# 2. Numeric vectors#

This open-access textbook is, and will remain, freely available for everyone’s enjoyment (also in PDF; a paper copy can also be ordered). It is a non-profit project. Although available online, it is a whole course, and should be read from the beginning to the end. Refer to the Preface for general introductory remarks. Any bug/typo reports/fixes are appreciated. Make sure to check outMinimalist Data Wrangling with Python[26] too.

In this chapter, we discuss the uttermost common operations
on numeric vectors. They are so fundamental that we will also find them
in other scientific computing environments, including Python
with **numpy** or **tensorflow**,
Julia, MATLAB, GNU Octave, or Scilab.

At first blush, the number of functions we are going to explore may seem quite large. Still, the reader is kindly asked to place some trust (a rare thing these days) in yours truly. It is because our selection is comprised only of the most representative and educational amongst the plethora of possible choices. More complex building blocks can often be reduced to a creative combination of the former or be easily found in a number of additional packages or libraries (e.g., GNU GSL [28]).

A solid understanding of base R programming is crucial for dealing with
popular packages (such as **data.table**, **dplyr**,
or **caret**). Most importantly, base R’s API is *stable*.
Hence, the code we compose today will most likely work the same way in
ten years. It is often not the case when we rely on external add-ons.

In the sequel, we will be advocating a minimalist, keep-it-simple approach to the art of programming data processing pipelines, one that is a healthy balance between “doing it all by ourselves”, “minimising the information overload”, “being lazy”, and “standing on the shoulders of giants”.

Note

The exercises that we suggest below are all self-contained unless explicitly
stated otherwise. The use of language constructs that are yet to be formally
introduced (in particular, **if**, **for**,
and **while** explained in Chapter 8)
is not just unnecessary: it is discouraged.
Moreover, we recommend against taking shortcuts
by looking up partial solutions on the internet.
Rather, to get the most out of this course,
we should be seeking relevant information within the current and
preceding chapters as well as the R help system.

## 2.1. Creating numeric vectors#

### 2.1.1. Numeric constants#

The simplest numeric vectors are those of length one:

```
-3.14
## [1] -3.14
1.23e-4
## [1] 0.000123
```

The latter is in what we call *scientific notation*,
which is a convenient means of entering numbers of very
large or small orders of magnitude.
Here, “`e`

” stands for “… times 10 to the power of…”.
Therefore, `1.23e-4`

is equal to \(1.23\times 10^{-4}=0.000123\).
In other words, given \(1.23\), we move the decimal separator by
four digits towards the left, adding zeroes if necessary.

In real life, some information items may be inherently or temporarily
missing, unknown, or `N`

ot `A`

vailable. As R is orientated towards data
processing, it was equipped with a special indicator:

```
NA_real_ # numeric NA (missing value)
## [1] NA
```

It is similar to the *Null* marker in database query languages such as SQL.
Note that `NA_real_`

is displayed simply as “`NA`

”, chiefly for readability.

Moreover, `Inf`

denotes infinity, \(\infty\), i.e., an element that is
larger than the largest representable double-precision (64 bit)
floating point value.
Also, `NaN`

stands for *not-a-number*, which is returned as the result
of some illegal operations, e.g., \(0/0\) or \(\infty-\infty\).

Below we provide a few ways to create numeric vectors with possibly more than one element.

### 2.1.2. Concatenating vectors with **c**#

First, the **c** function can be used to *c*ombine (concatenate)
many numeric vectors, each of any length. It results in a single object:

```
c(1, 2, 3) # three vectors of length one –> one vector of length three
## [1] 1 2 3
c(1, c(2, NA_real_, 4), 5, c(6, c(7, Inf)))
## [1] 1 2 NA 4 5 6 7 Inf
```

Note

Running **help**`("c")`

, we will see that its usage is like
**c**`(...)`

. In the current context,
this means that the **c** function
takes an arbitrary number of arguments.
In Section 9.4.6, we will study
the dot-dot-dot (ellipsis) parameter in more detail.

### 2.1.3. Repeating entries with **rep**#

Second, **rep** *rep*licates the elements
in a vector a given number of times.

```
rep(1, 5)
## [1] 1 1 1 1 1
rep(c(1, 2, 3), 4)
## [1] 1 2 3 1 2 3 1 2 3 1 2 3
```

In the second case, the whole vector (1, 2, 3) has been *recycled*
(tiled) four times. Interestingly, if the second argument is a vector
of the same length as the first one, the behaviour will be different:

```
rep(c(1, 2, 3), c(2, 1, 4))
## [1] 1 1 2 3 3 3 3
rep(c(1, 2, 3), c(4, 4, 4))
## [1] 1 1 1 1 2 2 2 2 3 3 3 3
```

Here, *each* element is repeated the *corresponding* number of times.

Calling **help**`("rep")`

, we find that the function’s usage
is like **rep**`(x, ...)`

. It is rather peculiar.
However, reading further, we discover that the ellipsis (dot-dot-dot)
may be fed with one of the following parameters:

`times`

,`length.out`

[1],`each`

.

So far, we have been playing with `times`

,
which is listed second in the parameter list (after `x`

, the vector
whose elements are to be repeated).

Important

It turns out that the following function calls are all equivalent:

```
rep(c(1, 2, 3), 4) # positional matching of arguments: `x`, then `times`
rep(c(1, 2, 3), times=4) # `times` is the second argument
rep(x=c(1, 2, 3), times=4) # keyword arguments of the form name=value
rep(times=4, x=c(1, 2, 3)) # keyword arguments can be given in any order
rep(times=4, c(1, 2, 3)) # mixed positional and keyword arguments
```

We can also pass `each`

or `length.out`

,
but their names must be mentioned explicitly:

```
rep(c(1, 2, 3), length.out=7)
## [1] 1 2 3 1 2 3 1
rep(c(1, 2, 3), each=3)
## [1] 1 1 1 2 2 2 3 3 3
rep(c(1, 2, 3), length.out=7, each=3)
## [1] 1 1 1 2 2 2 3
```

Note

Whether it was a good programming practice to actually implement a range of
varied behaviours inside a single function is a matter of taste.
On the one hand, in all of the examples above, we *do* repeat the input
elements somehow, so remembering just one function name is really
convenient. Nevertheless, a drastic change in the repetition pattern
depending, e.g., on the length of the `times`

argument can be bug-prone.
Anyway, we have been warned[2].

