Dear David Sir, Thanks a lot for your guidance. You reply besides helping, also taught me the importance of sharing your knowledge. It also helped me understand where do I stand. I am a starter in R and I have started going through at least some mails everyday whenever possible so that I can learn something from THE WISE like you.
Thanks once again Sir. Your help was great and it means a lot to me and for other freshers like me. Regards Vincy Pyne --- On Fri, 8/27/10, David Winsemius <dwinsem...@comcast.net> wrote: From: David Winsemius <dwinsem...@comcast.net> Subject: Re: [R] Band-wise Sum To: "Vincy Pyne" <vincy_p...@yahoo.ca> Cc: r-help@r-project.org Received: Friday, August 27, 2010, 2:36 PM On Aug 27, 2010, at 9:49 AM, Vincy Pyne wrote: > Hi > > I have a large credit portfolio (exceeding 50000 borrowers). For particular > process I need to add up the exposures based on the bands. I am giving a > small test data below. I would think that cut() would be the accepted method for defining a factor variable based on specified cutpoints. If you then wanted to see what the cumsum() was across the range of possible levels, that to would be a fairly simple task. df$ead.cat <- cut(df$ead, breaks=c(0, 100000, 500000, 1000000, 2000000, 5000000 , 10000000, 100000000) ) df with(df, tapply(ead.cat, rating, length)) # A AA AAA B BB BBB # 10 8 2 1 4 7 with(df, tapply(ead.cat, rating, table)) # returns a list of table objects by bond rating lapply( with(df, tapply(ead.cat, rating, table)) , cumsum) #returns the cumsum of those tables # sapply gives a more compact output of that result: sapply( with(df, tapply(ead.cat, rating, table)) , cumsum) A AA AAA B BB BBB (0,1e+05] 4 2 1 0 3 1 (1e+05,5e+05] 8 2 1 1 3 1 (5e+05,1e+06] 9 2 1 1 3 1 (1e+06,2e+06] 9 4 2 1 4 3 (2e+06,5e+06] 9 5 2 1 4 4 (5e+06,1e+07] 10 5 2 1 4 7 (1e+07,1e+08] 10 8 2 1 4 7 Loops, you say we need loops? We don't need no stinkin' loops. --David. > > rating <- c("A", "AAA", "A", "BBB","AA","A","BB", "BBB", "AA", "AA", "AA", > "A", "A", "AA","BB","BBB","AA", "A", "AAA","BBB","BBB", "BB", "A", "BB", "A", > "AA", "B","A", "AA", "BBB", "A", "BBB") > > ead <- c(169229.93,100, 5877794.25, 9530148.63, 75040962.06, 21000, 1028360, > 6000000, 17715000, 14430325.24, 1180946.57, 150000, 167490, 81255.16, > 54812.5, 3000, 1275702.94, 9100, 1763142.3, 3283048.61, 1200000, 11800, > 3000, 96894.02, 453671.72, 7590, 106065.24, 940711.67, 2443000, 9500000, > 39000, 1501939.67) > > ## First I have sorted the data rating-wise as > > df <- data.frame(rating, ead) > > df_sorted <- > df[order(df$rating),] > > df_sorted_AAA <- subset(df_sorted, rating=="AAA") > df_sorted_AA <- subset(df_sorted, rating=="AA") > df_sorted_A <- subset(df_sorted, rating=="A") > df_sorted_BBB <- subset(df_sorted, rating=="BBB") > df_sorted_BB <- subset(df_sorted, rating=="BB") > df_sorted_B <- subset(df_sorted, rating=="B") > df_sorted_CCC <- subset(df_sorted, rating=="CCC") > > ## we begin with BBB rating. The R output for df_sorted_BBB is as follows > >> df_sorted_BBB > rating ead > 4 BBB 9530149 > 8 BBB 6000000 > 16 BBB 3000 > 20 BBB 3283049 > 21 BBB 1200000 > 30 BBB 9500000 > 32 BBB 1501940 > > My problem is I need to totals of eads falling in the respective bands > > I > am defining bands in millions as > > seq_BBB <- seq(1000000, max(df_sorted_BBB$ead), by = 1000000) > > # The output is > [1] 1e+06 2e+06 3e+06 4e+06 5e+06 6e+06 7e+06 8e+06 9e+06 > > So for the sub data pertaining to Rating "BBB", I want corresponding ead > totals i.e. I want ead totals where ead < 1e+06, then I want ead totals where > 1+e06 < ead < 2e+06, 2e+06 < ead < 3e+06 ...and so on. > > I have tried the following code > > s_BBB <- NULL > > for (i in 1:length(s_BBB)) > { > s_BBB[i] = sum(subset(df_sorted_BBB$ead, df_sorted_BBB$ead < s_BBB[i])) > } > > I was trying to find totals ofads < 1e+06, ead < 2e+06, ead<3e+06and so on. > > but the result is > >> s_BBB > [1] 0 > > > I apologize if I am not able to express my problem properly. My only > objective is first to sort the whole portfolio rating-wise and then within > each of these rating-wise sorted data, I wish to find out total of eads based > on various bands starting <1000000, 1000000 - 200000, 2000000 - 3000000, > 3000000 - 4000000 and so on. Since the database contains more than 50000 > records, various ead amounts ranging from few 000's to billion are available. > > Please guide > > Thanking you all in advance > > Vincy > > > > > > > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org 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. David Winsemius, MD West Hartford, CT [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org 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.