[R] More efficient matrix computation
Sundar Dorai-Raj
sundar.dorai-raj at pdf.com
Tue Aug 31 19:02:38 CEST 2004
JTW wrote:
> I have a 20x3 matrix as follows:
>
>
>>m <- replicate(3, matrix(rnorm(20),20,1))
>
>
> I need to compute, say, 95th and 99th percentiles of
> each column such that the resulting matrix becomes 2x3
> with each row representing the respective percentile.
> My "best effort" is to compute one column at a time as
> follows:
>
>
>>quantile(m[,1], c(0.95, 0.99))
>
>
> To do the same for columns 2 and 3, I would simply
> change the column number accordingly. Clearly, this
> is not very efficient as I may have a large matrix
> (e.g., 100,000x500) to work with. Any help with the
> code is appreciated.
>
> Jack Wang
>
How about:
apply(m, 2, quantile, c(0.95, 0.99))
--sundar
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