[R] (newbie) Accessing the pieces of a 'by' object
Vivek Satsangi
vivek.satsangi at gmail.com
Tue Mar 7 16:33:28 CET 2006
I am writing to document the answer for the next poor sod who comes along.
To get tmp_byRet() into a multi-dimentional matrix, copy the object
using as.vector(), then copy the dim and dimnames from tmp_byRet into
the new object. However, this may not be what you want, since you
probably want the values of the factors within the object (i.e. it
should be a dataframe, not a matrix).
To get tmp_byRet into a dataframe, use unique() to create a dataframe
with just the unique values of your factors. Add a new column to the
dataframe, where you will store the summary stats. Use a loop to
populate this vector. Then use reshape() on the dataframe to get it to
the shape you want it in. It is difficult at best to vectorize this
and avoid the loop -- and trying to do so will lead to probably less
transparent code.
Vivek
On 3/7/06, Vivek Satsangi <vivek.satsangi at gmail.com> wrote:
> 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?
>
> --
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