Data frame aggregation
On Oct 7, 2011, at 14:53 , PHILIP GLADWIN, BLOOMBERG TRADEBOOK: wrote:
Hello, Could anybody help me with this question? Example data frame NAME TICKER SHARES PERFORMANCE John ABC 100 0.05 John ABC 1000 1.5 Alice EFG 20 0.3 Paul HIJ 50 1.0 Paul JKL 60 2.0 Paul MNO 12 3.0 I would like to aggregate this dataframe by NAME, TICKER, and SHARES and to perform a weighted mean. I expect the output to be NAME TICKER SHARES PERFORMANCE John ABC 1000+100 ( (100 * 0.05) + (1000 * 1.5) ) / (100 + 1000) Alice EFG 20 0.3 Paul HIJ 50 1.0 Paul JKL 60 2.0 Paul MNO 12 3.0 and I would like the output to be in a data frame. Can anybody help?
You can do it in steps: 1. calculate a new variable, say TMP <- SHARES*PERFORMANCE 2. aggregate SHARES and TMP using sum() 3. in the aggregated data compute PERFORMANCE <- TMP/SHARES (Interesting to see that we have users inside Bloomberg, give the recent trademark complaint against the rbloomberg package...) -pd
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