[R-SIG-Finance] Question about re-order the dataframe
Gabor Grothendieck
ggrothendieck at gmail.com
Tue Apr 10 21:04:18 CEST 2007
Use merge. You can omit the varying= argument and the line before
the merge statement if you are not too fussy about the column names.
DF <- head(DF, 19) # last ticker now only has 4 closes
DATE.names <- unique(as.character(DF$DATE))
reshape(DF, direction = "wide", idvar = "TICKER", timevar = "DATE",
varying = list(DATE.names))
On 4/10/07, Brian Wu <bwu at guzman.com> wrote:
> Hi,
> I have a data.frame as following,
>
> DATE TICKER CLOSE
> 1 2000-06-30 A 73.75000
> 2 2000-07-07 A 67.43750
> 3 2000-07-14 A 76.87500
> 4 2000-07-21 A 47.50000
> 5 2000-07-28 A 41.31250
> 6 2000-06-30 BB 24.98000
> 7 2000-07-07 BB 23.60500
> 8 2000-07-14 BB 28.91750
> 9 2000-07-21 BB 27.73000
> 10 2000-07-28 BB 26.16750
> 11 2000-06-30 CC 11.86500
> 12 2000-07-07 CC 11.67750
> 13 2000-07-14 CC 11.55250
> 14 2000-07-21 CC 11.49000
> 15 2000-07-28 CC 11.61500
> 16 2000-06-30 DD 4.15625
> 17 2000-07-07 DD 4.62500
> 18 2000-07-14 DD 4.68750
> 19 2000-07-21 DD 4.56250
> 20 2000-07-28 DD 4.18750
>
> I wanna generate a matrix based on this data.frame has the TICKER as row nams and DATE as column names.
> The matrix should be look like this:
>
> 2000-06-30 2000-07-07 2000-07-14 2000-07-21 2000-07-28
> A 73.75000 67.43750 76.87500 47.50000 41.31250
> BB .....
> CC .....
> DD .....
>
> Is there any easy way to do that?
> One problem is there maybe TICKER doesn't have 5 CLOSEs.
>
> Thanks for any suggestion!!!
>
> Brian
>
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