Re: [R] How can we creat conditional data frame

From: saikat sarkar <dipa_sanyal_at_yahoo.com>
Date: Fri, 04 Apr 2008 11:21:06 -0700 (PDT)

 

Here is the solution

data<-read.table("d:/ftse.txt",header=TRUE)  wDay<-as.Date(data$date,"%d/%m/%Y")
 data<-data.frame(data[,-1])
 price<-data$ftse100
 data<-data.frame(price,wDay)
 data[1:10,]  

 a<-as.Date("03/01/1989","%d/%m/%Y")
 b<-as.Date("31/01/2007","%d/%m/%Y")
 ab<-seq(a,b,by=1)
 c<-format(ab,"%a")

 date<-data.frame(ab,c)
 date<-subset(date,c!="Sun")
 date<-subset(date,c!="Sat")
 

 res <- merge(date, data, by.x = "ab", by.y="wDay", all=T)

 res$h <- 0
 res$h[is.na(res$price)] <- 1
 res$price[is.na(res$price)] <- 0

 h<-res$h[-1]
 h1<-c(h,0)
 final.data<- data.frame(res$price,h1)
 final.data<-final.data[final.data$res.price>0,]

saikat sarkar wrote:
>
> Hi,
>
> R experts. I am a new user of R and trying to learn this program.
>
> I have a problem. Here is the code.
>
> d<-as.Date(c("2000/01/03","2000/01/05","2000/01/19","2000/01/28"))
> r<-rnorm(4)
> da<-data.frame(d,r)
>
> a<-as.Date("01/01/2000","%d/%m/%Y")
> b<-as.Date("30/01/2000","%d/%m/%Y")
> ab<-seq(a,b,by=1)
> c<-format(ab,"%a")
> date<-data.frame(ab,c)
> date<-subset(date,c!="Sun")
> date<-subset(date,c!="Sat")
>
> Here I have 2 data frame.
>
> da
> -------------
> d r
> 1 2000-01-03 1.2105865
> 2 2000-01-05 -0.8962776
> 3 2000-01-19 -1.0438936
> 4 2000-01-28 2.1329387
>
> ---------------------------
> date
> --------------
> ab c
> 3 2000-01-03 Mon
> 4 2000-01-04 Tue
> 5 2000-01-05 Wed
> 6 2000-01-06 Thu
> 7 2000-01-07 Fri
> 10 2000-01-10 Mon
> 11 2000-01-11 Tue
> 12 2000-01-12 Wed
> 13 2000-01-13 Thu
> 14 2000-01-14 Fri
> 17 2000-01-17 Mon
> 18 2000-01-18 Tue
> 19 2000-01-19 Wed
> 20 2000-01-20 Thu
> 21 2000-01-21 Fri
> 24 2000-01-24 Mon
> 25 2000-01-25 Tue
> 26 2000-01-26 Wed
> 27 2000-01-27 Thu
> 28 2000-01-28 Fri
>
> ---------------
>
> In data frame-"DA"- I have return(r) and date
> In data frame-"Date"- where I have date and day.
>
> Now I need to create a data frame where returns will be conditional on
> date and rest will be zero.
>
> -------------------
> like this
> ---------------------
>
> ab c r hd
> 3 2000-01-03 Mon 1.2105865 0
> 4 2000-01-04 Tue 0 1
> 5 2000-01-05 Wed 0 1
> 6 2000-01-06 Thu 0 1
> 7 2000-01-07 Fri 0 1
>
> ---------------------------------
>
> From this I can figureout the hoildays and then put each holidays equal to
> 1.
>
>
> Please help me.
>
> Thanking you
>
> saikat
>
>
>
>

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Received on Fri 04 Apr 2008 - 18:32:02 GMT

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