Zero-length vectors are possible too:

```
rep(c(1, 2, 3), 0)
## numeric(0)
```

Even though their handling might be a little tricky, we will later see that they are indispensable in contexts like “create an empty data frame with a specific column structure”.

Also, note that R often allows for partial matching of named arguments, but its use is a bad programming practice; see Section 15.4.4 for more details.

```
rep(c(1, 2, 3), len=7) # not recommended (see later)
## Warning in rep(c(1, 2, 3), len = 7): partial argument match of 'len' to
## 'length.out'
## [1] 1 2 3 1 2 3 1
```

We see the warning only because
we have set **options**`(warnPartialMatchArgs=TRUE)`

in our environment. It is not used by default.

### 2.1.4. Generating arithmetic progressions with **seq** and `**:**`#

Third, we can call the **seq** function
to create a sequence of equally-spaced numbers
on a linear scale, i.e., an arithmetic progression.

```
seq(1, 15, 2)
## [1] 1 3 5 7 9 11 13 15
```

From the function’s help page, we discover that **seq** accepts
the `from`

, `to`

, `by`

, and `length.out`

arguments, amongst others.
Thus, the above call is equivalent to:

```
seq(from=1, to=15, by=2)
## [1] 1 3 5 7 9 11 13 15
```

Note that `to`

actually means “up to”:

```
seq(from=1, to=16, by=2)
## [1] 1 3 5 7 9 11 13 15
```

We can also pass `length.out`

instead of `by`

.
In such a case, the increments or decrements will be computed via the formula
`((to - from)/(length.out - 1))`

. This *default value*
is reported in the *Usage* section of **help**`("seq")`

.

```
seq(1, 0, length.out=5)
## [1] 1.00 0.75 0.50 0.25 0.00
seq(length.out=5) # default `from` is 1
## [1] 1 2 3 4 5
```

Arithmetic progressions with steps equal to 1 or -1
can also be generated via the `**:**` operator.

```
1:10 # seq(1, 10) or seq(1, 10, 1)
## [1] 1 2 3 4 5 6 7 8 9 10
-1:10 # seq(-1, 10) or seq(-1, 10, 1)
## [1] -1 0 1 2 3 4 5 6 7 8 9 10
-1:-10 # seq(-1, -10) or seq(-1, -10, -1)
## [1] -1 -2 -3 -4 -5 -6 -7 -8 -9 -10
```

Let us highlight the order of precedence of this operator:
`-1:10`

means `(-1):10`

, and not `-(1:10)`

;
compare Section 2.4.3.

Take a look at the manual page of **seq_along** and
**seq_len**. Determine
Having **seq**[3] at hand,
determine whether they can easily be done without.

### 2.1.5. Generating pseudorandom numbers#

We can also generate sequences drawn independently from a range of univariate probability distributions.

```
runif(7) # uniform U(0, 1)
## [1] 0.287578 0.788305 0.408977 0.883017 0.940467 0.045556 0.528105
rnorm(7) # normal N(0, 1)
## [1] 1.23950 -0.10897 -0.11724 0.18308 1.28055 -1.72727 1.69018
```

These correspond to seven pseudorandom deviates following the uniform distribution on the unit interval (i.e., \((0, 1)\)) and the standard normal distribution (i.e., with expectation 0 and standard deviation 1), respectively; compare Figure 2.3.

For more *named* distribution classes frequently occur in various
real-world statistical modelling exercises, see
Section 2.3.4.

Another worthwhile function picks items from a given vector, either with or without replacement:

```
sample(1:10, 20, replace=TRUE) # 20 with replacement (allow repetitions)
## [1] 3 3 10 2 6 5 4 6 9 10 5 3 9 9 9 3 8 10 7 10
sample(1:10, 5, replace=FALSE) # 5 without replacement (do not repeat)
## [1] 9 3 4 6 1
```

The distribution of the sampled values does not need to be uniform;
the `prob`

argument may be fed with a vector of the corresponding
probabilities. For example, here are 20 independent realisations
of the random variable \(X\) such that
\(\Pr(X=0)=0.9\) (the probability that we obtain 0 is equal to 90%)
and \(\Pr(X=1)=0.1\):

```
sample(0:1, 20, replace=TRUE, prob=c(0.9, 0.1))
## [1] 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1
```

Note

If `n`

is a single number (a numeric vector of length 1), then
**sample**`(n, ...)`

is equivalent to
**sample**`(1:n, ...)`

. Similarly,
**seq**`(n)`

is a synonym for **seq**`(1, n)`

or **seq**`(1, `

**length**`(n))`

,
depending on the length of `n`

.
This is a dangerous behaviour that can occasionally backfire
and lead to bugs (check what happens when `n`

is, e.g., 0).
Nonetheless, we have been warned. From now on, we are going to
be extra careful (but are we really?).
Read more at **help**`("sample")`

and **help**`("seq")`

.

Let us stress that the numbers we obtain are merely *pseudo*random
because they are generated algorithmically.
R uses the Mersenne-Twister MT19937 method [46] by default;
see **help**`("RNG")`

and [21, 29, 42].
By setting the *seed* of the random number generator, i.e., resetting
its state to a given one, we can obtain results
that are *reproducible*.

```
set.seed(12345) # seeds are specified with integers
sample(1:10, 5, replace=TRUE) # a,b,c,d,e
## [1] 3 10 8 10 8
sample(1:10, 5, replace=TRUE) # f,g,h,i,j
## [1] 2 6 6 7 10
```

Setting the seed to the one used previously gives:

```
set.seed(12345)
sample(1:10, 5, replace=TRUE) # a,b,c,d,e
## [1] 3 10 8 10 8
```

We did not(?) expect that! And now for something completely different:

```
set.seed(12345)
sample(1:10, 10, replace=TRUE) # a,b,c,d,e,f,g,h,i,j
## [1] 3 10 8 10 8 2 6 6 7 10
```

Reproducibility is a crucial feature of each truly scientific experiment. The same initial condition (here: the same seed) leads to exactly the same outcomes.

