[R] How to replicate SAS by group processing in R

[Ista Zahn]

Hi,

here is one way using ddply (from the plyr package):

dat <- read.table(text="tdate   stock_symbol    expiration      strike
9/11/2012       C                          9/16/2012    11
9/11/2012       C                          9/16/2012    12
9/11/2012       C                          9/16/2012    13
9/12/2012       C                          9/16/2012    14
9/12/2012       C                          9/16/2012    15
9/12/2012       C                          9/16/2012    16
9/12/2012       C                           9/16/2012   17",
                  header=TRUE)

library(plyr)
ddply(dat, .variables = c("tdate"), .fun = function(x) x[1, ])


Best,
Ista

On Wed, Oct 10, 2012 at 2:09 PM, ramoss <ramine.mossadegh at finra.org> wrote:
> Hello,
>
> I am trying to re-code all my programs from SAS into R.
>
> In SAS I use the following code:
>
> proc sort data=upper;
> by tdate stock_symbol expire  strike;
> run;
> data upper1;
>   set upper;
>   by tdate stock_symbol expire  strike;
>   if first.expire then output;
>   rename strike=astrike;
> run;
>
> on the following data set:
>
> tdate   stock_symbol    expiration      strike
> 9/11/2012       C                          9/16/2012    11
> 9/11/2012       C                          9/16/2012    12
> 9/11/2012       C                          9/16/2012    13
> 9/12/2012       C                          9/16/2012    14
> 9/12/2012       C                          9/16/2012    15
> 9/12/2012       C                          9/16/2012    16
> 9/12/2012       C                           9/16/2012   17
>
> to get the following results:
> tdate   stock_symbol    expiration      strike
> 9/11/2012       C                          9/16/2012    11
> 9/12/2012       C                          9/16/2012    14
>
> How would I replicate this kind of logic in R?
> I have seen PLY & data.table packages mentioned but don't see how they would
> do the job.
>
> Thanks ahead for your help
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/How-to-replicate-SAS-by-group-processing-in-R-tp4645753.html
> Sent from the R help mailing list archive at Nabble.com.
>
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