Try this:
xtabs(Return ~ Date + Ticker, stock.returns)
On Wed, Mar 16, 2011 at 11:37 AM, chris99 <chea...@hotmail.com> wrote:
> Hi group,
>
> I am trying to convert the organization of a data frame so I can do some
> correlations between stocks,
>
> I have something like this:
>
> stock.returns <-
> data.frame(rbind(c("MSFT","20110301",0.05),c("MSFT","20110302",0.01),c("GOOG","20110301",-0.01),c("GOOG","20110302",0.04)))
> colnames(stock.returns) <- c("Ticker","Date","Return")
> stock.returns
> Ticker Date Return
> 1 MSFT 20110301 0.05
> 2 MSFT 20110302 0.01
> 3 GOOG 20110301 -0.01
> 4 GOOG 20110302 0.04
>
>
> And want to convert it to this:
>
> stock.returns <-
> data.frame(rbind(c("20110301",0.05,-0.01),c("20110302",0.01,0.04)))
> colnames(stock.returns) <- c("Date","MSFT","GOOG")
> stock.returns
> Date MSFT GOOG
> 1 20110301 0.05 -0.01
> 2 20110302 0.01 0.04
>
>
> Can anyone offer any suggestions?
>
> Thanks,
> Chris
>
> --
> View this message in context:
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> Sent from the R help mailing list archive at Nabble.com.
>
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--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O
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