On Wed, Oct 10, 2012 at 7:09 PM, ramoss <ramine.mossadegh at finra.org> wrote:
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?
First, replicate it in some kind of universally understood language - like English. Nearly every alien in every sci-fi film I've seen speaks English, so that's a safe assumption :) What does it do? Take the first record within groups defined by tdate? Why does your code say 'expire' but the data have 'expiration'? Barry