Re: [R] getting percentiles by factor

From: Paolo Cavatore <pcavatore_at_gmail.com>
Date: Thu, 10 Mar 2011 17:08:25 +0100

Hi David,

thanks for your comment...I managed to sort it out.

Below the final code...paolo

#################################

myExample <- data.frame(Ret=seq(-2, 2.5, by=0.5),PE=seq(10,19),Sectors=rep(c("Financial","Industrial"),5)) myExample <- na.omit(myExample)

myecdf2 <- function(x, column, sortAsc="True") {
# x data.frame/list being analysed
# column to calculate percentile on
# sortAsc sorting order (True Ascending, False Descending)
w1 <- ecdf(x[[column]])
w2 <- if (sortAsc) w1(x[[column]]) * 100 else abs(w1(x[[column]]) * 100 - 100)
w3 <- transform(x, myPerc=w2)
names(w3)[ncol(w3)] <- paste("Perc.",column,sep="") return(w3)
}
myExampleEnd2 <- lapply(split(myExample, myExample$Sectors), myecdf2, column="Ret", sortAsc="True")
myExampleEnd2 <- unsplit(myExampleEnd2, myExample$Sectors) 2011/3/10 David Winsemius <dwinsemius_at_comcast.net>

>
> On Mar 10, 2011, at 3:37 AM, Paolo Cavatore wrote:
>
> Hello,
>>
>> I'm trying to get percentiles (PERCENTRANK for excel users) by factor in
>> the
>> following data.frame:
>>
>> myExample <- data.frame(Ret=seq(-2, 2.5,
>> by=0.5),PE=seq(10,19),Sectors=rep(c("Financial","Industrial"),5))
>> myExample <- na.omit(myExample)
>>
>> Thanks to Patrick I I managed to put together the following lines which
>> does
>> it for the "Ret" column:
>>
>> myecdf <- function(x, sortAsc) {
>> w1 <- ecdf(x$Ret)
>> w2 <- if (sortAsc) w1(x$Ret) * 100 else abs(w1(x$Ret) * 100 - 100)
>> w3 <- transform(x, myPerc=w2)
>> return(w3)
>> }
>> myExampleEnd <- lapply(split(myExample, myExample$Sectors), myecdf,
>> sortAsc="True")
>> myExampleEnd <- unsplit(myExampleEnd, myExample$Sectors)
>>
>>
>> I need to make the function more flexible accepting the name of the column
>> to calculate percentiles on as a parameter but the following doesn't work:
>>
>> myecdf2 <- function(x, column, sortAsc=True) {
>> # x data.frame/list being analysed
>> # column to calculate percentiles on
>> # sortAsc sorting order (True Ascending, False Descending)
>> w1 <- ecdf(x$column)
>> w2 <- if (sortAsc) w1(x$column) * 100 else abs(w1(x$column) * 100 - 100)
>> w3 <- transform(x, myPerc=w2)
>> return(w3)
>> }
>> myExampleEnd2 <- lapply(split(myExample, myExample$Sectors), myecdf2,
>> column=Ret, sortAsc="True")
>> myExampleEnd2 <- unsplit(myExampleEnd, myExample$Sectors)
>>
>>
>> I'm not sure whether I'm going down the right way so any help is
>> appreciated...also from scratch.
>>
>
> i haven't debugged the code above but the first step is replace all your
> x$column instances with the equivalent:
>
> x[[column]]
>
> Moral: don't use $ when you want to have evaluation of the column argument.
>
> (Efforts to debug revealed an extraneous ")" after 100 and the need to
> replace column=Ret with column="Ret", but then foundered at:
>
>
> myExampleEnd2 <- unsplit(myExampleEnd, myExample$Sectors)
> Error in inherits(x, "data.frame") : object 'myExampleEnd' not found
>
> Removing the presumptively extraneous "End" does allow completion although
> there are warnings and I cannot follow the overall intent, so absolutely no
> guarantees.
>
> > myExampleEnd2 <- unsplit(myExample, myExample$Sectors)
> Warning messages:
> 1: In x[i] <- value[[j]] :
> number of items to replace is not a multiple of replacement length
> 2: In x[i] <- value[[j]] :
> number of items to replace is not a multiple of replacement length
> > myExampleEnd2
> [1] -2.0 10.0 -1.5 11.0 -1.0 12.0 -0.5 13.0 0.0 14.0
>
> --
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
>

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