[R] sparse data frame (crsp?)
ivo_welch-rstat8303@mailblocks.com
ivo_welch-rstat8303 at mailblocks.com
Mon Jul 25 03:14:05 CEST 2005
dear R wizards: does R have the facilities to handle sparse data
frames? I am thinking of reading a data base like the daily CRSP data
into R, observations being firms, columns being days, data being stock
returns. but this will only fit into my memory if I can convince R to
not have to store missing observations, and to return NA upon read
access to missing observations. pointers appreciated. sincerely, /iaw
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