[R] Data transformation

Santosh Srinivas santosh.srinivas at gmail.com
Wed Nov 3 08:30:49 CET 2010


Dear Group,

Need to do the following transformation:

I have the dataset
structure(list(Date = structure(1L, .Label = "2010-06-16", class =
"factor"), 
    ACC.returns1Day = -0.018524832, ACC.returns5Day = 0.000863931, 
    ACC.returns7Day = -0.019795222, BCC.returns1Day = -0.009861859, 
    BCC.returns5Day = 0.000850706, BCC.returns7Day = -0.014695715), .Names =
c("Date", 
"ACC.returns1Day", "ACC.returns5Day", "ACC.returns7Day", "BCC.returns1Day", 
"BCC.returns5Day", "BCC.returns7Day"), class = "data.frame", row.names =
c(NA, 
-1L))

I can split the names using:
retNames <- strsplit(names(returns),"\\.returns")

Assuming that the frame has only one row, how do I transform this into 

	1Day		5Day		7Day
ACC	-0.0185	0.0009	-0.0198
BCC	-0.0099	0.0009	-0.0147

If I have more than one unique date  ... is there some nice structure that I
could put this into where I have the date as the parent and the sub data
structure that gives the data as above for any unique date?

I can always do this with for-loops ... but I think there are easier ways to
achieve this.

Thanks,
S



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