[R] save(), load(), saveRDS(), and readRDS()

[Shu Fai Cheung]

Hi All,

There is a thread about the use of save(), load(), saveRDS(), and
loadRDS(). It led me to think about a question regarding them.

In my personal work, I prefer using saveRDS() and loadRDS() as I don't like
the risk of overwriting anything in the global environment. I also like the
freedom to name an object when reading it from a file.

However, for teaching, I have to teach save() and load() because, in my
discipline, it is common for researchers to share their datasets on the
internet using the format saved by save(), and so students need to know how
to use load() and what will happen when using it. Actually, I can't recall
encountering datasets shared by the .rds format. I have been wondering why
save() was usually used in that case.

That discussion led me to read the help pages again and I noticed the
following warning, from the help page of saveRDS():

"Files produced by saveRDS (or serialize to a file connection) are not
suitable as an interchange format between machines, for example to download
from a website. The files produced by save
 have a header identifying
the file type and so are better protected against erroneous use."

When will the problem mentioned in the warning occur? That is, when will a
file saved by saveRDS() not be read correctly? Saved in Linux and then read
in Windows? Is it possible to create a reproducible error?

Regards,
Shu Fai

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Re: [R] prop.trend.test question

[peter dalgaard]

In a word: Yes.

We discussed this about 2w ago. Basically, the lm() fits a local Linear 
Probability Model and the coef to "score" gives you the direction of the effect.

In the same thread it was discussed (well, readable between the lines, maybe) 
that if you change the lm() to a Gaussian glm() and use summary(..., 
dispersion=1), you can extract the z-test version of the trend test. (I think 
that the reason for using the chisquare version was to match the example in 
Altman: Practical Statistics for Medical Research.)

Arguably the code should be updated to use the z and at the same time include 
alternative=c("two.sided", "less", "greater") like other 1df tests have. Just a 
matter of these darn little round tuits that you seem never to be able to 
get... Also slightly tricky whether/how to make it backwards compatible.

- pd

> On 25 Sep 2023, at 04:10 , tgs77m--- via R-help  wrote:
> 
> Colleagues,
> 
> The code for prop.trend.test is given by:
> 
> function (x, n, score = seq_along(x)) 
> {
>method <- "Chi-squared Test for Trend in Proportions"
>dname <- paste(deparse1(substitute(x)), "out of",
> deparse1(substitute(n)), 
>",\n using scores:", paste(score, collapse = " "))
>x <- as.vector(x)
>n <- as.vector(n)
>p <- sum(x)/sum(n)
>w <- n/p/(1 - p)
>a <- anova(lm(freq ~ score, data = list(freq = x/n, score =
> as.vector(score)), 
>weights = w))
>chisq <- c(`X-squared` = a["score", "Sum Sq"])
>structure(list(statistic = chisq, parameter = c(df = 1), 
>p.value = pchisq(as.numeric(chisq), 1, lower.tail = FALSE), 
>method = method, data.name = dname), class = "htest")
> }
> 
> It seems to me that the direction of the trend is found using the weighted
> regression lm(freq ~ score, data = list(freq = x/n, score =
> as.vector(score)), 
>weights = w))
> 
> Am I on the right track here?
> 
> Thomas Subia
> 
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
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> and provide commented, minimal, self-contained, reproducible code.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd@cbs.dk  Priv: pda...@gmail.com

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Re: [R] replace character by numeric value

[arnaud gaboury]

On Thu, Sep 28, 2023 at 8:18 AM Ivan Calandra  wrote:
>
> Dear Arnaud,
>
> I don't quite unterstand why you have imbricated ifelse() statements. Do
> you have more that BUY (1) and SELL (-1)? If not, why not simply:
> mynewdf2 <- mydf2 |> dplyr::mutate(side = ifelse(side == 'BUY', 1, -1))

Yes it works indeed.
I found another solution :
df <- df |> mutate(side = as.numeric(ifelse(side == 'BUY', 1,
ifelse(side == 'SELL', -1, side
but yours is much simpler. and I can use dplyr::if_else() or
fifelse(). which looks safer and faster.

>
> That would solve the problem. I'm not quite sure exactly what happens,
> but this is probably related to the intermediary result after the first
> ifelse(), where characters and numeric are mixed. But conversion to
> numeric works properly, so I'm not sure what you meant:
> as.numeric(mynewdf2$side)
>
> More generally, why are you trying to convert to 1 and -1?

I am working on a crypto asset portfolio and want to compute profit &
loss. To achieve it, I need to convert (BUY * quantity) to quantity
and
(SELL * quantity) to -quantity.

Thank you for your answer.

