How to replicate SAS by group processing in R
Hi,
here is one way using ddply (from the plyr package):
dat <- read.table(text="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",
header=TRUE)
library(plyr)
ddply(dat, .variables = c("tdate"), .fun = function(x) x[1, ])
Best,
Ista
On Wed, Oct 10, 2012 at 2:09 PM, ramoss <ramine.mossadegh at finra.org> wrote:
Hello, I am trying to re-code all my programs from SAS into R. 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? I have seen PLY & data.table packages mentioned but don't see how they would do the job. Thanks ahead for your help -- View this message in context: http://r.789695.n4.nabble.com/How-to-replicate-SAS-by-group-processing-in-R-tp4645753.html Sent from the R help mailing list archive at Nabble.com.
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