快速函数，用于在R中以矩阵形式生成引导程序样本 [英] fast function for generating bootstrap samples in matrix forms in R

问题描述

我有一个矩阵A，我想从A的每一列中抽取样本并构造新的矩阵.例如:

I have a matrix A, and I would like to draw samples from each column of A and construct new matrices. For example:

A = matrix(seq(1,9),3,3)

因此要获得第一个引导矩阵，我将从A的第一列进行替换(3次)采样，即1,2,3，从，即4,5,6，并从A的第三列(即7,8,9)中进行替换(3次)采样.之后，我通过组合三个引导程序向量来重构第一引导程序矩阵B1.我将重复此过程B = 199次，以便可以使用引导矩阵B1，...，B199.

so to get the 1st bootstrap matrix, I would sample with replacement (3 times) from the first column of A, i.e. 1,2,3, sample with replacement (3 times) from the second column of A, i.e. 4,5,6, and sample with replacement (3 times) from the third column of A, i.e. 7,8,9. After that, I re-construct the 1st bootstrap matrix B1 by combining the three bootstrap vectors. I will repeat this procedure for B=199 times, so that bootstrap matrices B1,...,B199 will be available.

我的问题是，如何使该程序运行更快?我应该使用哪个功能?我知道apply本质上涉及for循环，因此不能保证速度. do.call怎么样?谢谢！

My question is, how can I make this program run faster? Which function should I use? I know apply involves essentially for loops so the speed is not guaranteed. How about do.call? Thanks!

推荐答案

您可以使用replicate和apply:

A <- matrix(seq(1,9),3,3)

B <- 199

replicate(B, apply(A, 2, sample, replace = TRUE))

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