[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
>
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