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I have a timeseries with about 100 dates, 50 entities per date (so 5,000 rows) and 50 columns (all are different variables). How can I filter each column in the data frame, per unique date, to keep the top 1/3 of values for each column on each date. Then get the average Return for that group for that date. Thank you.
My data is organized as follows but the numbers in each column are random and vary like they do in column "a" (this is a sample, the real data has many more columns and many more rows):
Date Identity Return a b c d e f... ...z
2/1/19 X 5 75 43 67 85 72 56 92
2/1/19 Y 4 27 43 67 85 72 56 92
2/1/19 Z 7 88 43 67 85 72 56 92
2/1/19 W 2 55 43 67 85 72 56 92
2/2/19 X 7 69 43 67 85 72 56 92
2/2/19 Y 8 23 43 67 85 72 56 92
2/3/19 X 2 34 43 67 85 72 56 92
2/3/19 Y 3 56 43 67 85 72 56 92
2/3/19 Z 4 62 43 67 85 72 56 92
2/3/19 W 4 43 43 67 85 72 56 92
2/3/19 U 4 26 43 67 85 72 56 92
2/4/19 X 6 67 43 67 85 72 56 92
2/4/19 Y 1 78 43 67 85 72 56 92
2/5/19 X 4 75 43 67 85 72 56 92
2/7/19 X 5 99 43 67 85 72 56 92
2/7/19 Y 4 72 43 67 85 72 56 92
2/7/19 Z 4 45 43 67 85 72 56 92
I am trying to filter data into quantiles. I have a code that works for filtering into quantiles for one measure. However I want filtered results for many measures individually (i.e. I want a “high” group for a ton of columns).
The code that I have that works for one measure is as follows.
Columns are date, identity, and a a is the indicator I want to sort on
High = df[!is.na(df$a),] %>%
group_by(df.date) %>%
filter(a > quantile(a, .666)) %>%
summarise(high_return = sum(df.return) / length(df.identity)
Now I want to loop this for when I have many indicators to sort on individually (I.e. I do not want to sort within one another, I want each sorted separately and the results to be broken out by indicator)
I want the output of the loop to be a new data frame with the following format (where a_Return is the average return of the top 1/3 of the original a's on a given date):
Date a_Return b_Return c_Return
2/1/19 6. 7 3
2/3/19 4. 2 5
2/4/19 2. 4 6
I have tried the code below without it working:
Indicators <- c(“a”, “b”, “c”)
for(i in 1:length(Indicators)){
High = df %>%
group_by(df.date) %>%
filter(High[[I]] > quantile(High[[i]], .666)) %>%
summarise(g = sum(df.return) / length(df.identity)}
With this attempt I get the error: "Error in filter_impl(.data, quo) : Result must have length 20, not 4719.
I also tried:
High %>%
group_by(date) %>%
filter_at(vars(Indicators[i]), any_vars(. > quantile (., .666)))%>%
summarise(!!Indicators[I] := sum(Return) / n())
but with that code I get the error "Strings must match column names. Unknown Columns: NA"
I want High to turn up with a date column and then a column for each a, b, and c.
If you combine the filtering and calculations into a single function, then you can put that into summarize_at to apply it easily to each column. Since you're example data isn't fully reproducible, I'll use the iris dataset. In your case, you'd replace Species with Date, and Petal.Width with Return:
library(dplyr)
top_iris <- iris %>%
group_by(Species) %>%
summarize_at(vars(one_of('Sepal.Length', 'Sepal.Width', 'Petal.Length')),
funs(return = sum(Petal.Width[. > quantile(., .666)]) / length(Petal.Width[. > quantile(., .666)])))
top_iris
# A tibble: 3 x 4
Species Sepal.Length_return Sepal.Width_return Petal.Length_return
<fct> <dbl> <dbl> <dbl>
1 setosa 0.257 0.262 0.308
2 versicolor 1.44 1.49 1.49
3 virginica 2.1 2.22 2.09
The problem with using filter is that each function in the pipe runs in order, so any criteria you give to filter_* will have to be applied to the whole data.frame before the result is piped into summarize_at. Instead, we just use a single summarize_at statement, and filter each column as the summarization function is applied to it.
