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psmat efficiently expands a panel-vector or 'indexed_series' ('pseries') into a matrix. If a data frame or 'indexed_frame' ('pdata.frame') is passed, psmat returns a 3D array or a list of matrices.

Usage

psmat(x, ...)

# Default S3 method
psmat(x, g, t = NULL, transpose = FALSE, ...)

# S3 method for class 'data.frame'
psmat(x, by, t = NULL, cols = NULL, transpose = FALSE, array = TRUE, ...)

# Methods for indexed data / compatibility with plm:

# S3 method for class 'pseries'
psmat(x, transpose = FALSE, drop.index.levels = "none", ...)

# S3 method for class 'pdata.frame'
psmat(x, cols = NULL, transpose = FALSE, array = TRUE, drop.index.levels = "none", ...)


# S3 method for class 'psmat'
plot(x, legend = FALSE, colours = legend, labs = NULL, grid = FALSE, ...)

Arguments

x

a vector, indexed series 'indexed_series' ('pseries'), data frame or 'indexed_frame' ('pdata.frame').

g

a factor, GRP object, atomic vector (internally converted to factor) or a list of vectors / factors (internally converted to a GRP object) used to group x. If the panel is balanced an integer indicating the number of groups can also be supplied. See Examples.

by

data.frame method: Same input as g, but also allows one- or two-sided formulas using the variables in x, i.e. ~ idvar or var1 + var2 ~ idvar1 + idvar2.

t

same inputs as g/by, to indicate the time-variable(s) or second identifier(s). g and t together should fully identify the panel. If t = NULL, the data is assumed sorted and seq_col is used to generate rownames for the output matrix.

cols

data.frame method: Select columns using a function, column names, indices or a logical vector. Note: cols is ignored if a two-sided formula is passed to by.

transpose

logical. TRUE generates the matrix such that g/by -> columns, t -> rows. Default is g/by -> rows, t -> columns.

array

data.frame / pdata.frame methods: logical. TRUE returns a 3D array (if just one column is selected a matrix is returned). FALSE returns a list of matrices.

drop.index.levels

character. Either "id", "time", "all" or "none". See indexing.

...

arguments to be passed to or from other methods, or for the plot method additional arguments passed to ts.plot.

legend

logical. Automatically create a legend of panel-groups.

colours

either TRUE to automatically colour by panel-groups using rainbow or a character vector of colours matching the number of panel-groups (series).

labs

character. Provide a character-vector of variable labels / series titles when plotting an array.

grid

logical. Calls grid to draw gridlines on the plot.

Details

If n > 2 index variables are attached to an indexed series or frame, the first n-1 variables in the index are interacted.

Value

A matrix or 3D array containing the data in x, where by default the rows constitute the groups-ids (g/by) and the columns the time variable or individual ids (t). 3D arrays contain the variables in the 3rd dimension. The objects have a class 'psmat', and also a 'transpose' attribute indicating whether transpose = TRUE.

Note

The pdata.frame method only works for properly subsetted objects of class 'pdata.frame'. A list of 'pseries' won't work. There also exist simple aperm and [ (subset) methods for 'psmat' objects. These differ from the default methods only by keeping the class and the 'transpose' attribute.

Examples

## World Development Panel Data
head(wlddev)                                                    # View data
#>       country iso3c       date year decade     region     income  OECD PCGDP
#> 1 Afghanistan   AFG 1961-01-01 1960   1960 South Asia Low income FALSE    NA
#> 2 Afghanistan   AFG 1962-01-01 1961   1960 South Asia Low income FALSE    NA
#> 3 Afghanistan   AFG 1963-01-01 1962   1960 South Asia Low income FALSE    NA
#> 4 Afghanistan   AFG 1964-01-01 1963   1960 South Asia Low income FALSE    NA
#> 5 Afghanistan   AFG 1965-01-01 1964   1960 South Asia Low income FALSE    NA
#>   LIFEEX GINI       ODA     POP
#> 1 32.446   NA 116769997 8996973
#> 2 32.962   NA 232080002 9169410
#> 3 33.471   NA 112839996 9351441
#> 4 33.971   NA 237720001 9543205
#> 5 34.463   NA 295920013 9744781
#>  [ reached 'max' / getOption("max.print") -- omitted 1 rows ]
qsu(wlddev, pid = ~ iso3c, cols = 9:12, vlabels = TRUE)         # Sumarizing data
#> , , PCGDP: GDP per capita (constant 2010 US$)
#> 
#>              N/T        Mean          SD          Min         Max
#> Overall     9470   12048.778  19077.6416     132.0776  196061.417
#> Between      206  12962.6054  20189.9007     253.1886   141200.38
#> Within   45.9709   12048.778   6723.6808  -33504.8721  76767.5254
#> 
#> , , LIFEEX: Life expectancy at birth, total (years)
#> 
#>              N/T     Mean       SD      Min      Max
#> Overall    11670  64.2963  11.4764   18.907  85.4171
#> Between      207  64.9537   9.8936  40.9663  85.4171
#> Within   56.3768  64.2963   6.0842  32.9068  84.4198
#> 
#> , , GINI: Gini index (World Bank estimate)
#> 
#>              N/T     Mean      SD      Min      Max
#> Overall     1744  38.5341  9.2006     20.7     65.8
#> Between      167  39.4233  8.1356  24.8667  61.7143
#> Within   10.4431  38.5341  2.9277  25.3917  55.3591
#> 
#> , , ODA: Net official development assistance and official aid received (constant 2018 US$)
#> 
#>              N/T        Mean          SD              Min             Max
#> Overall     8608  454'720131  868'712654      -997'679993  2.56715605e+10
#> Between      178  439'168412  569'049959       468717.916  3.62337432e+09
#> Within   48.3596  454'720131  650'709624  -2.44379420e+09  2.45610972e+10
#> 
str(psmat(wlddev$PCGDP, wlddev$iso3c, wlddev$year))             # Generating matrix of GDP
#>  'psmat' num [1:216, 1:61] NA NA NA NA NA ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : chr [1:216] "ABW" "AFG" "AGO" "ALB" ...
#>   ..$ : chr [1:61] "1960" "1961" "1962" "1963" ...
#>  - attr(*, "transpose")= logi FALSE
r <- psmat(wlddev, PCGDP ~ iso3c, ~ year)                       # Same thing using data.frame method
plot(r, main = vlabels(wlddev)[9], xlab = "Year")               # Plot the matrix

