Displaying 3 results from an estimated 3 matches for "totret".
2010 Jun 04
5
R Newbie, please help!
Hello Everyone,
I just started a new job & it requires heavy use of R to analyze datasets.
I have a data.table that looks like this. It is sorted by ID & Date, there
are about 150 different IDs & the dataset spans 3 million rows. The main
columns of concern are ID, date, and totret. What I need to do is to derive
daily returns for each ID from totret, which is simply totret at time t+1
divided by totret at time t.
X id ticker date_ adjClose totret RankStk
427225 427225 00174410 AHS 2001-11-13 21.66 100.00000 1235
441910 441910 001744...
2010 Jun 09
3
Extracting Elements By Date
Dear R Gurus,
Thanks for any help in advance!
Date.frame: Returns.names
X id ticker date_ adjClose totret RankStk
258060 258060 13645T10 CP 2001-06-29 18.125 1877.758
My data frame is in the above format. I would like to filter by period, per
id (every 125 days) each consisting of 250 days, I.e. 1-250, 126-375, etc.
One important thing to note is that not all ID's have the same number...
2010 Jun 08
1
Filtering out a data.frame
Sample Data.Frame format
Name is Returns.nodup
X id ticker date_ adjClose totret RankStk
427225 427225 00174410 AHS 2001-11-13 21.66 100 1235
"id" uniquely defines a row
What I am trying to do is filter out id's that have less than 1500 data
points (by date)
First, I used
total<-by(Returns.nodup, Returns.nodup$id,nrow)
which subsetted by ID a...