Note

Some claim that the only unsuspicious seed is 42 but in matters of taste, there can be no disputes. Everyone can use their favourite picks: yours truly savours 123, 1234, and 12345 as well.

When performing many runs of Monte Carlo experiments,
it may also be a clever idea to call **set.seed**`(i)`

in the \(i\)-th iteration of a simulation we are trying to program.

We should ensure that our seed settings are applied consistently across all our scripts. Otherwise, we might be accused of tampering with evidence. For instance, here is the ultimate proof that we are very lucky today:

```
set.seed(1679619) # totally unsuspicious, right?
sample(0:1, 20, replace=TRUE) # so random
## [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
```

This is exactly why reproducible scripts and auxiliary data should be published alongside all research reports or papers. Only open, transparent science can be fully trustworthy.

If **set.seed** is not called explicitly,
and the random state is not restored from the previously saved R session
(see Chapter 16), then the random generator is initialised
based on the current wall time and the identifier of the running R instance
(PID). This may justify the impression that the numbers we generate appear
surprising.

To understand the “pseudo” part of the said randomness better, in Section 8.3, we will build a very simple random generator ourselves.

### 2.1.6. Reading data with **scan**#

An example text file named
`euraud-20200101-20200630.csv`

gives the EUR to AUD exchange rates
(how many Australian Dollars can we buy for 1 Euro)
from 1 January to 30 June 2020 (remember COVID-19?). Let us preview
the first couple of lines:

```
# EUR/AUD Exchange Rates
# Source: Statistical Data Warehouse of the European Central Bank System
# https://www.ecb.europa.eu/stats/policy_and_exchange_rates/
# (provided free of charge)
NA
1.6006
1.6031
NA
```

The four header lines that begin with “`#`

” merely serve as
comments for us humans. They should be ignored by the interpreter.
The first “real” value, `NA`

, corresponds to 1 January
(Wednesday, New Year’s Day; Forex markets were closed,
hence a missing observation).

We can invoke the **scan** function to read all the inputs
and convert them to a single numeric vector:

```
scan(paste0("https://github.com/gagolews/teaching-data/raw/",
"master/marek/euraud-20200101-20200630.csv"), comment.char="#")
## [1] NA 1.6006 1.6031 NA NA 1.6119 1.6251 1.6195 1.6193 1.6132
## [11] NA NA 1.6117 1.6110 1.6188 1.6115 1.6122 NA NA 1.6154
## [21] 1.6177 1.6184 1.6149 1.6127 NA NA 1.6291 1.6290 1.6299 1.6412
## [31] 1.6494 NA NA 1.6521 1.6439 1.6299 1.6282 1.6417 NA NA
## [41] 1.6373 1.6260 1.6175 1.6138 1.6151 NA NA 1.6129 1.6195 1.6142
## [51] 1.6294 1.6363 NA NA 1.6384 1.6442 1.6565 1.6672 1.6875 NA
## [61] NA 1.6998 1.6911 1.6794 1.6917 1.7103 NA NA 1.7330 1.7377
## [71] 1.7389 1.7674 1.7684 NA NA 1.8198 1.8287 1.8568 1.8635 1.8226
## [81] NA NA 1.8586 1.8315 1.7993 1.8162 1.8209 NA NA 1.8021
## [91] 1.7967 1.8053 1.7970 1.8004 NA NA 1.7790 1.7578 1.7596
## [ reached getOption("max.print") -- omitted 83 entries ]
```

We used the **paste0** function (Section 6.1.3)
to concatenate two long strings (too long to
fit a single line of code) and form a single URL.

We can also read the files located on our computer. For example:

```
scan("~/Projects/teaching-data/marek/euraud-20200101-20200630.csv",
comment.char="#")
```

It used an absolute file path that starts at the user’s *home
directory*, denoted “`~`

”. Yours truly’s case is `/home/gagolews`

.

Note

For portability reasons, we suggest slashes, “`/`

”, as path
separators; see also **help**`("file.path")`

and **help**`(".Platform")`

.
They are recognised by all UNIX-like boxes as well as by other
popular operating systems, including W*****ws.
Note that URLs, such as https://deepr.gagolewski.com/,
consist of slashes too.

Paths can also be relative to the *current working directory*,
denoted “`.`

”, which can be read via a call to **getwd**.
Usually, it is the directory from where the R session has been started.

For instance, if the working directory was
`/home/gagolews/Projects/teaching-data/marek`

,
we could write the file path equivalently as
`./euraud-20200101-20200630.csv`

or even
`euraud-20200101-20200630.csv`

.

On as side note, “`..`

” marks the *parent directory*
of the current working directory. In the above example,
`../r/iris.csv`

is equivalent
to `/home/gagolews/Projects/teaching-data/r/iris.csv`

.

Read the help page about **scan**. Take note of the following
formal arguments and their meaning: `dec`

, `sep`

, `what`

,
`comment.char`

, and `na.strings`

.

Later we will discuss the **read.table** and **read.csv**
functions. They are wrappers around **scan** that reads *structured*
data. Also, **write** exports an atomic vector’s contents to a text
file.

Figure 2.1 shows the graph of the aforementioned exchange rates, which was generated by calling:

```
plot(scan(paste0("https://github.com/gagolews/teaching-data/raw/",
"master/marek/euraud-20200101-20200630.csv"), comment.char="#"),
xlab="Day", ylab="EUR/AUD")
```

Somewhat misleadingly (and for reasons that will
become apparent later), the documentation of **plot**
can be accessed by calling **help**`("plot.default")`

.
Read about, and experiment with, different values of the
`main`

, `xlab`

, `ylab`

, `type`

, `col`

, `pch`

, `cex`

, `lty`

, and `lwd`

arguments. More plotting routines will be discussed in
Chapter 13.

## 2.2. Creating named objects#

The objects we bring forth will often need to be memorised so that
they can be referred to in further computations. The assignment operator,
`**<-**`, can be used for this purpose:

```
x <- 1:3 # creates a numeric vector and binds the name `x` to it
```

The now-named object can be recalled[4] and dealt with as we please:

```
print(x) # or just `x` in the R console
## [1] 1 2 3
sum(x) # example operation: compute the sum of all elements in `x`
## [1] 6
```

Important

In R, all names are *case-sensitive*.
Hence, `x`

and `X`

can coexist peacefully: when set,
they refer to two different objects. If we tried calling
**Print**`(x)`

, **print**`(X)`

,
or **PRINT**`(x)`

above, we would get an error.

