Re: [R] Manipulating DataSets

From: Charles C. Berry <cberry_at_tajo.ucsd.edu>
Date: Fri, 06 Jun 2008 10:14:12 -0700

On Fri, 6 Jun 2008, Neil Gupta wrote:

> Hello R-users,
>
> I have a very simple problem I wanted to solve. I have a large dataset as
> such:
> Lag X.Symbol Time TickType ReferenceNumber Price Size X.Symbol.1
> Time.1 TickType.1 ReferenceNumber.1
> 1 ES 3:ESZ7.GB 08:30:00 B 74390987 151075 44
> 3:ESZ7.GB08:30:00 A 74390988
> 2 ES 3:YMZ7.EC 08:30:00 B 74390993 13686 17
> 3:YMZ7.EC08:30:00 A 74390994
> 3 YM 3:ESZ7.GB 08:30:00 B 74391135 151075 49
> 3:ESZ7.GB08:30:00 A 74391136
> 4 YM 3:YMZ7.EC 08:30:00 B 74390998 13686 17
> 3:YMZ7.EC08:30:00 A 74390999
> 5 YM 3:ESZ7.GB 08:30:00 B 74391135 151075 49
> 3:ESZ7.GB08:30:00 A 74391136
> 6 YM 3:YMZ7.EC 08:30:00 B 74391000 13686 14
> 3:YMZ7.EC08:30:00 A 74391001
> Price.1 Size.1 LeadTime MidPoint Spread
> 1 151100 22 08:30:00 *151087.5* 25
> 2 13688 27 08:30:00 13687.0 2
> 3 151100 22 08:30:00 *151087.5* 25
> 4 13688 27 08:30:00 13687.0 2
> 5 151100 22 08:30:00 151087.5 25
> 6 13688 27 08:30:00 13687.0 2
>
>
> All I wanted to do was take the Log(MidPoint[2]) - Log(MidPoint[1]) for a
> symbol "3:ESZ7.GB"
> So the first one would be log(151087.5) - log(151087.5). I wanted to do this
> throughout the data set and add that in another column. I would appreciate
> any help.

See

         example( split )

Note the "### data frame variation", which should serve as a template for your problem.

HTH, Chuck

>
> Regards,
>
> Neil Gupta
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_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.
>

Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry_at_tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901

R-help_at_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. Received on Fri 06 Jun 2008 - 18:51:19 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 06 Jun 2008 - 19:30:39 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive