Question

(edit note: I changed the Title to “R: enumerate column combinations of a matrix”, from “R grep: matching a matrix of strings to a list” to better reflect the solution)

I am trying to match a matrix of strings to a list: so that i can ultimately use the matrix as a map in later operations on a data.frame.

This first part works as intended, returning a list of all the possible pairs, triples and quad combinations (though perhaps this approach has created my bind?):

priceList <- data.frame(aaa = rnorm(100, 100, 10), bbb = rnorm(100, 100, 10), 
            ccc = rnorm(100, 100, 10), ddd = rnorm(100, 100, 10), 
            eee = rnorm(100, 100, 10), fff = rnorm(100, 100, 10), 
            ggg = rnorm(100, 100, 10))

getTrades <- function(dd, Maxleg=3)
{
    nodes <- colnames(dd)
    tradeList <- list()
    for (i in 2:Maxleg){
        tradeLeg <- paste0('legs',i)
        tradeList[[tradeLeg]] <- combn(nodes, i)
    }
    return(tradeList)
}

tradeCombos <- getTrades(priceList, 4)

I’d now like to turn this list of possible combinations into trades. For example:

> tradeCombos[[1]][,1]
[1] "aaa" "bbb"

Needs to eventually become priceList[,2] - priceList[,1], and so forth.

I have tried a few approaches with grep and similar commands, and feel that i’ve come close with the following:

LocList <- sapply(tradeCombos[[1]], regexpr, colnames(priceList))

However the format is not quite suitable for the next step.

Ideally, LocList[1] would return something like: 1 2

Assuming that the tradeCombos[[1]][,1] == "aaa" "bbb".

Can someone please help?

__

With help from all of the answers below, i’ve now got:

colDiff <- function(x) 
{
    Reduce('-', rev(x))
}

getTrades <- function(dd, Maxleg=3)
{
    tradeList <- list()
    for (i in 2:Maxleg){
        tradeLeg <- paste0('legs',i)
        tradeLegsList <- combn(names(dd), i, 
            function(x) dd[x], simplify = FALSE)
        nameMtx <- combn(names(dd), i)
        names(tradeLegsList) <- apply(nameMtx, MARGIN=2, 
            FUN=function(x) paste(rev(x), collapse='*'))
        tradeList[[tradeLeg]] <- lapply(tradeLegsList, colDiff) 
    }
    return(tradeList)
}

tradeCombos <- getTrades(priceList, 4)

This retains the names of the constitutent parts, and is everything I was trying to achieve.

Many thanks to all for the help.

Answer 1

This gets your eventual aim using lapply, apply, and Reduce.

lapply(tradeCombos, 
 function(combos) 
 apply(combos, MARGIN=2, FUN=function(combo) Reduce('-', priceList[rev(combo)])))

combo is a column from one of the combo matrices in tradeCombos. rev(combo) reverses the column so the last value is first. The R syntax for selecting a subset of columns from a data.frame is DF[col.names], so priceList[rev(combo)] is a subset of priceList with just the columns in combo, in reverse order. data.frames are actually just lists of columns, so any function that’s designed to iterate over lists can be used to iterate over the columns in a data.frame. Reduce is one such function. Reduce takes a function (in this case the subtract function -) and a list of arguments and then successively calls the function on the arguments in the list with the results of the previous call, e.g., (((arg1 – arg2) – arg3) – arg4).

You rename the columns in tradeCombos so that the final column names reflect their source with:

tradeCombos <- lapply(tradeCombos, 
    function(combos) {
        dimnames(combos)[[2]] <- apply(combos, 
            MARGIN=2, 
            FUN=function(combo) paste(rev(combo), collapse='-')
        )
        return(combos)
    }
)