Typically, we will be using *syntactic names*.
In **help**`("make.names")`

, we read:
*A syntactically valid name consists of letters, numbers and the
dot or underline characters and starts with a letter or the dot
not followed by a number. Names such as .2way are not valid,
and neither are the reserved words*
such as

**if**,

**for**,

**function**,

**next**, and

**TRUE**, but see Section 9.3.1 for an exception.

A fine name is self-explanatory and thus reader-friendly:
`patients`

, `mean`

, and `average_scores`

are way better (if they
are what they claim they are) than `xyz123`

, `crap`

, or `spam`

.
Also, it might not be such a bad idea to get used to denoting:

vectors with

`x`

,`y`

,`z`

,matrices (and matrix-like objects) with

`A`

,`B`

, …,`X`

,`Y`

,`Z`

,integer indexes with letters

`i`

,`j`

,`k`

,`l`

,object sizes with

`n`

,`m`

,`d`

,`p`

or`nx`

,`ny`

, etc.,

especially when they are only of temporary nature (for storing auxiliary results, iterating over collections of objects, etc.).

There are numerous naming conventions that we can adopt,
but most often they are a matter of taste;
`snake_case`

, `lowerCamelCase`

, `UpperCamelCase`

, `flatcase`

, or
`dot.case`

are equally sound as long as they are used coherently
(for instance, some use `snake_case`

for vectors
and `UpperCamelCase`

for functions). Occasionally,
we have little choice but to adhere to the naming conventions
of the project we are about to contribute to.

Note

Generally, a dot, “`.`

”, has no special meaning[5];
`na.omit`

is as appropriate a name
as `na_omit`

, `naOmit`

, `NAOMIT`

, `naomit`

, and `NaOmit`

.
Readers who know other programming languages will need to habituate
themselves to this convention.

R, as a dynamic language, allows for introducing new variables at any time. Moreover, existing names can be bound to new values. For instance:

```
(y <- "spam") # bracketed expression – printing not suppressed
## [1] "spam"
x <- y # overwrites the previous `x`
print(x)
## [1] "spam"
```

Now `x`

refers to a verbatim copy of `y`

.

Note

Objects are automatically destroyed when we cannot access them anymore.
By now, the *garbage collector* is likely to have got rid of
the `1:3`

vector begotten above (to which the name `x`

was bound previously).

## 2.3. Vectorised mathematical functions#

Mathematically, we will be denoting a given vector \(\boldsymbol{x}\) of length \(n\) with \((x_1, x_2, \dots, x_n)\). In other words, \(x_i\) is its \(i\)-th element.

Let us review a few operations that are ubiquitous in numerical computing.

### 2.3.1. **abs** and **sqrt**#

R implements *vectorised* versions of the most popular
mathematical functions, e.g., **abs** (absolute value, \(|x|\)) and
**sqrt** (square root, \(\sqrt{x}\)).

```
abs(c(2, -1, 0, -3, NA_real_))
## [1] 2 1 0 3 NA
```

Here, *vectorised* means that instead of being defined to act on a single
numeric value, the function of interest is applied on *each* element
in a vector. The \(i\)-th resulting item
is a transformed version of the \(i\)-th input:

Moreover, if an input is a missing value, the corresponding output will be marked as unknown as well.

Another example:

```
x <- c(4, 2, -1)
(y <- sqrt(x))
## Warning in sqrt(x): NaNs produced
## [1] 2.0000 1.4142 NaN
```

To attract our attention to the fact that computing the square root of a
negative value is a reckless act, R generated an informative warning.
However, *a warning is not an error*: the result is being produced as usual.
In this case, the ill value is marked as not-a-number.

Also, the fact that the irrational \(\sqrt{2}\) is *displayed*[6]
as `1.4142`

does not mean that it is such a crude approximation
to \(1.414213562373095048801688724209698...\).
It was rounded when printing purely for aesthetic reasons.
In fact, in Section 3.2.3, we will point out that the computer’s
floating-point arithmetic has roughly 16 decimal digits precision
(but we shall see that the devil is in the detail).

```
print(y, digits=16) # display more significant figures
## [1] 2.000000000000000 1.414213562373095 NaN
```

### 2.3.2. Rounding#

The following functions get rid of all or portions of fractional parts of numbers:

**floor**`(x)`

(rounds down to the nearest integer, denoted \(\lfloor x\rfloor\)),**ceiling**`(x)`

(rounds up, denoted \(\lceil x\rceil=-\lfloor -x\rfloor\)),**trunc**`(x)`

(rounds towards zero),**round**`(x, digits=0)`

(rounds to the nearest number with`digits`

decimal digits).

For instance:

```
x <- c(7.0001, 6.9999, -4.3149, -5.19999, 123.4567, -765.4321, 0.5, 1.5, 2.5)
floor(x)
## [1] 7 6 -5 -6 123 -766 0 1 2
ceiling(x)
## [1] 8 7 -4 -5 124 -765 1 2 3
trunc(x)
## [1] 7 6 -4 -5 123 -765 0 1 2
```

Note

When we write that a function’s usage is like
**round**`(x, digits=0)`

, compare **help**`("round")`

, we mean
that the `digits`

parameter is equipped with the *default value* of 0.
In other words, if rounding to 0 decimal digits is what we need,
the second argument can be omitted.

```
round(x) # the same as round(x, 0); round half to even
## [1] 7 7 -4 -5 123 -765 0 2 2
round(x, 1) # round to tenths (nearest 0.1s)
## [1] 7.0 7.0 -4.3 -5.2 123.5 -765.4 0.5 1.5 2.5
round(x, -2) # round to hundreds (nearest 100s)
## [1] 0 0 0 0 100 -800 0 0 0
```

### 2.3.3. Natural exponential function and logarithm#

Moreover:

**exp**`(x)`

outputs the natural exponential function, \(e^x\), where Euler’s number \(e\simeq 2.718\),**log**`(x, base=`

**exp**`(1))`

computes, by default, the natural logarithm of \(x\), \(\log_e x\) (which is most often denoted simply as \(\log x\)).