str(r)                                                          # See srructure
#>  'psmat' num [1:216, 1:61] NA NA NA NA NA ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : chr [1:216] "ABW" "AFG" "AGO" "ALB" ...
#>   ..$ : chr [1:61] "1960" "1961" "1962" "1963" ...
#>  - attr(*, "transpose")= logi FALSE
str(psmat(wlddev$PCGDP, wlddev$iso3c))                          # The Data is sorted, could omit t
#>  'psmat' num [1:216, 1:61] NA NA NA NA NA ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : chr [1:216] "ABW" "AFG" "AGO" "ALB" ...
#>   ..$ : chr [1:61] "1" "2" "3" "4" ...
#>  - attr(*, "transpose")= logi FALSE
str(psmat(wlddev$PCGDP, 216))                                   # This panel is also balanced, so
#>  num [1:216, 1:61] NA NA 2481 NA NA ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : chr [1:216] "GRP.1" "GRP.2" "GRP.3" "GRP.4" ...
#>   ..$ : chr [1:61] "1" "2" "3" "4" ...
# ..indicating the number of groups would be sufficient to obtain a matrix

ar <- psmat(wlddev, ~ iso3c, ~ year, 9:12)                      # Get array of transposed matrices
str(ar)
#>  'psmat' num [1:216, 1:61, 1:4] NA NA NA NA NA ...
#>  - attr(*, "dimnames")=List of 3
#>   ..$ : chr [1:216] "ABW" "AFG" "AGO" "ALB" ...
#>   ..$ : chr [1:61] "1960" "1961" "1962" "1963" ...
#>   ..$ : chr [1:4] "PCGDP" "LIFEEX" "GINI" "ODA"
#>  - attr(*, "transpose")= logi FALSE
plot(ar)

plot(ar, legend = TRUE)

plot(psmat(collap(wlddev, ~region+year, cols = 9:12),           # More legible and fancy plot
           ~region, ~year), legend = TRUE,
     labs = vlabels(wlddev)[9:12])


psml <- psmat(wlddev, ~ iso3c, ~ year, 9:12, array = FALSE)     # This gives list of ps-matrices
head(unlist2d(psml, "Variable", "Country", id.factor = TRUE),2) # Using unlist2d, can generate DF
#>   Variable Country 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971
#> 1    PCGDP     ABW   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA
#>   1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985
#> 1   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA
#>       1986     1987     1988     1989     1990     1991     1992     1993
#> 1 15669.62 18427.61 22134.02 24837.95 25357.79 26329.31 26401.97 26663.21
#>       1994     1995     1996    1997     1998    1999     2000     2001    2002
#> 1 27272.31 26705.18 26087.78 27190.5 27151.92 26954.4 28417.38 26966.05 25508.3
#>       2003     2004     2005     2006     2007     2008     2009    2010  2011
#> 1 25469.29 27005.53 26979.89 27046.22 27427.58 27365.93 24463.69 23512.6 24233
#>       2012     2013     2014     2015     2016     2017 2018 2019 2020
#> 1 23781.26 24635.76 24563.23 25822.25 26231.03 26630.21   NA   NA   NA
#>  [ reached 'max' / getOption("max.print") -- omitted 1 rows ]

## Indexing simplifies things
wldi <- findex_by(wlddev, iso3c, year)  # Creating an indexed frame
PCGDP <- wldi$PCGDP                     # An indexed_series of GDP per Capita
head(psmat(PCGDP), 2)                   # Same as above, more parsimonious
#>     1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974
#> ABW   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA
#>     1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985  1986  1987  1988
#> ABW   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA   NA 15670 18428 22134
#>      1989  1990  1991  1992  1993  1994  1995  1996  1997  1998  1999  2000
#> ABW 24838 25358 26329 26402 26663 27272 26705 26088 27191 27152 26954 28417
#>      2001  2002  2003  2004  2005  2006  2007  2008  2009  2010  2011  2012
#> ABW 26966 25508 25469 27006 26980 27046 27428 27366 24464 23513 24233 23781
#>      2013  2014  2015  2016  2017 2018 2019 2020
#> ABW 24636 24563 25822 26231 26630   NA   NA   NA
#>  [ reached getOption("max.print") -- omitted 1 row ]
plot(psmat(PCGDP))

plot(psmat(wldi[9:12]))

plot(psmat(G(wldi[9:12])))              # Here plotting panel-growth rates