Does this help?
sim_wide2 <- (
sim_data
%>% arrange( borrower_id, quarter )
%>% group_by( borrower_id )
%>% mutate( cumpd = 1 - cumprod( 1 - pd ) )
%>% ungroup()
%>% mutate( qlbl = paste0( "PC_", quarter ) )
%>% select( borrower_id, qlbl, cumpd )
%>% spread( qlbl, cumpd )
)
On May 9, 2020 4:45:40 PM PDT, Axel Urbiz <axel.ur...@gmail.com> wrote:
>Hello,
>
>Is there a less verbose approach to obtaining the PC_i variables inside
>the mutate?
>
>library(tidyverse)
>sim_data <- data.frame(borrower_id = sort(rep(1:10, 20)),
> quarter = rep(1:20, 10),
> pd = runif(length(rep(1:20, 10)))) # conditional probs
>
>sim_data_wide <- tidyr::spread(sim_data, quarter, pd)
>colnames(sim_data_wide)[-1] <- paste0("P_",
>colnames(sim_data_wide)[-1])
>
># Compute cumulative probs
>sim_data_wide <- sim_data_wide %>%
> mutate(PC_1 = P_1,
> PC_2 = 1-(1-P_1)*(1-P_2),
> PC_3 = 1-(1-P_1)*(1-P_2)*(1-P_3),
> PC_4 = 1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4),
> PC_5 = 1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5),
> PC_6 = 1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5)*(1-P_6),
> PC_7 = 1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5)*(1-P_6)*(1-P_7),
>PC_8 =
>1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5)*(1-P_6)*(1-P_7)*(1-P_8),
>PC_9 =
>1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5)*(1-P_6)*(1-P_7)*(1-P_8)*(1-P_9),
>PC_10 =
>1-(1-P_1)*(1-P_2)*(1-P_3)*(1-P_4)*(1-P_5)*(1-P_6)*(1-P_7)*(1-P_8)*(1-P_9)*(1-P_10)
> )
>
>
>Thanks,
>Axel.
> [[alternative HTML version deleted]]
>
>______________________________________________
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--
Sent from my phone. Please excuse my brevity.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
