[R] Using lapply or mapply

Mehta, Gaurang Gaurang.Mehta at royallondon.com
Fri Jul 29 17:14:29 CEST 2016


Hi Team,
I am new to using apply function in R.
I want to find out the empirical quantiles of all items in a list.


## Fitting Kernal Density function
Emp_Marginals<-apply(M_Diff_Final,2,kde)
### Simulated variables
Sim_Cop<-abs(rmvnorm(10000,mean=apply(M_Diff_Final,2,mean),sigma=cov(M_Diff_Final),method="chol"))
####Now I am trying to use mapply but no help

# Sim_Quantiles<-matrix(mapply(qkde,Sim_Cop,fhat=Emp_Marginals,SIMPLIFY = F),nrow=10,byrow=T)
#### Matrix Def

Sim_Quantiles<-matrix(0,nrow=nrow(Sim_Cop),ncol=ncol(Sim_Cop))

### The following code works but I want to avoid using for loops
for (j in 1:ncol(Sim_Quantiles)){
    for (i in 1:nrow(Sim_Cop)){
   Sim_Quantiles[i,j]<-qkde(Sim_Cop[i,j],Emp_Marginals[[j]])
    }
  }

Thanks and Regards,
Gaurang Mehta

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