[R] Data frame aggregation
PHILIP GLADWIN, BLOOMBERG TRADEBOOK:
pgladwin2 at bloomberg.net
Fri Oct 7 14:53:31 CEST 2011
Hello,
Could anybody help me with this question?
Example data frame
NAME TICKER SHARES PERFORMANCE
John ABC 100 0.05
John ABC 1000 1.5
Alice EFG 20 0.3
Paul HIJ 50 1.0
Paul JKL 60 2.0
Paul MNO 12 3.0
I would like to aggregate this dataframe by NAME, TICKER, and SHARES and to
perform a weighted mean. I expect the output to be
NAME TICKER SHARES PERFORMANCE
John ABC 1000+100 ( (100 * 0.05) + (1000 * 1.5) ) / (100 + 1000)
Alice EFG 20 0.3
Paul HIJ 50 1.0
Paul JKL 60 2.0
Paul MNO 12 3.0
and I would like the output to be in a data frame.
Can anybody help?
Thank you,
Phil,
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