Recall that if \(x=e^y\), then \(\log_e x = y\), i.e., one is the inverse of the other.

```
log(c(0, 1, 2.7183, 7.3891, 20.0855)) # grows slowly
## [1] -Inf 0 1 2 3
exp(c(0, 1, 2, 3)) # grows fast
## [1] 1.0000 2.7183 7.3891 20.0855
```

These functions enjoy a number of very valuable identities and inequalities. In particular, we should know from school that \(\log(x\cdot y)=\log x + \log y\), \(\log(x^y) = y\log x\), and \(e^{x+y} = e^x\cdot e^y\).

For the logarithm to a different base, say, \(\log_{10} x\), we can call:

```
log(c(0, 1, 10, 100, 1000, 1e10), 10) # or log(..., base=10)
## [1] -Inf 0 1 2 3 10
```

Recall that if \(\log_{b} x=y\), then \(x=b^y\), for any \(1\neq b>0\).

Commonly, a logarithmic scale is used for variables that grow rapidly when expressed as functions of each other; see Figure 2.2.

```
x <- seq(0, 10, length.out=1001)
par(mfrow=c(1, 2)) # two plots in one figure (one row, two columns)
plot(x, exp(x), type="l") # left subplot
plot(x, exp(x), type="l", log="y") # log-scale on the y-axis; right subplot
```

Let us highlight that \(e^x\) on the log-scale is just a straight line. Such a transformation of the axes can only be applied in the case of values strictly greater than 0.

### 2.3.4. Probability distributions (*)#

It should come as no surprise that R offers extensive support for many univariate probability distribution families, including:

continuous distributions, i.e., those whose support is comprised of uncountably many real numbers (e.g., some interval or the whole real line):

`*unif`

(uniform),`*norm`

(normal),`*exp`

(exponential),`*gamma`

(gamma, \(\Gamma\)),`*beta`

(beta, \(\mathrm{B}\)),`*lnorm`

(log-normal),`*t`

(Student),`*cauchy`

(Cauchy–Lorentz),`*chisq`

(chi-squared, \(\chi^2\)),`*f`

(Snedecor–Fisher),`*weibull`

(Weibull);

with the prefix “

`*`

” being one of:`d`

(probability density function, PDF),`p`

(cumulative distribution function, CDF; or survival function, SF),`q`

(quantile function, being the inverse of the CDF),`r`

(generation of random deviates; already mentioned above);

discrete distributions, i.e., those whose possible outcomes can easily be enumerated (e.g., some integers):

`*binom`

(binomial),`*geom`

(geometric),`*pois`

(Poisson),`*hyper`

(hypergeometric),`*nbinom`

(negative binomial);

here, prefixes “

`p`

” and “`r`

” have the same meaning as above, however:`d`

now gives the probability*mass*function (PMF),`q`

brings about the quantile function, defined as a*generalised*inverse of the CDF.

Each distribution is characterised by a set of underlying parameters.
For instance, a normal distribution \(\mathrm{N}(\mu, \sigma)\)
can be pinpointed by setting its expected value
\(\mu\in\mathbb{R}\) and standard deviation
\(\sigma>0\).
In R, these two have been named `mean`

and `sd`

, respectively;
see **help**`("dnorm")`

. Therefore, e.g.,
**dnorm**`(x, 1, 2)`

computes the PDF
of \(\mathrm{N}(1, 2)\) at `x`

.

Note

The parametrisations assumed in R can be subtly different
from what we know from statistical textbooks or probability courses.
For example, the normal distribution can be identified
based on either standard deviation or variance,
and the exponential distribution can be defined via expected
value or its reciprocal.
We thus advise the reader to study carefully the documentation
of **help**`("dnorm")`

, **help**`("dunif")`

, **help**`("dexp")`

,
**help**`("dbinom")`

,
and the like.

It is also worth knowing the typical use cases of each of the distributions listed, e.g., a Poisson distribution can describe the probability of observing the number of independent events in a fixed time interval (e.g., the number of users downloading a copy of R from CRAN per hour), and an exponential distribution can model the time between such events; compare [23].

A call to **hist**`(x)`

draws a histogram,
which can serve as an estimator of the underlying continuous
probability density function of a given
sample; see Figure 2.3 for an illustration.

```
par(mfrow=c(1, 2)) # two plots in one figure
# left subplot: uniform U(0, 1)
hist(runif(10000, 0, 1), col="white", probability=TRUE, main="")
x <- seq(0, 1, length.out=101)
lines(x, dunif(x, 0, 1), lwd=2) # draw the true density function (PDF)
# right subplot: normal N(0, 1)
hist(rnorm(10000, 0, 1), col="white", probability=TRUE, main="")
x <- seq(-4, 4, length.out=101)
lines(x, dnorm(x, 0, 1), lwd=2) # draw the PDF
```

Draw a histogram of some random samples of different sizes `n`

from the following distributions:

**rnorm**`(n, µ, σ)`

– normal \(\mathrm{N}(\mu, \sigma)\) with expected values \(\mu\in\{-1, 0, 5\}\) (i.e., \(\mu\) being equal to either \(-1\), \(0\), or \(5\); read “\(\in\)” as “belongs to the given set” or “in”) and standard deviations \(\sigma\in\{0.5, 1, 5\}\);**runif**`(n, a, b)`

– uniform \(\mathrm{U}(a, b)\) on the interval \((a, b)\) with \(a=0\) and \(b=1\) as well as \(a=-1\) and \(b=1\);**rbeta**`(n, α, β)`

– beta \(\mathrm{B}(\alpha, \beta)\) with \(\alpha,\beta\in\{0.5, 1, 2\}\);**rexp**`(n, λ)`

– exponential \(\mathrm{E}(\lambda)\) with rates \(\lambda\in\{0.5, 1, 10\}\);

Moreover, read about and play with the
`breaks`

, `main`

, `xlab`

, `ylab`

, `xlim`

, `ylim`

, and `col`

parameters; see **help**`("hist")`

.