To explain this in more detail, summarize_at takes 2 arguments:
The first argument is one or more of the variable selector functions described in ?select_helpers, enclosed in the vars function. Here we use one_of which just takes a vector of column names, but we could also use matches to select using a regular expession, or starts_with to choose based on a prefix, for example.
The second argument is a list of one or more function calls to be run on each selected column, enclosed in the funs function. Here we have 1 function call, to which we've given the name return.
Like with any tidyverse function, this is evaluated in a local environment constructed from the data piped in. So bare variable names like Petal.Width function as data$Petal.Width. In *_at functions, the . represents the variable passed in, so when the Sepal.Length column is being summarized:
Petal.Width[. > quantile(., .666)]
means:
data$Petal.Width[data$Sepal.Length > quantile(data$Sepal.Length, .666)]
Finally, since the function in funs is named (that's the return =), then the resulting summary columns have the function's name (return) appended to the original column names.
If you want to remove missing data before running these calculations, you can use na.omit to strip out NA values.
To remove all rows containing NA, just pipe your data through na.omit before grouping:
iris2 <- iris
iris2[c(143:149), c(1:2)] <- NA
iris2 %>%
na.omit() %>%
group_by(Species) %>%
summarize_at(vars(one_of('Sepal.Length', 'Sepal.Width', 'Petal.Length')),
funs(return = sum(Petal.Width[. > quantile(., .666)]) / length(Petal.Width[. > quantile(., .666)])))
Species Sepal.Length_return Sepal.Width_return Petal.Length_return
<fct> <dbl> <dbl> <dbl>
1 setosa 0.257 0.262 0.308
2 versicolor 1.44 1.49 1.49
3 virginica 2.09 2.19 2.07
To strip NA values from each column as it's being summarized, you need to move na.omit inside the summarize function:
iris2 %>%
group_by(Species) %>%
summarize_at(vars(one_of('Sepal.Length', 'Sepal.Width', 'Petal.Length')),
funs(return = {
var <- na.omit(.)
length(Petal.Width[var > quantile(var, .666)])
}))
# A tibble: 3 x 4
Species Sepal.Length_return Sepal.Width_return Petal.Length_return
<fct> <dbl> <dbl> <dbl>
1 setosa 0.257 0.262 0.308
2 versicolor 1.44 1.49 1.49
3 virginica 2.11 2.2 2.09
Here we use curly braces to extend the function we run in summarize_at to multiple expressions. First, we strip out NA values, then we calculate the return values. Since this function is in summarize_at it gets applied to each variable based on the grouping established by group_by.
Here's my data. It shows the amount of fish I found at three different sites.
Selidor.Bay Enlades.Bay Cumphrey.Bay
1 39 29 187
2 70 370 50
3 13 44 52
4 0 65 20
5 43 110 220
6 0 30 266
What I would like to do is create a script to calculate basic statistics for each site.
If I re-arrange the data by stacking it. I.e :
values site
1 29 Selidor.Bay
2 370 Selidor.Bay
3 44 Selidor.Bay
4 65 Enlades.Bay
I'm able to use the following:
data <- ddply(df, c("site"), summarise,
N = length(values),
mean = mean(values),
sd = sd(values),
se = sd / sqrt(N),
sum = sum(values)
)
data.
My question is how can I use the script without having to stack my dataframe?
Thanks.
A slight variation on #docendodiscimus' comment:
library(reshape2)
library(dplyr)
DF %>%
melt(variable.name="site") %>%
group_by(site) %>%
summarise_each(funs( n(), mean, sd, se=sd(.)/sqrt(n()), sum ), value)
# site n mean sd se sum
# 1 Selidor.Bay 6 27.5 27.93385 11.40395 165
# 2 Enlades.Bay 6 108.0 131.84688 53.82626 648
# 3 Cumphrey.Bay 6 132.5 104.29909 42.57992 795
melt does what the OP referred to as "stacking" the data.frame. There is likely some analogous function in the tidyr package.
I'm a Stata user that's transitioning to R and there's one Stata crutch that I find hard to give up. This is because I don't know how to do the equivalent with R's "apply" functions.
In Stata, I often generate a local macro list of stubnames and then loop over that list, calling on variables whose names are built off of those stubnames.
