Hi Adai, I think your solution only works if the rows of the data frame are ordered by "date" and the ordering function is the same used to order the levels of factor(df$date) ? It turns out (as I implied in my question) my data is indeed organized in this manner, so my current problem is solved. In the general case, I suppose, one could always order the data frame by date before proceeding ?
Thanks, Maneesh >From: Adaikalavan Ramasamy <[EMAIL PROTECTED]> >Reply-To: [EMAIL PROTECTED] >To: maneesh deshpande <[EMAIL PROTECTED]> >CC: [email protected] >Subject: Re: [R] Ranking within factor subgroups >Date: Wed, 22 Feb 2006 03:44:45 +0000 > >It might help to give a simple reproducible example in the future. For >example > > df <- cbind.data.frame( date=rep( 1:5, each=100 ), A=rpois(500, 100), > B=rpois(500, 50), C=rpois(500, 30) ) > >might generate something like > > date A B C > 1 1 93 51 32 > 2 1 95 51 30 > 3 1 102 59 28 > 4 1 105 52 32 > 5 1 105 53 26 > 6 1 99 59 37 > ... . ... .. .. > 495 5 100 57 19 > 496 5 96 47 44 > 497 5 111 56 35 > 498 5 105 49 23 > 499 5 105 61 30 > 500 5 92 53 32 > >Here is my proposed solution. Can you double check with your existing >functions to see if they are correct. > > decile.fn <- function(x, nbreaks=10){ > br <- quantile( x, seq(0, 1, len=nbreaks+1), na.rm=T ) > br[1] <- -Inf > return( cut(x, br, labels=F) ) > } > > out <- apply( df[ ,c("A", "B", "C")], 2, > function(v) unlist( tapply( v, df$date, decile.fn ) ) ) > > rownames(out) <- rownames(df) > out <- cbind(df$date, out) > >Regards, Adai > > > >On Tue, 2006-02-21 at 21:44 -0500, maneesh deshpande wrote: > > Hi, > > > > I have a dataframe, x of the following form: > > > > Date Symbol A B C > > 20041201 ABC 10 12 15 > > 20041201 DEF 9 5 4 > > ... > > 20050101 ABC 5 3 1 > > 20050101 GHM 12 4 2 > > .... > > > > here A, B,C are properties of a set symbols recorded for a given date. > > I wante to decile the symbols For each date and property and > > create another set of columns "bucketA","bucketB", "bucketC" containing >the > > decile rank > > for each symbol. The following non-vectorized code does what I want, > > > > bucket <- function(data,nBuckets) { > > q <- quantile(data,seq(0,1,len=nBuckets+1),na.rm=T) > > q[1] <- q[1] - 0.1 # need to do this to ensure there are no extra >NAs > > cut(data,q,include.lowest=T,labels=F) > > } > > > > calcDeciles <- function(x,colNames) { > > nBuckets <- 10 > > dates <- unique(x$Date) > > for ( date in dates) { > > iVec <- x$Date == date > > xx <- x[iVec,] > > for (colName in colNames) { > > data <- xx[,colName] > > bColName <- paste("bucket",colName,sep="") > > x[iVec,bColName] <- bucket(data,nBuckets) > > } > > } > > x > > } > > > > x <- calcDeciles(x,c("A","B","C")) > > > > > > I was wondering if it is possible to vectorize the above function to >make it > > more efficient. > > I tried, > > rlist <- tapply(x$A,x$Date,bucket) > > but I am not sure how to assign the contents of "rlist" to their >appropriate > > slots in the original > > dataframe. > > > > Thanks, > > > > Maneesh > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! >http://www.R-project.org/posting-guide.html > > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
