Hello,
I'm trying to get percentiles (PERCENTRANK for excel users) by factor in the
following data.frame:
myExample <- data.frame(Ret=seq(-2, 2.5,
by=0.5),PE=seq(10,19),Sectors=rep(c("Financial","Industrial"),5))
myExample <- na.omit(myExample)
Thanks to Patrick I I managed to put together the following lines which does
it for the "Ret" column:
myecdf <- function(x, sortAsc) {
w1 <- ecdf(x$Ret)
w2 <- if (sortAsc) w1(x$Ret) * 100 else abs(w1(x$Ret) * 100 - 100)
w3 <- transform(x, myPerc=w2)
return(w3)
}
myExampleEnd <- lapply(split(myExample, myExample$Sectors), myecdf,
sortAsc="True")
myExampleEnd <- unsplit(myExampleEnd, myExample$Sectors)
I need to make the function more flexible accepting the name of the column
to calculate percentiles on as a parameter but the following doesn't work:
myecdf2 <- function(x, column, sortAsc=True) {
# x data.frame/list being analysed
# column to calculate percentiles on
# sortAsc sorting order (True Ascending, False Descending)
w1 <- ecdf(x$column)
w2 <- if (sortAsc) w1(x$column) * 100 else abs(w1(x$column) * 100 - 100)
w3 <- transform(x, myPerc=w2)
return(w3)
}
myExampleEnd2 <- lapply(split(myExample, myExample$Sectors), myecdf2,
column=Ret, sortAsc="True")
myExampleEnd2 <- unsplit(myExampleEnd, myExample$Sectors)
I'm not sure whether I'm going down the right way so any help is
appreciated...also from scratch.
Paolo
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