Ranking within factor subgroups
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
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