[R] Conditional Data Manipulation -Cumulative Product

Pooya Lalehzari plalehzari at platinumlp.com
Tue Oct 7 23:26:56 CEST 2014 

Below is the sample output based on the sample input. Since the StopSignals are generated for all X1:X5 variables, some might not apply and not correspond to an OpenSignal for a variable so then it will be ignored (Like 1/3 for X1). If StopSignal is on the same date as the StartSignal, it will output that date's corresponding value (1/5/14 for X1) from MainData. When StopSignal is a few days after StartSignal then the values for that variable will be cumulatively multiplied (like cumsum, but a product as opposed to a sum) and that is what is shown for X1 from 1/11 to 1/13.
Please let me know if I am not clear.

Date		X1	X2	X3	X4	X5
1/1/2014	0.00 	0.00 	0.00 	0.00 	0.00 
1/2/2014	0.00 	1.51 	0.00 	0.00 	1.24 
1/3/2014	0.00 	0.14 	0.20 	0.00 	0.37 
1/4/2014	0.00 	0.00 	0.00 	0.00 	0.00 
1/5/2014	1.04 	0.00 	0.00 	0.00 	1.23 
1/6/2014	0.00 	0.00 	0.76 	0.00 	0.00 
1/7/2014	0.00 	0.00 	0.93 	0.66 	0.00 
1/8/2014	0.00 	0.00 	0.25 	0.06 	0.00 
1/9/2014	0.00 	0.00 	0.00 	0.00 	0.00 
1/10/2014	0.00 	0.00 	1.68 	0.98 	0.00 
1/11/2014	0.43 	0.00 	3.33 	1.43 	0.00 
1/12/2014	0.65 	0.78 	5.42 	0.66 	1.84 
1/13/2014	0.17 	0.27 	1.84 	0.64 	2.08

-----Original Message-----
From: David L Carlson [mailto:dcarlson at tamu.edu] 
Sent: Tuesday, October 07, 2014 5:03 PM
To: Pooya Lalehzari
Cc: R help
Subject: RE: [R] Conditional Data Manipulation -Cumulative Product

More clear to read, but this is much easier to load into R. Then adding 

StartSignals$Date <- as.Date(StartSignals$Date, "%m/%d/%Y") MainData$Date <- as.Date(MainData$Date, "%m/%d/%Y") StopSignals$Date <- as.Date(StopSignals$Date, "%m/%d/%Y")

Creates date objects out of the character strings.

But what should the final result look like? For example X1 has two start dates, "2014-01-05" and "2014-01-11" and you have stop dates of "2014-01-03", "2014-01-05", "2014-01-08", and "2014-01-13". So for X1 "2014-01-05" is both a start and stop date (value 1.04) and the second start/end would be "2014-01-11" to "2014-01-13" (values .43, 1.51, .26). What do you mean by compounding?

David C


-----Original Message-----
From: Pooya Lalehzari [mailto:plalehzari at platinumlp.com]
Sent: Tuesday, October 7, 2014 2:59 PM
To: David L Carlson
Subject: RE: [R] Conditional Data Manipulation -Cumulative Product

Dear David,
This is the dput output but I think the previous email had it more clearly.


> dput(StartSignals)
structure(list(Date = c("1/1/2014", "1/2/2014", "1/3/2014", "1/4/2014", "1/5/2014", "1/6/2014", "1/7/2014", "1/8/2014", "1/9/2014", "1/10/2014", "1/11/2014", "1/12/2014", "1/13/2014"), X1 = c(0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L), X2 = c(0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L), X3 = c(0L, 0L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 1L, 0L, 0L, 0L), X4 = c(0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 1L, 0L, 0L, 0L), X5 = c(0L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L)), .Names = c("Date", "X1", "X2", "X3", "X4", "X5"), class = "data.frame", row.names = c(NA, -13L))
> dput(MainData)
structure(list(Date = c("1/1/2014", "1/2/2014", "1/3/2014", "1/4/2014", "1/5/2014", "1/6/2014", "1/7/2014", "1/8/2014", "1/9/2014", "1/10/2014", "1/11/2014", "1/12/2014", "1/13/2014"), X1 = c(1.92, 0.67, 1.09, 1.81, 1.04, 1.69, 1.57, 0.5, 0, 1.31, 0.43, 1.51, 0.26), X2 = c(1.38, 1.51, 0.09, 1.33, 0.38, 1.12, 1.3, 1.75, 1.26, 1.57, 1.63, 0.78, 0.34), X3 = c(0.83, 1.21, 0.2, 1.57, 1.72, 0.76, 1.22, 0.27, 0.59, 1.68, 1.98, 1.63, 0.34), X4 = c(1.25, 0.06, 1.62, 1.68, 1.98, 1.45, 0.66, 0.09, 0.4, 0.98, 1.46, 0.46, 0.97), X5 = c(1.12, 1.24, 0.3, 1.41, 1.23, 1.99, 1.75, 1.91, 1.81, 1.79, 0.81, 1.84, 1.13)), .Names = c("Date", "X1", "X2", "X3", "X4", "X5"), class = "data.frame", row.names = c(NA,
-13L))
> dput(StopSignals)
structure(list(Date = c("1/1/2014", "1/2/2014", "1/3/2014", "1/4/2014", "1/5/2014", "1/6/2014", "1/7/2014", "1/8/2014", "1/9/2014", "1/10/2014", "1/11/2014", "1/12/2014", "1/13/2014"), Stop = c(0L, 0L, 1L, 0L, 1L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 1L)), .Names = c("Date", "Stop"), class = "data.frame", row.names = c(NA, -13L))


