Dear R users.
I have zoo object "size_june" containing market-capital values:
> dim(size_june) # market-cap data of 625 firms for 20 years
[1] 20 625
> class(size_june)
[1] "zoo"
> size_june # colnames = "size.firmcode"
size.34020 size.4710 size.11050 size.10660 size.9540 size.8060
size.16160 size.8080 size.9280
1988-06-30 NA NA NA NA NA
NA NA 7.728 NA
1989-06-30 NA 20.554 9.80 45.92 NA 55.40
9.047 28.476 17.87
1990-06-30 NA 23.870 13.79 47.34 NA 58.60
30.200 22.890 21.51
1991-06-29 NA 25.620 17.50 45.41 NA 49.00
44.100 20.540 15.93
1992-06-30 NA 13.104 6.49 36.08 NA 34.00
56.700 2.262 11.41
1993-06-30 NA 28.185 15.14 44.44 NA 59.43
57.330 7.514 23.69
1994-06-30 NA 22.802 12.23 55.00 NA 84.70
58.170 5.434 33.20
1995-06-30 NA 30.033 14.66 59.40 NA 87.23
104.043 4.550 39.94
1996-06-29 NA 62.975 18.38 35.42 NA 80.49
98.322 7.020 42.51
........
........
(many many lines)
I wrote a small function to group 625 firms into big firms and small firms:
> size.portfolio
function(data.row){
data.row <- data.row[,!is.na(data.row)]
big <- colnames(data.row[,data.row > median(coredata(data.row))]) # names
of big firms
small <- colnames(data.row)[!(colnames(data.row) %in% big)] # names of
small firms
big.size <- data.row[,big]
small.size <- data.row[,small]
out <- list(num.of.firms = length(data.row), big = big, small = small,
big.size = big.size, small.size = small.size)
}
I want to apply the function on size_june, which hopefully gives me the
portfolio groups (big and small) every June. But the "rollapply" complains
as below
> rollapply(size_june, width=1, size.portfolio, by.column=F)
error message about : data.row[, !is.na(data.row)] : wrong dimension
So I end up using the for-loop, which produces the outcome I wanted.
Good! No problem! But a little uneasy about using for-loop.
> out <- list(list())
> for(j in 1:length(time(size_june)))
out[[j]] = size.portfolio(size_june[j,])
Can anyone help me with fancy codes using "apply" thing?
Thanks in advance.
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