Neil Gupta wrote:
Hello R-Users,
I am new to R and trying my best however I need help with this simple task.
I have a dataset, YM1207.
X.Symbol Date Time Exchange TickType
ReferenceNumber Price Size
12491 3:YMZ7.EC 12/03/2007 08:32:50 EC B
85985770 13379 7
12492 3:YMZ7.EC 12/03/2007 08:32:50 EC A
85985771 13380 4
12493 3:YMZ7.EC 12/03/2007 08:32:50 EC T
85985845 13379 1
12494 3:YMZ7.EC 12/03/2007 08:32:50 EC B
85985846 13379 7
12495 3:YMZ7.EC 12/03/2007 08:32:50 EC A
85985847 13380 4
12496 3:YMZ7.EC 12/03/2007 08:32:50 EC B
85986222 13379 6
12497 3:YMZ7.EC 12/03/2007 08:32:50 EC A
85986223 13380 4
I want to insert a column called NPrice which takes a pair of B,A and
calculates its average Price. And than input that number in the B row and A
row in the new column NPrice. Each B, A is seperated by +1 on the Reference
Number. I want to skip T entries. T's do not come inbetween corresponding Bs
and As. The other columns are not of interest. I would really appreciate it
if I can get some help on this or refer me to a source that may.
I think this is a case where what you really need to do is to become
aware of the tools you have in the toolbox. E.g., I already showed you
one way to do it if the T's were absent:
N <- nrow(YM1207)
ix <- gl(N/2,2)
YM1207$NPrice <- ave(YM1207$price, ix)
(OK, I forgot $price last time...)
so how about making them disappear using
isAB <- YM1207$TickType %in% c("A","B)]
ABprice <- YM1207$price[ix]
then do as before
N <- length(ABprice)
ix <- gl(N/2,2)
NPrice <- ave(YM1207$price, ix)
and put it back using
YM1207$NPrice <- NA
YM1207$NPrice[isAB] <- NPrice
There are several ways to do this sort of thing. Another variation,
closer to your original suggestion would be to do
isA <- YM1207$TickType == "A"
isB <- YM1207$TickType == "B"
nPrice <- (YM1207$price[isA]+YM1207$price[isB])/2
YM1207$NPrice <- NA
YM1207$NPrice[isA] <- YM1207$NPrice[isB] <- nPrice
(you probably don't really need the NA assignment, but strange things
can happen when you make subassignments into non-existing columns)
--
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(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
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