Re: [R] Reorganize data frame
require(reshape2)
dcast(stock.returns, Date ~ Ticker)
The numbers were changed from their original values, but if you originally
created the values Return as.numeric they should stay the same
On Wednesday, March 16, 2011 at 9:37 AM, chris99 wrote:
Hi group,
>
> I am trying to convert the organization of a data frame so I can do some
> correlations between stocks,
>
> I have something like this:
>
> stock.returns <-
> data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
> colnames(stock.returns) <- c("Ticker","Date","Return")
> stock.returns
> Ticker Date Return
> 1 MSFT 20110301 0.05
> 2 MSFT 20110302 0.01
> 3 GOOG 20110301 -0.01
> 4 GOOG 20110302 0.04
>
>
> And want to convert it to this:
>
> stock.returns <-
> data.frame(rbind(c("20110301",0.05,-0.01),c("20110302",0.01,0.04)))
> colnames(stock.returns) <- c("Date","MSFT","GOOG")
> stock.returns
> Date MSFT GOOG
> 1 20110301 0.05 -0.01
> 2 20110302 0.01 0.04
>
>
> Can anyone offer any suggestions?
>
> Thanks,
> Chris
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Reorganize-data-frame-tp3381929p3381929.html
> Sent from the R help mailing list archive at Nabble.com.
>
> __
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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Re: [R] Reorganize data frame
Try this:
xtabs(Return ~ Date + Ticker, stock.returns)
On Wed, Mar 16, 2011 at 11:37 AM, chris99 wrote:
> Hi group,
>
> I am trying to convert the organization of a data frame so I can do some
> correlations between stocks,
>
> I have something like this:
>
> stock.returns <-
> data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
> colnames(stock.returns) <- c("Ticker","Date","Return")
> stock.returns
> Ticker Date Return
> 1 MSFT 20110301 0.05
> 2 MSFT 20110302 0.01
> 3 GOOG 20110301 -0.01
> 4 GOOG 20110302 0.04
>
>
> And want to convert it to this:
>
> stock.returns <-
> data.frame(rbind(c("20110301",0.05,-0.01),c("20110302",0.01,0.04)))
> colnames(stock.returns) <- c("Date","MSFT","GOOG")
> stock.returns
> Date MSFT GOOG
> 1 20110301 0.05 -0.01
> 2 20110302 0.01 0.04
>
>
> Can anyone offer any suggestions?
>
> Thanks,
> Chris
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Reorganize-data-frame-tp3381929p3381929.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.
>
--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Reorganize data frame
Here's one way:
ans = reshape(stock.returns,idvar='Date',
+varying=list(names(stock.returns)[-1]),
+direction='long',
+times=names(stock.returns)[-1],
+v.names='Return',timevar='Ticker')
rownames(ans) = NULL
ans
Date Ticker Return
1 20110301 MSFT 0.05
2 20110302 MSFT 0.01
3 20110301 GOOG -0.01
4 20110302 GOOG 0.04
- Phil Spector
Statistical Computing Facility
Department of Statistics
UC Berkeley
spec...@stat.berkeley.edu
On Wed, 16 Mar 2011, chris99 wrote:
Hi group,
I am trying to convert the organization of a data frame so I can do some
correlations between stocks,
I have something like this:
stock.returns <-
data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
colnames(stock.returns) <- c("Ticker","Date","Return")
stock.returns
Ticker Date Return
1 MSFT 20110301 0.05
2 MSFT 20110302 0.01
3 GOOG 20110301 -0.01
4 GOOG 20110302 0.04
And want to convert it to this:
stock.returns <-
data.frame(rbind(c("20110301",0.05,-0.01),c("20110302",0.01,0.04)))
colnames(stock.returns) <- c("Date","MSFT","GOOG")
stock.returns
Date MSFT GOOG
1 20110301 0.05 -0.01
2 20110302 0.01 0.04
Can anyone offer any suggestions?
Thanks,
Chris
--
View this message in context:
http://r.789695.n4.nabble.com/Reorganize-data-frame-tp3381929p3381929.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing list
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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
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Reorganize data frame
Hi group,
I am trying to convert the organization of a data frame so I can do some
correlations between stocks,
I have something like this:
stock.returns <-
data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
colnames(stock.returns) <- c("Ticker","Date","Return")
stock.returns
Ticker Date Return
1 MSFT 20110301 0.05
2 MSFT 20110302 0.01
3 GOOG 20110301 -0.01
4 GOOG 20110302 0.04
And want to convert it to this:
stock.returns <-
data.frame(rbind(c("20110301",0.05,-0.01),c("20110302",0.01,0.04)))
colnames(stock.returns) <- c("Date","MSFT","GOOG")
stock.returns
Date MSFT GOOG
1 20110301 0.05 -0.01
2 20110302 0.01 0.04
Can anyone offer any suggestions?
Thanks,
Chris
--
View this message in context:
http://r.789695.n4.nabble.com/Reorganize-data-frame-tp3381929p3381929.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.