We roll a six-sided dice twelve times.
Let \(C\) be a random variable denoting the number of
cases where the “`1`

” face is thrown.
\(C\) follows a binomial distribution \(\mathrm{Bin}(n, p)\)
with parameters \(n=12\) (the number of Bernoulli trials)
and \(p=1/6\) (the probability of *success* in a single roll).

The probability mass function, **dbinom**,
represents the probabilities that the number
of “`1`

”s rolled is equal to
\(0\), \(1\), …, or \(12\), i.e., \(P(C=0)\), \(P(C=1)\), …, or \(P(C=12)\),
respectively:

```
round(dbinom(0:12, 12, 1/6), 2) # PMF at 13 different points
## [1] 0.11 0.27 0.30 0.20 0.09 0.03 0.01 0.00 0.00 0.00 0.00 0.00 0.00
```

On the other hand, the probability that we throw
no more than three “`1`

”s, \(P(C \le 3)\),
can be determined by means of the cumulative distribution function,
**pbinom**:

```
pbinom(3, 12, 1/6) # pbinom(3, 12, 1/6, lower.tail=FALSE)
## [1] 0.87482
```

The smallest \(c\) such that \(P(C \le c)\ge 0.95\) can be computed based on the quantile function:

```
qbinom(0.95, 12, 1/6)
## [1] 4
pbinom(3:4, 12, 1/6) # for comparison: 0.95 is in-between
## [1] 0.87482 0.96365
```

In other words, at least 95% of the time, we will be observing no more than four successes.

Also, here are 30 pseudorandom realisations (simulations) of the random variable \(C\):

```
rbinom(30, 12, 1/6) # how many successes in 12 trials, repeated 30 times
## [1] 1 3 2 4 4 0 2 4 2 2 4 2 3 2 0 4 1 0 1 4 4 3 2 6 2 3 2 2 1 1
```

### 2.3.5. Special functions (*)#

Within mathematical formulae and across assorted application areas, certain functions appear more frequently than others. Hence, for the sake of notational brevity and computational precision, many of them have been assigned special names. For instance, the following functions may be mentioned in the definitions related to some of the probability distributions listed above:

**gamma**`(x)`

for \(x>0\) computes \(\Gamma(x) = \int_0^\infty t^{x-1} e^{-t} \,dt\),**beta**`(a, b)`

for \(a,b>0\) yields \(B(a, b) = \frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)} = \int_0^1 t^{a-1} (1-t)^{b-1}\,dt\).

Why do we have **beta** if it is merely a mix of **gamma**s?
A specific, tailored function is expected to be faster and more precise
than its DIY version; its underlying implementation
does not have to involve any calls to **gamma**.

```
beta(0.25, 250) # okay
## [1] 0.91213
gamma(0.25)*gamma(250)/gamma(250.25) # not okay
## [1] NaN
```

The \(\Gamma\) function grows so rapidly that already
**gamma**`(172)`

gives rise to `Inf`

.
It is due to the fact that a computer’s arithmetic
is not infinitely precise; compare Section 3.2.3.

Special functions are plentiful; see the open-access
*NIST Digital Library of Mathematical Functions* [51]
for one of the most definitive references
(and also [2] for its predecessor).
R package **gsl** [33] provides a vectorised interface
to the GNU GSL [28] library, which implements
many of such routines.

The Pochhammer symbol, \((a)_x = \Gamma(a+x)/\Gamma(a)\),
can be computed via a call to
**gsl**`::`

**poch**`(a, x)`

,
i.e., the **poch** function from the **gsl** package:

```
# call install.packages("gsl") first
library("gsl") # load the package
poch(10, 3:6) # calls gsl_sf_poch() from GNU GSL
## [1] 1320 17160 240240 3603600
```

Read the documentation of the corresponding **gsl_sf_poch**
function in the GNU GSL manual.
And when you are there,
do not hesitate to go through the list of all functions, including those
related to statistics, permutations, combinations, and so forth.

Many functions also have their logarithm-of versions;
see, e.g., **lgamma** and **lbeta**.
Also, for instance, **dnorm** and **dbeta** have the `log`

parameter. Their classical use case is the (numerical) maximum likelihood
estimation, which involves the sums of the *logarithms* of densities.

## 2.4. Arithmetic operations#

### 2.4.1. Vectorised arithmetic operators#

R features the following binary arithmetic operators:

`

**+**` (addition) and `**-**` (subtraction),`

*****` (multiplication) and `**/**` (division),`

**%/%**` (integer division) and `**%%**` (modulo, division remainder),`

**^**` (exponentiation; synonym: `******`).

They are all *vectorised*: they take two
vectors on input and produce another vector on output.

```
c(1, 2, 3) * c(10, 100, 1000)
## [1] 10 200 3000
```

The operation was performed in an *elementwise* fashion on
the *corresponding* pairs of elements from both vectors.
The first element in the left sequence was multiplied
by the *corresponding* element in the right vector,
and the result was stored in the first element of the output.
Then, the second element in the left… all right, we get it.

Other operators behave similarly:

```
0:10 + seq(0, 1, 0.1)
## [1] 0.0 1.1 2.2 3.3 4.4 5.5 6.6 7.7 8.8 9.9 11.0
0:7 / rep(3, length.out=8) # division by 3
## [1] 0.00000 0.33333 0.66667 1.00000 1.33333 1.66667 2.00000 2.33333
0:7 %/% rep(3, length.out=8) # integer division
## [1] 0 0 0 1 1 1 2 2
0:7 %% rep(3, length.out=8) # division remainder
## [1] 0 1 2 0 1 2 0 1
```

Operations involving missing values also yield `NA`

s:

```
c(1, NA_real_, 3, NA_real_) + c(NA_real_, 2, 3, NA_real_)
## [1] NA NA 6 NA
```

### 2.4.2. Recycling rule#

Some of the above statements can be written more concisely.
When the operands are of different lengths, the shorter one
is *recycled* as many times as necessary,
as in **rep**`(y, length.out=`

**length**`(x))`

.
For example:

```
0:7 / 3
## [1] 0.00000 0.33333 0.66667 1.00000 1.33333 1.66667 2.00000 2.33333
1:10 * c(-1, 1)
## [1] -1 2 -3 4 -5 6 -7 8 -9 10
2 ^ (0:10)
## [1] 1 2 4 8 16 32 64 128 256 512 1024
```

We call this the *recycling rule*.

