Re: [R] Ranking within factor subgroups

From: maneesh deshpande <dmaneesh_at_hotmail.com>
Date: Thu 23 Feb 2006 - 14:45:37 EST


Hi Adai,

I think your solution only works if the rows of the data frame are ordered by "date" and
the ordering function is the same used to order the levels of factor(df$date) ?
It turns out (as I implied in my question) my data is indeed organized in this manner, so my
current problem is solved.
In the general case, I suppose, one could always order the data frame by date before proceeding ?

Thanks,

Maneesh

>From: Adaikalavan Ramasamy <ramasamy@cancer.org.uk>
>Reply-To: ramasamy@cancer.org.uk
>To: maneesh deshpande <dmaneesh@hotmail.com>
>CC: r-help@stat.math.ethz.ch
>Subject: Re: [R] Ranking within factor subgroups
>Date: Wed, 22 Feb 2006 03:44:45 +0000
>
>It might help to give a simple reproducible example in the future. For
>example
>
> df <- cbind.data.frame( date=rep( 1:5, each=100 ), A=rpois(500, 100),
> B=rpois(500, 50), C=rpois(500, 30) )
>
>might generate something like
>
> date A B C
> 1 1 93 51 32
> 2 1 95 51 30
> 3 1 102 59 28
> 4 1 105 52 32
> 5 1 105 53 26
> 6 1 99 59 37
> ... . ... .. ..
> 495 5 100 57 19
> 496 5 96 47 44
> 497 5 111 56 35
> 498 5 105 49 23
> 499 5 105 61 30
> 500 5 92 53 32
>
>Here is my proposed solution. Can you double check with your existing
>functions to see if they are correct.
>
> decile.fn <- function(x, nbreaks=10){
> br <- quantile( x, seq(0, 1, len=nbreaks+1), na.rm=T )
> br[1] <- -Inf
> return( cut(x, br, labels=F) )
> }
>
> out <- apply( df[ ,c("A", "B", "C")], 2,
> function(v) unlist( tapply( v, df$date, decile.fn ) ) )
>
> rownames(out) <- rownames(df)
> out <- cbind(df$date, out)
>
>Regards, Adai
>
>
>
>On Tue, 2006-02-21 at 21:44 -0500, maneesh deshpande wrote:
> > Hi,
> >
> > I have a dataframe, x of the following form:
> >
> > Date Symbol A B C
> > 20041201 ABC 10 12 15
> > 20041201 DEF 9 5 4
> > ...
> > 20050101 ABC 5 3 1
> > 20050101 GHM 12 4 2
> > ....
> >
> > here A, B,C are properties of a set symbols recorded for a given date.
> > I wante to decile the symbols For each date and property and
> > create another set of columns "bucketA","bucketB", "bucketC" containing
>the
> > decile rank
> > for each symbol. The following non-vectorized code does what I want,
> >
> > bucket <- function(data,nBuckets) {
> > q <- quantile(data,seq(0,1,len=nBuckets+1),na.rm=T)
> > q[1] <- q[1] - 0.1 # need to do this to ensure there are no extra
>NAs
> > cut(data,q,include.lowest=T,labels=F)
> > }
> >
> > calcDeciles <- function(x,colNames) {
> > nBuckets <- 10
> > dates <- unique(x$Date)
> > for ( date in dates) {
> > iVec <- x$Date == date
> > xx <- x[iVec,]
> > for (colName in colNames) {
> > data <- xx[,colName]
> > bColName <- paste("bucket",colName,sep="")
> > x[iVec,bColName] <- bucket(data,nBuckets)
> > }
> > }
> > x
> > }
> >
> > x <- calcDeciles(x,c("A","B","C"))
> >
> >
> > I was wondering if it is possible to vectorize the above function to
>make it
> > more efficient.
> > I tried,
> > rlist <- tapply(x$A,x$Date,bucket)
> > but I am not sure how to assign the contents of "rlist" to their
>appropriate
> > slots in the original
> > dataframe.
> >
> > Thanks,
> >
> > Maneesh
> >
> > ______________________________________________
> > R-help@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
>http://www.R-project.org/posting-guide.html
> >
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Feb 23 14:55:40 2006

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:42:39 EST