[R] Make matrix from SQL query result

[Jim Brennan]

You can use reshape which seems popular this week!

> rr
  equity_id     date returns
1         1 20050619    0.12
2         2 20050619    0.03
3         1 20050620   -0.01
4         2 20050620    0.01


> reshape(rr,timevar="equity_id",direction="wide",idvar="date")
      date returns.1 returns.2
1 20050619      0.12      0.03
3 20050620     -0.01      0.01


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Gilbert Wu
Sent: June 24, 2005 12:36 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Make matrix from SQL query result

Hi,
 
I am trying to form a matrix from a SQL query result.
 
The SQL query result looks like this:
 
equity_id         date              returns
1                 20050619          0.12
2                 20050619          0.03
1                 20050620          -0.01
2                 20050620          0.01
 
The target matrix looks like this:
 
 
date                     1               2
20050619           0.12            0.03
20050620           -0.01           0.01
 
Any suggestion would be much appreciated.
 
Many Thanks.
 
Gilbert

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