[R] colnames

[Gilbert Wu]

Hi Adai,

Many Thanks for the examples.

I work for a financial institution. We are exploring R as a tool to implement our portfolio optimization strategies. Hence, R is still a new language to us.

The script I wrote tried to make a returns matrix from the daily return indices extracted from a SQL database. Please find below the output that produces the 'X' prefix in the colnames. The reason to preserve the column names is that they are stock identifiers which are to be used by other sub systems rather than R.

I would welcome any suggestion to improve the script.


Regards,

Gilbert

> "p.RIs2Returns" <-
+ function (RIm)
+ {
+ x<-RIm[1:(nrow(RIm)-1), 1:ncol(RIm)]
+ y<-RIm[2:nrow(RIm), 1:ncol(RIm)]
+ RReturns <- (y/x -1)
+ RReturns
+ }
> 
> 
> channel<-odbcConnect("ourSQLDB")
> result<-sqlQuery(channel,paste("select * from equityRIs;"))
> odbcClose(channel)
> result
   stockid    sdate  dbPrice
1   899188 20050713  7.59500
2   899188 20050714  7.60500
3   899188 20050715  7.48000
4   899188 20050718  7.41500
5   902232 20050713 10.97000
6   902232 20050714 10.94000
7   902232 20050715 10.99000
8   902232 20050718 11.05000
9   901714 20050713 17.96999
10  901714 20050714 18.00999
11  901714 20050715 17.64999
12  901714 20050718 17.64000
13  28176U 20050713  5.19250
14  28176U 20050714  5.25000
15  28176U 20050715  5.25000
16  28176U 20050718  5.22500
17  15322M 20050713 11.44000
18  15322M 20050714 11.50000
19  15322M 20050715 11.33000
20  15322M 20050718 11.27000
> r1<-reshape(result, timevar="stockid", idvar="sdate", direction="wide")
> r1
     sdate dbPrice.899188 dbPrice.902232 dbPrice.901714 dbPrice.28176U dbPrice.15322M
1 20050713          7.595          10.97       17.96999         5.1925          11.44
2 20050714          7.605          10.94       18.00999         5.2500          11.50
3 20050715          7.480          10.99       17.64999         5.2500          11.33
4 20050718          7.415          11.05       17.64000         5.2250          11.27
> #Set sdate as the rownames
> rownames(r1) <-as.character(r1[1:nrow(r1),1:1])
> #Get rid of the first column
> r1 <- r1[1:nrow(r1),2:ncol(r1)]
> r1
         dbPrice.899188 dbPrice.902232 dbPrice.901714 dbPrice.28176U dbPrice.15322M
20050713          7.595          10.97       17.96999         5.1925          11.44
20050714          7.605          10.94       18.00999         5.2500          11.50
20050715          7.480          10.99       17.64999         5.2500          11.33
20050718          7.415          11.05       17.64000         5.2250          11.27
> colnames(r1) <- as.character(sub("[[:alnum:]]*\\.","", colnames(r1)))
> r1
         899188 902232   901714 28176U 15322M
20050713  7.595  10.97 17.96999 5.1925  11.44
20050714  7.605  10.94 18.00999 5.2500  11.50
20050715  7.480  10.99 17.64999 5.2500  11.33
20050718  7.415  11.05 17.64000 5.2250  11.27
> RRs<-p.RIs2Returns(r1)
> RRs
              X899188      X902232      X901714      X28176U      X15322M
20050714  0.001316656 -0.002734731  0.002225933  0.011073664  0.005244755
20050715 -0.016436555  0.004570384 -0.019988906  0.000000000 -0.014782609
20050718 -0.008689840  0.005459509 -0.000566006 -0.004761905 -0.005295675
>