If an operand cannot be recycled in its entirety, a warning[7] is generated, but the output is still available.

```
c(1, 10, 100) * 1:8
## Warning in c(1, 10, 100) * 1:8: longer object length is not a multiple of
## shorter object length
## [1] 1 20 300 4 50 600 7 80
```

Vectorisation and the recycling rule are perhaps most fruitful
when applying binary operators on sequences of identical lengths
or when performing vector-scalar (i.e., a sequence vs a single value)
operations. However, there is much more:
schemes like “every \(k\)-th element” appear in
Taylor series expansions (multiply by **c**`(-1, 1)`

),
\(k\)-fold cross-validation, etc.;
see also Section 11.3.4 for
use cases in matrix/tensor processing.

Also, **pmin** and **pmax** return the *parallel* minimum
and maximum of the corresponding elements of the input vectors.
Their behaviour is the same as the arithmetic operators, but we
call them as ordinary functions:

```
pmin(c(1, 2, 3, 4), c(4, 2, 3, 1))
## [1] 1 2 3 1
pmin(3, 1:5)
## [1] 1 2 3 3 3
pmax(0, pmin(1, c(0.25, -2, 5, -0.5, 0, 1.3, 0.99))) # clipping to [0, 1]
## [1] 0.25 0.00 1.00 0.00 0.00 1.00 0.99
```

Note

Some functions can be very *deeply* vectorised, i.e., with respect
to multiple arguments. For example:

```
runif(3, c(10, 20, 30), c(11, 22, 33))
## [1] 10.288 21.577 31.227
```

generates three random numbers uniformly distributed over the intervals \((10, 11)\), \((20, 22)\), and \((30, 33)\), respectively.

### 2.4.3. Operator precedence#

Expressions involving multiple operators need a set of rules
governing the order of computations (unless we enforce it
using round brackets). We have said that `-1:10`

means `(-1):10`

rather than `-(1:10)`

.
But what about, say, `1+1+1+1+1*0`

or `3*2^0:5+10`

?

Let us list the operators mentioned so far *in their order of precedence*,
from the least to the most binding (see also **help**`("Syntax")`

):

`

**<-**` (right to left),`

**+**` and `**-**` (binary),`

*****` and `**/**`,`

**%%**` and `**%/%**`,`

**:**`,`

**+**` and `**-**` (unary),`

**^**` (right to left).

Hence, `-2^2/3+3*4`

means `((-(2^2))/3)+(3*4)`

and not, e.g.,
`-((2^(2/(3+3)))*4)`

.

Notice that `**+**` and `**-**`,
`*****` and `**/**`,
as well as `**%%**` and `**%/%**`
have the same priority. Expressions involving a series of
operations in the same group
are evaluated left to right, with the exception of `**^**`
and `**<-**`, which are performed the other way around.
Therefore:

`2*3/4*5`

is equivalent to`((2*3)/4)*5`

,`2^3^4`

is`2^(3^4)`

because, mathematically, we would write it as \(2^{3^4}=2^{81}\),“

`x <- y <- 4*3%%8/2`

” binds both`y`

and`x`

to`6`

, not`x`

to the previous value of`y`

and then`y`

to`6`

.

When in doubt, we can always *bracket* a subexpression to ensure
it is executed in the intended order.
It can also increase the readability of our code.

### 2.4.4. Accumulating#

The `**+**` and `*****` operators,
as well as the **pmin** and **pmax** functions,
implement elementwise operations that are applied on the corresponding
elements taken from two given vectors. For instance:

However, we can also scan through all the values
in a *single* vector and combine the successive elements that we inspect
using the corresponding operation:

**cumsum**`(x)`

gives the cumulative sum of the elements in a vector,**cumprod**`(x)`

computes the cumulative product,**cummin**`(x)`

yields the cumulative minimum,**cummax**`(x)`

breeds the cumulative maximum.

The \(i\)-th element in the output vector will consist of the sum/product/min/max of the first \(i\) inputs. For example:

```
cumsum(1:8)
## [1] 1 3 6 10 15 21 28 36
cumprod(1:8)
## [1] 1 2 6 24 120 720 5040 40320
cummin(c(3, 2, 4, 5, 1, 6, 0))
## [1] 3 2 2 2 1 1 0
cummax(c(3, 2, 4, 5, 1, 6, 0))
## [1] 3 3 4 5 5 6 6
```

On a side note, **diff** can be considered
an inverse to **cumsum**. It computes
the *iterated difference*: subtracts the first two elements,
then the second from the third one, the third from the fourth, and so on.
In other words, **diff**`(x)`

gives \(\boldsymbol{y}\) such that \(y_i=x_{i+1}-x_i\).

```
x <- c(-2, 3, 6, 2, 15)
diff(x)
## [1] 5 3 -4 13
cumsum(diff(x))
## [1] 5 8 4 17
cumsum(c(-2, diff(x))) # recreates x
## [1] -2 3 6 2 15
```

Thanks to **diff**, we can compute the daily changes
to the EUR/AUD forex rates studied earlier; see Figure 2.4.

```
aud <- scan(paste0("https://github.com/gagolews/teaching-data/raw/",
"master/marek/euraud-20200101-20200630.csv"), comment.char="#")
aud_all <- na.omit(aud) # remove all missing values
plot(diff(aud_all), type="s", ylab="Daily change [EUR/AUD]") # "steps"
abline(h=0, lty="dotted") # draw a horizontal line at y=0
```

### 2.4.5. Aggregating#

Continuing the operations mentioned in the previous section,
if we are interested only in the last cumulant, which summarises
*all* the inputs, we have the following[8]
functions at our disposal:

**sum**`(x)`

computes the sum of elements in a vector, \(\sum_{i=1}^n x_i=x_1+x_2+\cdots+x_n\),**prod**`(x)`

outputs the product of all elements, \(\prod_{i=1}^n x_i=x_1 x_2 \cdots x_n\),**min**`(x)`

determines the minimum,**max**`(x)`

reckons the greatest value.

```
sum(1:8)
## [1] 36
prod(1:8)
## [1] 40320
min(c(3, 2, 4, 5, 1, 6, 0))
## [1] 0
max(c(3, 2, 4, 5, 1, 6, 0))
## [1] 6
```

The above functions form the basis for the popular summary statistics[9] (sample aggregates) such as:

**mean**`(x)`

gives the arithmetic mean,**sum**`(x)/`

**length**`(x)`

,**var**`(x)`

yields the (unbiased) sample variance,**sum**`((x-`

**mean**`(x))^2)/(`

**length**`(x)-1)`

,**sd**`(x)`

is the standard deviation,**sqrt**`(`

**var**`(x))`

.

