[R] Ranking within factor subgroups

[Peter Dalgaard]

"maneesh deshpande" <dmaneesh at hotmail.com> writes:

> Hi Adai,
> 
> I think your solution only works if the rows of the data frame are ordered 
> by "date" and
> the ordering function is the same used to order the levels of 
> factor(df$date) ?
> It turns out (as I implied in my question) my data is indeed organized in 
> this manner, so my
> current problem is solved.
> In the general case, I suppose, one could always order the data frame by 
> date before proceeding ?
> 
> Thanks,
> 
> Maneesh

You might prefer to look at split/unsplit/split<-, i.e. the z-scores
by group line:

     z <- unsplit(lapply(split(x, g), scale), g)

with "scale" suitably replaced. Presumably (meaning: I didn't quite
read your code closely enough)

    z <- unsplit(lapply(split(x, g), bucket, 10), g)

could do it.
 
> 
> >From: Adaikalavan Ramasamy <ramasamy at cancer.org.uk>
> >Reply-To: ramasamy at cancer.org.uk
> >To: maneesh deshpande <dmaneesh at hotmail.com>
> >CC: r-help at stat.math.ethz.ch
> >Subject: Re: [R]  Ranking within factor subgroups
> >Date: Wed, 22 Feb 2006 03:44:45 +0000
> >
> >It might help to give a simple reproducible example in the future. For
> >example
> >
> >  df <- cbind.data.frame( date=rep( 1:5, each=100 ), A=rpois(500, 100),
> >                          B=rpois(500, 50), C=rpois(500, 30) )
> >
> >might generate something like
> >
> >	    date   A  B  C
> >	  1    1  93 51 32
> >	  2    1  95 51 30
> >	  3    1 102 59 28
> >	  4    1 105 52 32
> >	  5    1 105 53 26
> >	  6    1  99 59 37
> >	...    . ... .. ..
> >	495    5 100 57 19
> >	496    5  96 47 44
> >	497    5 111 56 35
> >	498    5 105 49 23
> >	499    5 105 61 30
> >	500    5  92 53 32
> >
> >Here is my proposed solution. Can you double check with your existing
> >functions to see if they are correct.
> >
> >    decile.fn <- function(x, nbreaks=10){
> >      br     <- quantile( x, seq(0, 1, len=nbreaks+1), na.rm=T )
> >      br[1]  <- -Inf
> >      return( cut(x, br, labels=F) )
> >    }
> >
> >    out <- apply( df[ ,c("A", "B", "C")], 2,
> >                  function(v) unlist( tapply( v, df$date, decile.fn ) ) )
> >
> >    rownames(out) <- rownames(df)
> >    out <- cbind(df$date, out)
> >
> >Regards, Adai
> >
> >
> >
> >On Tue, 2006-02-21 at 21:44 -0500, maneesh deshpande wrote:
> > > Hi,
> > >
> > > I have a dataframe, x of the following form:
> > >
> > > Date            Symbol   A    B  C
> > > 20041201     ABC      10  12 15
> > > 20041201     DEF       9    5   4
> > > ...
> > > 20050101     ABC         5  3   1
> > > 20050101     GHM       12 4    2
> > > ....
> > >
> > > here A, B,C are properties of a set symbols recorded for a given date.
> > > I wante to decile the symbols For each date and property and
> > > create another set of columns "bucketA","bucketB", "bucketC" containing 
> >the
> > > decile rank
> > > for each symbol. The following non-vectorized code does what I want,
> > >
> > > bucket <- function(data,nBuckets) {
> > >      q <- quantile(data,seq(0,1,len=nBuckets+1),na.rm=T)
> > >      q[1] <- q[1] - 0.1 # need to do this to ensure there are no extra 
> >NAs
> > >      cut(data,q,include.lowest=T,labels=F)
> > > }
> > >
> > > calcDeciles <- function(x,colNames) {
> > > nBuckets <- 10
> > > dates <- unique(x$Date)
> > > for ( date in dates) {
> > >   iVec <- x$Date == date
> > >   xx <- x[iVec,]
> > >   for (colName in colNames) {
> > >      data <- xx[,colName]
> > >      bColName <- paste("bucket",colName,sep="")
> > >      x[iVec,bColName] <- bucket(data,nBuckets)
> > >   }
> > > }
> > > x
> > > }
> > >
> > > x <- calcDeciles(x,c("A","B","C"))
> > >
> > >
> > > I was wondering if it is possible to vectorize the above function to 
> >make it
> > > more efficient.
> > > I tried,
> > > rlist <- tapply(x$A,x$Date,bucket)
> > > but I am not sure how to assign the contents of "rlist" to their 
> >appropriate
> > > slots in the original
> > > dataframe.
> > >
> > > Thanks,
> > >
> > > Maneesh
> > >
> > > ______________________________________________
> > > 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
> > >
> >
> 
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-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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