Displaying 1 result from an estimated 1 matches for "quintilesvolbymonth".
2013 Apr 06
1
Creating quintiles on monthly basis
...works in some cases and often gives the
following error:
Error in cut.default(df$VOLATILITY, unique(breaks), label = FALSE, na.rm
=TRUE):
invalid number of intervals
Could you give me some advice on how to improve this code so that it works
properly.
It's relatively urgent. Many thanks!
quintilesVolByMonth <- function(x){
months<-as.vector(unique(x$DATE))
dfx<-data.frame()
for(n in seq(1,length(months))){
num<-5
print(paste("Appending month",months[n],sep=""))
df<-subset(x,DATE==months[n])
breaks<-quantile(df$VOLATILITY,probs=seq(0,...