Why not use
> factors? Are you trying to test contrasts maybe? I would be surprised if
> the function for the statistical test you are trying to use does not
> deal with that already on its own.
>
> HTH,
> Ivan
>
>
> On 27/09/2023 13:01, arnaud gaboury wrote:
> > I have two data.frames:
> >
> > mydf1 <- structure(list(symbol = "ETHUSDT", cummulative_quote_qty =
> > 1999.9122, side = "BUY", time = structure(1695656875.805, tzone = "", class
> > = c("POSIXct", "POSIXt"))), row.names = c(NA, -1L), class = c("data.table",
> > "data.frame"))
> >
> > mydf2 <- structure(list(symbol = c("ETHUSDT", "ETHUSDT", "ETHUSDT"),
> > cummulative_quote_qty = c(1999.119408,
> > 0, 2999.890985), side = c("SELL", "BUY", "BUY"), time =
> > structure(c(1695712848.487,
> > 1695744226.993, 1695744509.082), class = c("POSIXct", "POSIXt"
> > ), tzone = "")), row.names = c(NA, -3L), class = c("data.table",
> > "data.frame"))
> >
> > I use this line to replace 'BUY' by numeric 1 and 'SELL' by numeric -1 in
> > mydf1 and mydf2:
> > mynewdf <- mydf |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> > ifelse(side == 'SELL', -1, side)))
> >
> > This does the job but I am left with an issue: 1 and -1 are characters for
> > mynewdf2 when it is numeric for mynewdf1. The result I am expecting is
> > getting numeric values.
> > I can't solve this issue (using as.numeric(1) doesn't work) and don't
> > understand why I am left with num for mynewdf1 and characters for mynewdf2.
> >
> >> mynewdf1 <- mydf1 |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> > ifelse(side == 'SELL', -1, side)))
> >> str(mynewdf1)
> > Classes ‘data.table’ and 'data.frame': 1 obs. of  4 variables:
> >   $ symbol   : chr "ETHUSDT"
> >   $ cummulative_quote_qty: num 2000
> >   $ side : num 1  <<<--
> >   $ time : POSIXct, format: "2023-09-25 17:47:55"
> >   - attr(*, ".internal.selfref")=
> >
> >> mynewdf2 <- mydf2 |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> > ifelse(side == 'SELL', -1, side)))
> >>   str(mynewdf2)
> > Classes ‘data.table’ and 'data.frame': 3 obs. of  4 variables:
> >   $ symbol   : chr  "ETHUSDT" "ETHUSDT" "ETHUSDT"
> >   $ cummulative_quote_qty: num  1999 0 3000
> >   $ side : chr  "-1" "1" "1"   <<<--
> >   $ time : POSIXct, format: "2023-09-26 09:20:48"
> > "2023-09-26 18:03:46" "2023-09-26 18:08:29"
> >   - attr(*, ".internal.selfref")=
> >
> > Thank you for help
> >
> >   [[alternative HTML version deleted]]
> >
> > __
> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > 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.
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> and provide commented, minimal, self-contained, reproducible code.

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Re: [R] replace character by numeric value

[Enrico Schumann]

On Wed, 27 Sep 2023, arnaud gaboury writes:

> I have two data.frames:
>
> mydf1 <- structure(list(symbol = "ETHUSDT", cummulative_quote_qty =
> 1999.9122, side = "BUY", time = structure(1695656875.805, tzone = "", class
> = c("POSIXct", "POSIXt"))), row.names = c(NA, -1L), class = c("data.table",
> "data.frame"))
>
> mydf2 <- structure(list(symbol = c("ETHUSDT", "ETHUSDT", "ETHUSDT"),
> cummulative_quote_qty = c(1999.119408,
> 0, 2999.890985), side = c("SELL", "BUY", "BUY"), time =
> structure(c(1695712848.487,
> 1695744226.993, 1695744509.082), class = c("POSIXct", "POSIXt"
> ), tzone = "")), row.names = c(NA, -3L), class = c("data.table",
> "data.frame"))
>
> I use this line to replace 'BUY' by numeric 1 and 'SELL' by numeric -1 in
> mydf1 and mydf2:
> mynewdf <- mydf |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> ifelse(side == 'SELL', -1, side)))
>
> This does the job but I am left with an issue: 1 and -1 are characters for
> mynewdf2 when it is numeric for mynewdf1. The result I am expecting is
> getting numeric values.
> I can't solve this issue (using as.numeric(1) doesn't work) and don't
> understand why I am left with num for mynewdf1 and characters for mynewdf2.
>
>> mynewdf1 <- mydf1 |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> ifelse(side == 'SELL', -1, side)))
>> str(mynewdf1)
> Classes ‘data.table’ and 'data.frame': 1 obs. of  4 variables:
>  $ symbol   : chr "ETHUSDT"
>  $ cummulative_quote_qty: num 2000
>  $ side : num 1  <<<--
>  $ time : POSIXct, format: "2023-09-25 17:47:55"
>  - attr(*, ".internal.selfref")=
>
>> mynewdf2 <- mydf2 |> dplyr::mutate(side = ifelse(side == 'BUY', 1,
> ifelse(side == 'SELL', -1, side)))
>>  str(mynewdf2)
> Classes ‘data.table’ and 'data.frame': 3 obs. of  4 variables:
>  $ symbol   : chr  "ETHUSDT" "ETHUSDT" "ETHUSDT"
>  $ cummulative_quote_qty: num  1999 0 3000
>  $ side : chr  "-1" "1" "1"   <<<--
>  $ time : POSIXct, format: "2023-09-26 09:20:48"
> "2023-09-26 18:03:46" "2023-09-26 18:08:29"
>  - attr(*, ".internal.selfref")=
>
> Thank you for help
>

I'd use something like this:

map <- c(BUY = 1, SELL = -1)
mydf1$side <- map[mydf1$side]
str(mydf1)
## Classes ‘data.table’ and 'data.frame':   1 obs. of  4 variables:
##  $ symbol   : chr "ETHUSDT"
##  $ cummulative_quote_qty: num 2000
##  $ side : num 1

mydf2$side <- map[mydf2$side]
str(mydf2)
## Classes ‘data.table’ and 'data.frame':   3 obs. of  4 variables:
##  $ symbol   : chr  "ETHUSDT" "ETHUSDT" "ETHUSDT"
##  $ cummulative_quote_qty: num  1999 0 3000
##  $ side : num  -1 1 1
##  $ time : POSIXct, format: "2023-09-26 09:20:48" ...



-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net

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