Re: [R] Range across a List

From: jim holtman <jholtman_at_gmail.com>
Date: Wed, 26 Mar 2008 18:48:55 -0500

This statement:

temp<-lapply(split(DF1,DF1$Trade.Date), function(.df) { +
data.frame(DATE=.df$Trade.Date,RANGE=max(.df$New.Price)-min(.df$New.Pric e))
+ })

has many results for DATE and one for RANGE; that is the reason you are getting multiple copies. Instead you need to write:

temp<-lapply(split(DF1,DF1$Trade.Date), function(.df) { +
data.frame(DATE=.df$Trade.Date[1],RANGE=max(.df$New.Price)-min(.df$New.Pric e))
+ })

where you only that the first ([1]) instance of Trade.Date

For the tapply, you can write:

nn=tapply(DF1$New.Price, DF1$Trade.Date, function(.x) max(.x) - min(.x))

On Wed, Mar 26, 2008 at 5:22 PM, Ravi S. Shankar <ravis_at_ambaresearch.com> wrote:
> I did the following
> DF<-do.call(rbind, pp2)
> DF1=na.omit(DF)
> DF1[,2]=as.Date(DF1[,2])
>
> str(DF)
> 'data.frame': 18660 obs. of 6 variables:
>
> I tried the following code
>
> temp<-lapply(split(DF1,DF1$Trade.Date), function(.df) {
> +
> data.frame(DATE=.df$Trade.Date,RANGE=max(.df$New.Price)-min(.df$New.Pric
> e))
> + })
>
> temp[[1]][1:5,]
> DATE RANGE
> 1 2006-12-29 1276.670
> 2 2006-12-29 1276.670
> 3 2006-12-29 1276.670
> 4 2006-12-29 1276.670
> 5 2006-12-29 1276.670
>
> What am I doing wrong?
>
> I also tried the below and that seemed to give me the range
>
> nn=tapply(DF1$New.Price, DF1$Trade.Date, range)
>
> > head(nn)
> $`2006-12-29`
> [1] 0.0074638 1276.6772880
>
> $`2006-12-31`
> [1] 4.673445 227.600000
>
> $`2007-01-31`
> [1] 0.0030772 1255.2080450
>
> $`2007-02-28`
> [1] 0.003978 1316.638200
>
> $`2007-03-29`
> [1] 5.25585 216.20000
>
> $`2007-03-30`
> [1] 0.0047214 1266.8250000
>
>
> Thanks
>
> Ravi Shankar S
>
>
>
> -----Original Message-----
> From: jim holtman [mailto:jholtman_at_gmail.com]
> Sent: Thursday, March 27, 2008 2:49 AM
> To: Ravi S. Shankar
>
> Cc: r-help_at_stat.math.ethz.ch; markleeds_at_verizon.net
> Subject: Re: [R] Range across a List
>
> I think something like this should work. I will give you the range
> for each date across all the data:
>
> x <- do.call(rbind, pp2)
> tapply(x$New.Price, x$Trade.Date, range)
>
>
> On 3/26/08, Ravi S. Shankar <ravis_at_ambaresearch.com> wrote:
> > To add more clarity to my question
> >
> > My data pp2 is a list
> >
> > (pp2[[1]])
> > RIC Trade.Date Close.Price Currency.Code Convertion.Rate
> New.Price
> > ABCD.SZ 2008/02/29 15.30 CNY 0.1408
> > 2.154240
> > ABCD.SZ 2008/01/31 15.27 CNY 0.1392
> > 2.040048
> > ABCD.SZ 2007/11/30 11.07 CNY 0.1357
> > 1.502199
> > ABCD.SZ 2007/10/31 10.89 CNY 0.1340
> > 1.459260
> > ABCD.SZ 2007/09/28 12.77 CNY 0.1334
> > 1.703518
> >
> > (pp2[[2]])
> > RIC Trade.Date Close.Price Currency.Code Convertion.Rate
> > New.Price
> > PQRS.SZ 2008/02/29 9.27 CNY 0.1408
> 1.305216
> > PQRS.SZ 2008/01/31 8.07 CNY 0.1392
> 1.123344
> > PQRS.SZ 2007/12/31 8.76 CNY 0.1371
> 1.200996
> > PQRS.SZ 2007/11/30 6.43 CNY 0.1357
> 0.872551
> > PQRS.SZ 2007/10/31 6.80 CNY 0.1340
> 0.911200
> > PQRS.SZ 2007/09/28 7.94 CNY 0.1334
> 1.059196
> >
> > And so on till (pp2[[1244]])
> >
> > Each of pp2[[i]] is a data frame. For each date I need to find the
> range
> > of New.Price across the list
> > i.e.for 2008/02/29 it would be
> > max(pp2[[i]]$New.Price[1])-min(pp2[[i]]$New.Price[1]) where i ranges
> > from 1 to 1244
> >
> > Thank you,
> > Ravi
> >
> >
> >
> >
> >
> > -----Original Message-----
> > From: markleeds_at_verizon.net [mailto:markleeds_at_verizon.net]
> > Sent: Thursday, March 27, 2008 2:12 AM
> > To: Ravi S. Shankar
> > Subject: Re: [R] Range across a List
> >
> > >From: "Ravi S. Shankar" <ravis_at_ambaresearch.com>
> > >Date: 2008/03/26 Wed PM 03:28:52 CDT
> > >To: r-help_at_stat.math.ethz.ch
> > >Subject: [R] Range across a List
> >
> > i think it's a dataframe ( it looks
> > like one ) or convert it to
> > one if it's not and then I think below should
> > work.
> >
> > temp<-lapply(split(pp2,pp2$Trade.Date), function(.df)
> > {
> > data.frame(.df$Trade.Date[1],range(.df$New.Price))
> > })
> >
> > result<-do.call(rbind,temp)
> >
> > test it though because i didn't.
> >
> >
> > >Hi R,
> > >I have a list
> > >> class(pp2)
> > >[1] "list"
> > >
> > >> length(pp2)
> > >[1] 1244
> > >
> > >It is in the below format
> > > RIC Trade.Date Close.Price Currency.Code Convertion.Rate
> > New.Price
> > >ABCD.SZ 2008/02/29 15.30 CNY 0.1408 2.154240
> > >ABCD.SZ 2008/01/31 15.27 CNY 0.1392 2.125584
> > >ABCD.SZ 2007/12/31 14.88 CNY 0.1371 2.040048
> > >ABCD.SZ 2007/11/30 11.07 CNY 0.1357 1.502199
> > >ABCD.SZ 2007/10/31 10.89 CNY 0.1340 1.459260
> > >ABCD.SZ 2007/09/28 12.77 CNY 0.1334 1.703518
> > >
> > >I want to find the range of pp2$New.Price for length(pp2) for each
> date
> > >Any help would be appreciated
> > >
> > >Thanks in advance
> > >Ravi
> > >
> > >
> > >This e-mail may contain confidential and/or privileged
> > i...{{dropped:10}}
> > >
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>
>
> --
> Jim Holtman
> Cincinnati, OH
> +1 513 646 9390
>
> What is the problem you are trying to solve?
> This e-mail may contain confidential and/or privileged...{{dropped:17}}



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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. Received on Thu 27 Mar 2008 - 02:59:25 GMT

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