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2013 Mar 01
7
Conditional Weighted Average (ddply or any other function)
...Fiscalyear FY-3)
4) Weighted ROE based on Country, Industry and Fiscal Year.
For firm N1 of Country C1, Industry I1 and Fiscalyear FY-3
weight is MKT1 / SUM(MKT, where Country = C1, Industry = I1, Fiscalyear FY-3)
I tried using ddply function:
ddply (dataread , .(Sector, FISCALYEAR), summarise, WROE=wavg(ROE, MKTCAP)))
where wavg <- function(x, wt) x %*% wt/sum(wt)
but this doesn't give me the right answer.
I could try subseting the data into different sectors and compute the
weighted average which doesn't look like an elegant solution and would
defeat the purpose of ddply
I coud...
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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