On Wed, Oct 10, 2012 at 7:09 PM, ramoss <ramine.mossad...@finra.org> wrote:
> 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? First, replicate it in some kind of universally understood language - like English. Nearly every alien in every sci-fi film I've seen speaks English, so that's a safe assumption :) What does it do? Take the first record within groups defined by tdate? Why does your code say 'expire' but the data have 'expiration'? Barry ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.