[R] (newbie) Accessing the pieces of a 'by' object
Vivek Satsangi
vivek.satsangi at gmail.com
Tue Mar 7 14:05:00 CET 2006
Folks,
I know that I can do the following using a loop. That's been a lot
easier for me to write and understand. But I am trying to force myself
to use more vectorized / matrixed code so that eventually I will
become a better R programmer.
I have a dataframe that has some values by Year, Quarter and Ranking.
The variable of interest is the return (F3MRet), to be weighted
averaged within the year, quarter and ranking. At the end, we want to
end up with a table like this:
year quarter ranking1 ranking2 ... ranking10
1987 1 1.33 1.45 ... 1.99
1987 2 6.45 3.22 ... 8.33
.
.
2005 4 2.22 3.33 ... 1.22
The dataset is too large to post and I can't come up with a small
working example very easily.
I tried the Reshape() package and also the aggregate and reshape
functions. Those don't work too well becuase of the need to pass
weighted.mean a weights vector. I tried the by() function, but now I
don't know how to coerce the returned object into a matrix so that I
can reshape it.
> fvs_weighted.mean <- function(y) weighted.mean(y$F3MRet, y$IndexWeight, na.rm=T);
> tmp_byRet <- by(dfReturns,
list(dfReturns$Quarter,dfReturns$Year,dfReturns$Ranking),
fvs_weighted.mean);
And various other ways to get the tmp_byRet object into a matrix were
tried, eg. unlist(), a loop like this:
dfRet <- data.frame(tmp_byRet);
for(i in 1:dim(dfRet)[2]){
dfRet[ ,i] <- as.vector(dfRet[ ,i]);
}
In each case, I got some error or the other.
So, please help me get unstuck. How can I get the tmp_byRet() object
into a matrix or a dataframe?
--
-- Vivek Satsangi
Rochester, NY USA
"No amount of sophistication is going to allay the fact that all your
knowledge is about the past and all your decisions are about the
future." -- Ian Wilson
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