Friends
I have a data frame, df that I want to extract some rows from
Here is a sample of the data
> head(df)
TDate Expiry Underlie Strike CSettle PSettle Futures ExDate
TTE
1 20080102 200801 200803 0.840 0.0000 0 0.9207 20080104
0.005479452
2 20080102 200801 200803 0.850 0.0000 0 0.9207 20080104
0.005479452
Rate Disc
1 0.0457 0.9997496
2 0.0457 0.9997496
I want all rows where TTE is equal to 0.024657534
> head(summary(factor(df[,"TTE"])), n=1)
0.024657534
602
Using...
head(df["TTE">=0.02])
I get
> head(df["TTE">=0.02])
TDate Expiry Underlie Strike CSettle PSettle Futures ExDate
TTE
1 20080102 200801 200803 0.840 0.0000 0 0.9207 20080104
0.005479452
2 20080102 200801 200803 0.850 0.0000 0 0.9207 20080104
0.005479452
Rate Disc
1 0.0457 0.9997496
2 0.0457 0.9997496
Which is obviously not working. How can I make it work?
I can do
> tte.CSettle <- df[c("TTE", "CSettle")]
> tte.1 <- tte.CSettle[tte.CSettle<0.03,]
> tte.2 <- tte.1[tte.1>0.02,]
> head(tte.2)
TTE CSettle
582 0.02465753 0.0000
583 0.02465753 0.0000
> tail(tte.2)
TTE CSettle
NA.72617 NA NA
NA.72618 NA NA
>
So I have introduced a lot of NAs that were not there before.
I think I have done this before I just cannot remember how. The
Extract.data.frame help page does not tell me how.
cheers
Worik
worik.stan...@gmail.com
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