[R] Filling a covariance matrix

emorway emorway at usgs.gov
Tue Oct 23 17:59:09 CEST 2012

useRs – 
I’m working with the attached data that contains one year’s worth of
sub-daily observations of flow (“Q”) and specific conductance (“SC”, a
surrogate for concentration) at a point in a stream.  The R code posted
below shows the extent of data processing thus far.  My goal is to create a
covariance matrix that takes on the following form:
      Q1 Q2 … Q365  SC1 SC2 … SC365

Where the covariance between Q1 (flow on day 1) & Q2 (flow on day 2) is
determined using the sub-daily data contained in the variable ‘x’ of the R
code below.  Similarly, the covariance between Q1 & SC1 (specific
conductance on day 1) would be made using the sub-daily observations of flow
and specific conductance.  Covariance between observations that are more
than 5 days distant from one another are likely meaningless.  Thus, the
covariance matrix should reflect this limitation with zeros.  For example,
the covariance between Q1 & Q6, or between Q1 & SC6, or between SC359
(specific conductance on day 359) & SC365 (specific conductance on day 365)
would be zero as these observations are more than 5 days apart.  Here is the
R code that reads the attached files containing Q and SC and puts the
processed data into ‘x’:



Q_subDaily$datetime.str <- paste(Q_subDaily$date, Q_subDaily$time)
SC_subDaily$datetime.str <- paste(SC_subDaily$date, SC_subDaily$time)

fmt <- "%Y%m%d %H%M%S"
xQ <- xts(as.matrix(Q_subDaily["Q"]), as.POSIXct(Q_subDaily$datetime.str,
xSC <- xts(as.matrix(SC_subDaily["SC"]),
as.POSIXct(SC_subDaily$datetime.str, format=fmt))

x <- merge(xQ,xSC)

And here’s where I’m stuck, I’m not sure how to create the covariance matrix
I’ve described above?  I would appreciate and greatly benefit from the sort
of help often found in the useR community.

View this message in context: http://r.789695.n4.nabble.com/Filling-a-covariance-matrix-tp4647170.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list