Hi,
here is one way using ddply (from the plyr package):
dat <- read.table(text="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",
header=TRUE)
library(plyr)
ddply(dat, .variables = c("tdate"), .fun = function(x) x[1, ])
Best,
Ista
On Wed, Oct 10, 2012 at 2:09 PM, ramoss <ramine.mossad...@finra.org> 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;
> 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
>
> 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.
>
> Thanks ahead for your help
>
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/How-to-replicate-SAS-by-group-processing-in-R-tp4645753.html
> Sent from the R help mailing list archive at Nabble.com.
>
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