Hello, fellow R-users.
Let me describe the setup first. I have a data.frame, a sample of
which is reported below:
Company.Name Periods Returns MFR.Factor
350 Wartsila Oyj A 1996-07-31 6.82 0.02
351 Custodia Holding AG 1996-07-31 4.15 -0.02
352 Wartsila Oyj 1996-07-31 7.73 0.09
353 GEA Group AG 1996-07-31 10.12 0.04
354 LEGRAND ORD 1996-07-31 -7.46 -0.20
355 Mayr-Melnhof Karton AG 1996-07-31 4.71 -0.05
356 GEVAERT NPV 1996-08-30 NA NA
357 NOKIA K FMA2.50 1996-08-30 7.65 0.03
358 Altadis S.A. 1996-08-30 7.65 0.55
359 Metrovacesa S.A. 1996-08-30 4.55 -0.17
360 Oce N.V. 1996-08-30 9.43 0.23
The variable "Periods" is a date object, shows the month.
Variables "Returns" and "MFR.Factor" are numeric.
For each month the number of Returns and MFR.Factors varies, sometimes
it is 350, sometimes 320 etc.
What I need is to use cor.test(Returns, MFR.Factor,...) for each
month, and produce a dataframe with columns: "Period",
"cor.estimate",
"p.value".
The simplest way would be with tapply() using variable "Period" as a
factor, but tapply() only applies FUN to just one cell.
What is the most painless way to achieve my objective?
Thank you in advance for your help!
Best,
Sergey
?by On 2/22/07, Sergey Goriatchev <sergeyg@gmail.com> wrote:> > Hello, fellow R-users. > > Let me describe the setup first. I have a data.frame, a sample of > which is reported below: > > Company.Name Periods Returns MFR.Factor > 350 Wartsila Oyj A 1996-07-31 6.82 0.02 > 351 Custodia Holding AG 1996-07-31 4.15 -0.02 > 352 Wartsila Oyj 1996-07-31 7.73 0.09 > 353 GEA Group AG 1996-07-31 10.12 0.04 > 354 LEGRAND ORD 1996-07-31 -7.46 -0.20 > 355 Mayr-Melnhof Karton AG 1996-07-31 4.71 -0.05 > 356 GEVAERT NPV 1996-08-30 NA NA > 357 NOKIA K FMA2.50 1996-08-30 7.65 0.03 > 358 Altadis S.A. 1996-08-30 7.65 0.55 > 359 Metrovacesa S.A. 1996-08-30 4.55 -0.17 > 360 Oce N.V. 1996-08-30 9.43 0.23 > > The variable "Periods" is a date object, shows the month. > Variables "Returns" and "MFR.Factor" are numeric. > For each month the number of Returns and MFR.Factors varies, sometimes > it is 350, sometimes 320 etc. > > What I need is to use cor.test(Returns, MFR.Factor,...) for each > month, and produce a dataframe with columns: "Period", "cor.estimate", > "p.value". > > The simplest way would be with tapply() using variable "Period" as a > factor, but tapply() only applies FUN to just one cell. > > What is the most painless way to achieve my objective? > > Thank you in advance for your help! > > Best, > Sergey > > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. >-- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? [[alternative HTML version deleted]]
one approach is the following:
dat <- data.frame(
Period = as.Date(rep(c("1996-07-31", "1996-08-31",
"1996-09-30"),
each = 15)),
Returns = rnorm(45),
MFR.Factor = runif(45)
)
###########
do.call(rbind, lapply(split(dat[c("Returns", "MFR.Factor")],
dat$Period),
function (x) {
cr <- cor.test(x$Returns, x$MFR.Factor, method =
"spearman")
c("estimate" = cr$estimate, "p.value" = cr$p.value)
}))
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
http://www.student.kuleuven.be/~m0390867/dimitris.htm
----- Original Message -----
From: "Sergey Goriatchev" <sergeyg at gmail.com>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, February 22, 2007 2:35 PM
Subject: [R] Combining tapply() and cor.test()?
> Hello, fellow R-users.
>
> Let me describe the setup first. I have a data.frame, a sample of
> which is reported below:
>
> Company.Name Periods Returns MFR.Factor
> 350 Wartsila Oyj A 1996-07-31 6.82 0.02
> 351 Custodia Holding AG 1996-07-31 4.15 -0.02
> 352 Wartsila Oyj 1996-07-31 7.73 0.09
> 353 GEA Group AG 1996-07-31 10.12 0.04
> 354 LEGRAND ORD 1996-07-31 -7.46 -0.20
> 355 Mayr-Melnhof Karton AG 1996-07-31 4.71 -0.05
> 356 GEVAERT NPV 1996-08-30 NA NA
> 357 NOKIA K FMA2.50 1996-08-30 7.65 0.03
> 358 Altadis S.A. 1996-08-30 7.65 0.55
> 359 Metrovacesa S.A. 1996-08-30 4.55 -0.17
> 360 Oce N.V. 1996-08-30 9.43 0.23
>
> The variable "Periods" is a date object, shows the month.
> Variables "Returns" and "MFR.Factor" are numeric.
> For each month the number of Returns and MFR.Factors varies,
> sometimes
> it is 350, sometimes 320 etc.
>
> What I need is to use cor.test(Returns, MFR.Factor,...) for each
> month, and produce a dataframe with columns: "Period",
> "cor.estimate",
> "p.value".
>
> The simplest way would be with tapply() using variable "Period"
as a
> factor, but tapply() only applies FUN to just one cell.
>
> What is the most painless way to achieve my objective?
>
> Thank you in advance for your help!
>
> Best,
> Sergey
>
> ______________________________________________
> R-help at 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
> and provide commented, minimal, self-contained, reproducible code.
>
Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm