对R中的组进行回归和预测 [英] Make regressions and predictions for groups in R

问题描述

我从实验中获得了以下data.frame d:

I have the following data.frame d from an experiment:

- Variable y (response, continuous)
- Factor f (500 levels)
- Time t (posixct)

在过去的8年中，每个f级别的y大约每个月测量一次(确切的日期为t).有时每月有2项措施，有时过了几个月却没有采取任何措施.

In the last 8 years, y was measured roughly once a month (exact date in t) for each level of f. Sometimes there are 2 measures per month, sometimes a couple of month passed without any measures.

很抱歉，没有提供示例数据，但是弥补了不规则的时间序列超出了我的R知识. ;)

Sorry for not providing example data, but making up unregular time series goes beyond my R knowledge. ;)

我想对这些数据进行以下操作:

I'd like to do the following with this data:

1. 对于每个级别的f，使用loess()函数(y ~ t)进行回归.
2. 对每个月的第一天和每个水平的f做出y的预测

1. make a regression using the loess() function (y ~ t), for each level of f
2. make a prediction of y for the first day of each month and each level of f

我想通过使用Hadleys回答此来解决的第一点

The first point I think I solved by using Hadleys answer to this question:

models <- dlply(d, "f", function(df) loess(y ~ as.numeric(t), data = df))

所以，现在我有一个models(类list)，每个f级别都有一个模型. 我还创建了一些时间，对于每个时间，我都希望为f的每个水平预测y:

So, now I have a models (class list), with a model for each level of f. I also created times for which I'd like to predict y for each level of f like this:

dates <- seq(min(t),max(t),"months")

但是，现在我仍然停留在如何为每个模型进行预测上.像这样的东西应该可以工作(伪代码):

But now I'm stuck on how to make predictions for each model. Something like this should work (pseudocode):

for each f in models
    p.f <- predict(models(f),dates)
    p.f.complete <- r.bind(p.f.comlete,p.f)
next f

因此，我想要这个data.frame:

As a result, I'd like to have this data.frame:

• y.predicted
• f
• t.predicted(=日期)

任何帮助将不胜感激.

Any help would be greatly appreciated.

推荐答案

要做的最复杂的事情是将函数设置为predict并使用lapply.这不是很难做到.

The most complicated thing to do is make the function to predict and ussing lapply. Which is not very hard to do.

dates <- data.frame(t = dates)
y.predicted <- lapply(models, function (x) predict(x, newdata = dates))

如果您要预测y.predicted，请使用

if you want to rbind y.predicted just use

y.predicted <- do.call(rbind, y.predicted)

HTH

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