[R] sparse data frame (crsp?)
roger@ysidro.econ.uiuc.edu
roger at ysidro.econ.uiuc.edu
Mon Jul 25 10:58:09 CEST 2005
You could try reading it in a chunk at a time and making a sparse
matrix with SparseM, unless you really need some functionality
of dataframes.
R Koenker
>
> 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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>
More information about the R-help
mailing list