Furthermore, **median**`(x)`

computes the sample median,
i.e., the middle value in the sorted[10] version of `x`

.

For instance:

```
x <- runif(1000)
c(min(x), mean(x), median(x), max(x), sd(x))
## [1] 0.00046535 0.49727780 0.48995025 0.99940453 0.28748391
```

Let \(\boldsymbol{x}\) be any vector of length \(n\) with positive elements. Compute its geometric and harmonic mean, which are given by, respectively,

When solving exercises like this one,
it does not really matter what data you apply these functions on.
We are being abstract in the sense that
the \(\boldsymbol{x}\) vector can be anything:
from the one that features very accurate socioeconomic predictions
that will help make this world less miserable,
through the data you have been collecting for the last ten years
in relation to your super important PhD research,
whatever your company asked you to crunch today,
to something related to the hobby project that you enjoy doing after hours.
But you can also just test the above on something
like “`x <- `

**runif**`(10)`

”, and move on.

All aggregation functions return a missing value if any
of the input elements is unavailable.
Luckily, they are equipped with the `na.rm`

parameter,
on behalf of which we can request the removal of `NA`

s.

```
aud <- scan(paste0("https://github.com/gagolews/teaching-data/raw/",
"master/marek/euraud-20200101-20200630.csv"), comment.char="#")
c(min(aud), mean(aud), max(aud))
## [1] NA NA NA
c(min(aud, na.rm=TRUE), mean(aud, na.rm=TRUE), max(aud, na.rm=TRUE))
## [1] 1.6006 1.6775 1.8635
```

Otherwise, we could have called, e.g.,
**mean**`(`

**na.omit**`(x))`

.

Note

In the documentation, we read that the usage of
**sum**, **prod**, **min**, and **max**
is like **sum**`(..., na.rm=FALSE)`

, etc. In this context,
it means that they accept any number of input vectors,
and each of them can be of arbitrary length.
Therefore, **min**`(1, 2, 3)`

,
**min**`(`

**c**`(1, 2, 3))`

as well as
**min**`(`

**c**`(1, 2), 3)`

all return the same result.

However, we also read that we have
**mean**`(x, trim=0, na.rm=FALSE, ...)`

.
This time, only one vector can be aggregated, and any further arguments
(except `trim`

and `na.rm`

) are ignored.

The extra flexibility (which we do not have to rely on, ever)
of the former group is due to their being
*associative* operations. It holds, e.g., \((2+3)+4 = 2+(3+4)\). Hence,
these operations can be performed in any order, in any group.
They are primitive operations: it is **mean** that
is based on **sum**, not vice versa.

## 2.5. Exercises#

Answer the following questions.

What is the meaning of the dot-dot-dot parameter in the definition of the

**c**function?We say that the

**round**function is*vectorised*. What does that mean?What is wrong with a call to

**c**`(`

**sqrt**`(1),`

**sqrt**`(2),`

**sqrt**`(3))`

?What do we mean by saying that multiplication operates element by element?

How does the recycling rule work when applying `

**+**`?How to (and why) set the seed of the pseudorandom number generator?

What is the difference between

`NA_real_`

and`NaN`

?How are default arguments specified in the manual of, e.g., the

**round**function?Is a call to

**rep**`(times=4, x=1:5)`

equivalent to**rep**`(4, 1:5)`

?List a few ways to generate a sequence like (-1, -0.75, -0.5, …, 0.75, 1).

Is

`-3:5`

the same as`-(3:5)`

? What about the precedence of operators in expressions such as`2^3/4*5^6`

,`5*6+4/17%%8`

, and`1+-2^3:4-1`

?If

`x`

is a numeric vector of length \(n\) (for some \(n\ge 0\)), how many values will**sample**`(x)`

output?Does

**scan**support reading directly from compressed archives, e.g.,`.csv.gz`

files?

When in doubt, refer back to the material discussed in this chapter or the R manual.

The following code generates an example graph of arcsine and arccosine. Thanks to vectorisation, its implementation is quite straightforward.

```
x <- seq(-1, 1, length.out=11) # increase length.out for a smoother curve
plot(x, asin(x), # asin() computed for 11 points
type="l", # lines
ylim=c(-pi/2, pi), # y axis limits like c(y_min, y_max)
ylab="asin(x), acos(x)") # y axis label
lines(x, acos(x), col="red", lty="dashed") # adds to the current plot
legend("topright", c("asin(x)", "acos(x)"),
lty=c("solid", "dashed"), col=c("black", "red"), bg="white")
```

Inspired by the above, plot the following functions:
\(|\sin x^2|\), \(\left|\sin |x|\right|\), \(\sqrt{\lfloor x\rfloor}\),
and \(1/(1+e^{-x})\).
Recall that the documentation of **plot** can be viewed
by calling **help**`("plot.default")`

.

It can be shown that:

slowly converges to \(\pi\) as \(n\) approaches \(\infty\). Compute the above for \(n=1 000 000\) and \(n=1 000 000 000\) using the vectorised functions and operators discussed in this chapter, making use of the recycling rule as much as possible.

Let `x`

and `y`

be two vectors of identical lengths \(n\),
say:

```
x <- rnorm(100)
y <- 2*x+10+rnorm(100, 0, 0.5)
```

Compute the Pearson linear correlation coefficient given by:

To make sure you have come up with a correct implementation,
compare your result to a call to **cor**`(x, y)`

.

(*) Find an R package providing a function to compute moving (rolling) averages and medians of a given vector. Apply them on the EUR/AUD currency exchange data. Draw thus obtained smoothened versions of the time series.

(**)
Use a call to **convolve**`(..., type="filter")`

to compute the \(k\)-moving average of a numeric vector.

In the next chapter, we will study operations that involve logical values.