-----Original Message-----
From: David L Carlson [mailto:dcarlson at tamu.edu]
Sent: Tuesday, October 07, 2014 3:13 PM
To: Pooya Lalehzari; R help
Subject: RE: [R] Conditional Data Manipulation -Cumulative Product

You need to use plain text, not html in your email. Your data are scrambled (see below). It is better to send your data using the R dput() function:

dput(StartSignals)
dput(MainData)
dput(StopSignals)

-------------------------------------
David L Carlson
Department of Anthropology
Texas A&M University
College Station, TX 77840-4352


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Pooya Lalehzari
Sent: Tuesday, October 7, 2014 11:55 AM
To: R help
Subject: [R] Conditional Data Manipulation -Cumulative Product

Hello,
I have three datasets StartSignals, MainData, StopSignals and need to compound the data for each variable in MainData over dates that fall between the Start and Stop signals. (Stop signals are common and the same to all X1:X5 variables). Please see sample below:
The one way I was thinking of doing this project was to setup a nested "FOR" loop and go through the three data matrices. Is there a more elegant way of doing this?
Thank you.

StartSignals:
Date

X1

X2

X3

X4

X5

1/1/2014

0

0

0

0

0

1/2/2014

0

1

0

0

1

1/3/2014

0

0

1

0

0

1/4/2014

0

0

0

0

0

1/5/2014

1

0

0

0

1

1/6/2014

0

0

1

0

0

1/7/2014

0

0

0

1

0

1/8/2014

0

0

0

0

0

1/9/2014

0

0

0

0

0

1/10/2014

0

0

1

1

0

1/11/2014

1

0

0

0

0

1/12/2014

0

1

0

0

1

1/13/2014

0

0

0

0

0




MainData:
Date

X1

X2

X3

X4

X5

1/1/2014

1.92

1.38

0.83

1.25

1.12

1/2/2014

0.67

1.51

1.21

0.06

1.24

1/3/2014

1.09

0.09

0.2

1.62

0.3

1/4/2014

1.81

1.33

1.57

1.68

1.41

1/5/2014

1.04

0.38

1.72

1.98

1.23

1/6/2014

1.69

1.12

0.76

1.45

1.99

1/7/2014

1.57

1.3

1.22

0.66

1.75

1/8/2014

0.5

1.75

0.27

0.09

1.91

1/9/2014

0

1.26

0.59

0.4

1.81

1/10/2014

1.31

1.57

1.68

0.98

1.79

1/11/2014

0.43

1.63

1.98

1.46

0.81

1/12/2014

1.51

0.78

1.63

0.46

1.84

1/13/2014

0.26

0.34

0.34

0.97

1.13




StopSignals:
Date

Stop

1/1/2014

0

1/2/2014

0

1/3/2014

1

1/4/2014

0

1/5/2014

1

1/6/2014

0

1/7/2014

0

1/8/2014

1

1/9/2014

0

1/10/2014

0

1/11/2014

0

1/12/2014

0

1/13/2014

1



ExpectedResult:

Date

X1

X2

X3

X4

X5

1/1/2014

0

0

0

0

0

1/2/2014

0

1.51

0

0

1.24

1/3/2014

0

0.14

0.2

0

0.37

1/4/2014

0

0

0

0

0

1/5/2014

1.04

0

0

0

1.23

1/6/2014

0

0

0.76

0

0

1/7/2014

0

0

0.93

0.66

0

1/8/2014

0

0

0.25

0.06

0

1/9/2014

0

0

0

0

0

1/10/2014

0

0

1.68

0.98

0

1/11/2014

0.43

0

3.33

1.43

0

1/12/2014

0.65

0.78

5.42

0.66

1.84

1/13/2014

0.17

0.27

1.84

0.64

2.08










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***
We are pleased to announce that, as of October 20th, 2014, we will be moving to
our new office at:
Platinum Partners
250 West 55th Street, 14th Floor, New York, NY 10019
T: 212.582.2222 | F: 212.582.2424
***
THIS E-MAIL IS FOR THE SOLE USE OF THE INTENDED RECIPIENT(S) AND MAY CONTAIN
CONFIDENTIAL AND PRIVILEGED INFORMATION.ANY UNAUTHORIZED REVIEW, USE, DISCLOSURE
OR DISTRIBUTION IS PROHIBITED. IF YOU ARE NOT THE INTENDED RECIPIENT, PLEASE
CONTACT THE SENDER BY REPLY E-MAIL AND DESTROY ALL COPIES OF THE ORIGINAL E-MAIL.

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