Hello Everyone, I just started a new job & it requires heavy use of R to analyze datasets.
I have a data.table that looks like this. It is sorted by ID & Date, there are about 150 different IDs & the dataset spans 3 million rows. The main columns of concern are ID, date, and totret. What I need to do is to derive daily returns for each ID from totret, which is simply totret at time t+1 divided by totret at time t. X id ticker date_ adjClose totret RankStk 427225 427225 00174410 AHS 2001-11-13 21.66 100.00000 1235 441910 441910 00174410 AHS 2001-11-14 21.60 99.72300 1235 458458 458458 00174410 AHS 2001-11-15 21.65 99.95380 1235 284003 284003 00174410 AHS 2001-11-16 21.59 99.67680 1235 Two problems for me: 1)I can't just apply it to the entire column since there will be problems at the boundary points where the ID changes from 1 to another. I need to find out how to specify a restriction on the name of the ID 2) From Java, instinctively I would use a loop to calculate daily returns, but I found out that R is very slow with loops, so I need to find an efficient way to calculate daily returns with such a huge dataset. Thanks a lot! -- View this message in context: http://r.789695.n4.nabble.com/R-Newbie-please-help-tp2242633p2242633.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.