Displaying 8 results from an estimated 8 matches for "permno".
2006 May 01
4
efficiency in merging two data frames
...and fiscal data. One is monthly data with about
144,000 lines, and the other is quaterly with about
56,000. Each data set takes different company code.
I need to merge these two together. I read both ask
cvs. And the other file with corresponding firm code.
Now I have three data sets. return$PERMNO,
account$GVKEY. id is the data frames of the
corresponding relation and has both id$PERMNO and
id$GVKEY. Also, I need to convert the return's month
into quarter and finally merge two data frames(return
and account). I end up write a short program for
this, but it runs very slow. 15+ minutes...
2013 May 31
1
R 3.0.1 : parallel collection triggers "long memory not supported yet"
...l be a very big list, with 30,000 elements, each
containing data frames with 14 variables and around 200 to 5000
observations (say, 64KB on average). thus, I estimate that the resulting
list is 20GB. the specific code that triggers this is
exposures.list <- mclapply(1:length(crsp.list.by.permno),
FUN=function(i, NMO=NMO) {
calcbeta.for.one.stock(crsp.list.by.permno[[i]], NMO=NMO)
},
NMO=NMO, mc.cores=3 )
the release docs to 3.0.0 suggest this error should occur primarily in
unusual situations. so, it's no...
2010 Aug 03
4
mixing strings and numeric doubles in an array
I have an array called "stocks" which contains numeric dates, ticker
symbols,prices, etc.
> stocks[1:3,]
DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUT PRC
RET
1 19950131 EWST 10001 3 EWST A
2224 -7.75000 -0.031250
2 19950228 EWST 10001 3 EWST A
2224 7.54688 -0.026210
3 19950331 EWST 10001 3 EWST A
2244 7.50...
2008 Jun 05
7
Improving data processing efficiency
...;= arow$Market.Cap.13f, ][1,]
}
else {
bestpeer = industrypeers[nrow(industrypeers),]
}
bestpeer$Quarters.Since.IPO.Issue =
arow$Quarters.Since.IPO.Issue
#tfdata_quarter$Match.Dummy.By.Quarter[tfdata_quarter$PERMNO ==
bestpeer$PERMNO] = 1
result = rbind(result, as.matrix(bestpeer))
}
}
#result = rbind(result, tfdata_quarter)
print (aquarter)
}
result = as.data.frame(result)
names(result) = colnames
return(result)
}
========= end...
2013 Feb 12
0
How do I solve a disk I/O error with RSQLite?
...are
the following:
> dbGetQuery(sql.dispersion,
+ "create table monthly_data_temp as
+ select a.*, b.industry
+ from monthly_data as a left join
+ siccd_industry_ff49 as b
+ on a.siccd = b.siccd
+ order by permno, date")
Error in sqliteExecStatement(con, statement, bind.data) :
RS-DBI driver: (RS_SQLite_exec: could not execute1: disk I/O error)
Calls: dbGetQuery ... dbGetQuery -> sqliteQuickSQL ->
sqliteExecStatement -> .Call
Execution halted
I ran the same code by using sqlite3 from the co...
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.
2012 May 04
2
Can't import this 4GB DATASET
..."
[3] " "
[4] " PERMNO DATE SHRCD COMNAM
PRC VOL"
[5] ""...
2012 Mar 24
3
Handling 8GB .txt file in R?
Hi,
I am mediocre at R, maybe 1000 hours experience, but I received an 8GB
dataset and I don't know what to do with it. I have to do extensive analysis
over it for my Honours thesis.
I can't even import it. I've tried;
- Splitting it up using the free csv-splitter-1.1.zip that seems to be
working for everyone else (it doesn't work for me, it just outputs 1 single
line).
-