On Oct 10, 2012, at 11:09 AM, ramoss wrote:
> Hello,
>
> I am trying to re-code all my programs from SAS into R.
>
> In SAS I use the following code:
>
> proc sort data=upper;
> by tdate stock_symbol expire strike;
> run;
> data upper1;
> set upper;
> by tdate stock_symbol expire strike;
I must have forgotten my SAS. (It was a lng time ago I will admit.) Would that
have succeeded with the inclusion of 'strike' in that 'by' list?
> if first.expire then output;
> rename strike=astrike;
> run;
>
> on the following data set:
>
> tdate stock_symbol expiration strike
> 9/11/2012 C 9/16/2012 11
> 9/11/2012 C 9/16/2012 12
> 9/11/2012 C 9/16/2012 13
> 9/12/2012 C 9/16/2012 14
> 9/12/2012 C 9/16/2012 15
> 9/12/2012 C 9/16/2012 16
> 9/12/2012 C 9/16/2012 17
>
> to get the following results:
> tdate stock_symbol expiration strike
> 9/11/2012 C 9/16/2012 11
> 9/12/2012 C 9/16/2012 14
> dat[tapply(1:nrow(dat), list( dat$stock_symbol, dat$tdate), FUN= function(x)
> head(x,1) ), ]
tdate stock_symbol expiration strike
1 9/11/2012 C 9/16/2012 11
4 9/12/2012 C 9/16/2012 14
>
>
> How would I replicate this kind of logic in R?
> I have seen PLY & data.table packages mentioned but don't see how they would
> do the job.
You must mean the 'plyr' package; there is no "PLY'. I'm sure the 'ddply'
function or data.table could do this.
Here's another way with the R 'by' function which is then row-bound using
'do.call':
> do.call( rbind, by(dat, list( dat$stock_symbol, dat$tdate), FUN= function(x)
> head(x,1) ) )
tdate stock_symbol expiration strike
1 9/11/2012 C 9/16/2012 11
4 9/12/2012 C 9/16/2012 14
--
David Winsemius, MD
Alameda, CA, USA
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