Displaying 2 results from an estimated 2 matches for "it0000003".
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it0000001
2008 Jun 05
2
Securities earning covariance
...(for a year) earnings as
follows:
SEC_ID DAY EARNING
IT0000001 20070101 5.467
IT0000001 20070102 5.456
IT0000001 20070103 4.954
IT0000001 20070104 3.456
..........................
IT0000002 20070101 1.456
IT0000002 20070102 1.345
IT0000002 20070103 1.233
..........................
IT0000003 20070101 0.345
IT0000003 20070102 0.367
IT0000003 20070103 0.319
..........................
And so on: about 800 different SEC_ID and about 180000 rows.
I have to calculate the "covariance" for each couple of securities x and
y according to the formula:
Cov(x,y) = (sum[(x-x')*(y-...
2008 Jun 06
6
Subsetting to unique values
I want to take the first row of each unique ID value from a data frame.
For instance
> ddTable <-
data.frame(Id=c(1,1,2,2),name=c("Paul","Joe","Bob","Larry"))
I want a dataset that is
Id Name
1 Paul
2 Bob
> unique(ddTable)
Will give me all 4 rows, and
> unique(ddTable$Id)
Will give me c(1,2), but not accompanied by the name column.