sub-sequences, each with length 3
samplerange(1:20, 7, 3)

# This time use replacement
samplerange(1:20, 7, 3, replace=TRUE)

# Extract five sub-matrices with dimensions 2 by 4
samplerange(matrix(1:32, ncol=4), 5, 2)