Re: [R] Ranking within factor subgroups

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 23 Feb 2006 - 17:28:13 EST

"maneesh deshpande" <dmaneesh@hotmail.com> writes:

> 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

You might prefer to look at split/unsplit/split<-, i.e. the z-scores by group line:

     z <- unsplit(lapply(split(x, g), scale), g)

with "scale" suitably replaced. Presumably (meaning: I didn't quite read your code closely enough)

    z <- unsplit(lapply(split(x, g), bucket, 10), g)

could do it.  

>
> >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
> > >
> >
>
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-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Thu Feb 23 17:38:43 2006

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