one approach is the following:
dat - data.frame(
Period = as.Date(rep(c(1996-07-31, 1996-08-31, 1996-09-30),
each = 15)),
Returns = rnorm(45),
MFR.Factor = runif(45)
)
###
do.call(rbind, lapply(split(dat[c(Returns, MFR.Factor)],
dat$Period),
function (x) {
cr - cor.test(x$Returns, x$MFR.Factor, method = spearman)
c(estimate = cr$estimate, p.value = cr$p.value)
}))
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
http://www.student.kuleuven.be/~m0390867/dimitris.htm
- Original Message -
From: Sergey Goriatchev [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Thursday, February 22, 2007 2:35 PM
Subject: [R] Combining tapply() and cor.test()?
Hello, fellow R-users.
Let me describe the setup first. I have a data.frame, a sample of
which is reported below:
Company.Name Periods Returns MFR.Factor
350 Wartsila Oyj A 1996-07-31 6.82 0.02
351Custodia Holding AG 1996-07-31 4.15-0.02
352 Wartsila Oyj 1996-07-31 7.73 0.09
353 GEA Group AG 1996-07-3110.12 0.04
354LEGRAND ORD 1996-07-31 -7.46-0.20
355 Mayr-Melnhof Karton AG 1996-07-31 4.71-0.05
356GEVAERT NPV 1996-08-30 NA NA
357NOKIA K FMA2.50 1996-08-30 7.65 0.03
358 Altadis S.A. 1996-08-30 7.65 0.55
359 Metrovacesa S.A. 1996-08-30 4.55-0.17
360 Oce N.V. 1996-08-309.43 0.23
The variable Periods is a date object, shows the month.
Variables Returns and MFR.Factor are numeric.
For each month the number of Returns and MFR.Factors varies,
sometimes
it is 350, sometimes 320 etc.
What I need is to use cor.test(Returns, MFR.Factor,...) for each
month, and produce a dataframe with columns: Period,
cor.estimate,
p.value.
The simplest way would be with tapply() using variable Period as a
factor, but tapply() only applies FUN to just one cell.
What is the most painless way to achieve my objective?
Thank you in advance for your help!
Best,
Sergey
__
R-help@stat.math.ethz.ch 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.
Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm
__
R-help@stat.math.ethz.ch 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.
