如何将由`Loop`产生的不同矩阵写入单矩阵

问题描述

我有一个R函数，如下所示：

## Load packages and prepare multicore process
library(forecast)
library(future.apply)
plan(multisession)
library(parallel)
library(foreach)
library(doParallel)
n_cores <- detectCores()
cl <- makeCluster(n_cores)
registerDoParallel(cores = detectCores())
## simulate ARIMA(1,0)
#n=10; phi <- 0.6; order <- c(1,0)
bootstrap1 <- function(n,phi){
  ts <- arima.sim(n,model = list(ar=phi,order = c(1,0)),sd = 1)
  ########################################################
  ## create a vector of block sizes
  t <- length(ts)    # the length of the time series
  lb <- seq(n-2)+1   # vector of block sizes to be 1 < l < n (i.e to be between 1 and n exclusively)
  ########################################################
  ## This section create matrix to store block means
  BOOTSTRAP <- matrix(nrow = 1,ncol = length(lb))
  colnames(BOOTSTRAP) <-lb
  ########################################################
  ## This section use foreach function to do detail in the brace
  BOOTSTRAP <- foreach(b = 1:length(lb),.combine = 'cbind') %do%{
    l <- lb[b]# block size at each instance 
    m <- ceiling(t / l)                                 # number of blocks
    blk <- split(ts,rep(1:m,each=l,length.out = t))  # divides the series into blocks
    ######################################################
    res<-sample(blk,replace=T,10)        # resamples the blocks
    res.unlist <- unlist(res,use.names = FALSE)   # unlist the bootstrap series
    train <- head(res.unlist,round(length(res.unlist) - 10)) # Train set
    test <- tail(res.unlist,length(res.unlist) - length(train)) # Test set
    nfuture <- forecast::forecast(train,model = forecast::auto.arima(train),lambda=0,biasadj=TRUE,h = length(test))$mean        # makes the `forecast of test set
    RMSE <- Metrics::rmse(test,nfuture)      # RETURN RMSE
    BOOTSTRAP[b] <- RMSE
  }
  BOOTSTRAPS <- matrix(BOOTSTRAP,nrow = 1,ncol = length(lb))
  colnames(BOOTSTRAPS) <- lb
  BOOTSTRAPS
  return(list(BOOTSTRAPS))
}

使用以下R命令调用该函数：

set.seed(1,kind = "L'Ecuyer-CMRG")
for (i in 1:3)  { 
  print(bootstrap1(10,0.5))
}

我有

##$BOOTSTRAPS
##              2        3         4        5        6        7         8         9
##  [1,] 0.8920703 0.703974 0.6990448 0.714255 1.308236 0.809914 0.5315476 0.8175382
##$BOOTSTRAPS
##              2        3         4        5        6        7         8         9
##       [1,] 1.87805 1.432904 1.587332 2.233088 2.266381 1.838313 2.189185 1.154926
##$BOOTSTRAPS
##              2        3         4        5        6        7         8         9
##      [1,] 4.505243 4.417204 4.741331 4.791572 3.614339 3.946822 4.535057 3.571953

这就是我所期待的

##             2         3          4         5         6         7          8        9
##  [1,] 0.8920703 0.703974  0.6990448 0.714255  1.308236  0.809914  0.5315476 0.8175382
##  [2,] 1.87805   1.432904  1.587332  2.233088  2.266381  1.838313  2.189185  1.154926
##  [3,] 4.505243  4.417204  4.741331  4.791572  3.614339  3.946822  4.535057  3.571953

如何使我的R代码服从我的思想？我希望显示列标签。

解决方法

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