For a simple example, imagine that I have the following dataset:
study_id year varX06 varX07 varX08 varY06 varY07 varY08
1 6 50 40 30 20.5 19.8 17.4
1 7 50 40 30 20.5 19.8 17.4
1 8 50 40 30 20.5 19.8 17.4
2 6 60 55 44 25.1 25.2 25.3
2 7 60 55 44 25.1 25.2 25.3
2 8 60 55 44 25.1 25.2 25.3
and so on...
I want to generate two new variables, varX and varY that take on the values of varX06 and varY06 respectively when year is 6, varX07 and varY07 respectively when year is 7, and varX08 and varY08 respectively when year is 8.
The final dataset should look like this:
study_id year varX06 varX07 varX08 varY06 varY07 varY08 varX varY
1 6 50 40 30 20.5 19.8 17.4 50 20.5
1 7 50 40 30 20.5 19.8 17.4 40 19.8
1 8 50 40 30 20.5 19.8 17.4 30 17.4
2 6 60 55 44 25.1 25.2 25.3 60 25.1
2 7 60 55 44 25.1 25.2 25.3 55 25.2
2 8 60 55 44 25.1 25.2 25.3 44 25.3
and so on...
To clarify, I know that I can do this with melt and reshape commands - essentially converting this data from wide to long format, but I don't want to resort to that. That's not the intent of my question.
My question is about how to loop over a local macro list of stubnames in R and I'm just using this simple example to illustrate a more generic dilemma.
In Stata, I could generate a local macro list of stubnames:
local stub varX varY
And then loop over the macro list. I can generate a new variable varX or varY and replace the new variable value with the value of varX06 or varY06 (respectively) if year is 6 and so on.
foreach i of local stub {
display "`i'"
gen `i'=.
replace `i'=`i'06 if year==6
replace `i'=`i'07 if year==7
replace `i'=`i'08 if year==8
}
The last section is the section that I find hardest to replicate in R. When I write 'x'06, Stata takes the string "varX", concatenates it with the string "06" and then returns the value of the variable varX06. Additionally, when I write 'i', Stata returns the string "varX" and not the string "'i'".
How do I do these things with R?
I've searched through Muenchen's "R for Stata Users", googled the web, and searched through previous posts here at StackOverflow but haven't been able to find an R solution.
I apologize if this question is elementary. If it's been answered before, please direct me to the response.
Thanks in advance,
Tara
Well, here's one way. Columns in R data frames can be accessed using their character names, so this will work:
# create sample dataset
set.seed(1) # for reproducible example
df <- data.frame(year=as.factor(rep(6:8,each=100)), #categorical variable
varX06 = rnorm(300), varX07=rnorm(300), varX08=rnorm(100),
varY06 = rnorm(300), varY07=rnorm(300), varY08=rnorm(100))
# you start here...
years <- unique(df$year)
df$varX <- unlist(lapply(years,function(yr)df[df$year==yr,paste0("varX0",yr)]))
df$varY <- unlist(lapply(years,function(yr)df[df$year==yr,paste0("varY0",yr)]))
print(head(df),digits=4)
# year varX06 varX07 varX08 varY06 varY07 varY08 varX varY
# 1 6 -0.6265 0.8937 -0.3411 -0.70757 1.1350 0.3412 -0.6265 -0.70757
# 2 6 0.1836 -1.0473 1.5024 1.97157 1.1119 1.3162 0.1836 1.97157
# 3 6 -0.8356 1.9713 0.5283 -0.09000 -0.8708 -0.9598 -0.8356 -0.09000
# 4 6 1.5953 -0.3836 0.5422 -0.01402 0.2107 -1.2056 1.5953 -0.01402
# 5 6 0.3295 1.6541 -0.1367 -1.12346 0.0694 1.5676 0.3295 -1.12346
# 6 6 -0.8205 1.5122 -1.1367 -1.34413 -1.6626 0.2253 -0.8205 -1.34413
For a given yr, the anonymous function extracts the rows with that yr and column named "varX0" + yr (the result of paste0(...). Then lapply(...) "applies" this function for each year, and unlist(...) converts the returned list into a vector.
Maybe a more transparent way:
sub <- c("varX", "varY")
for (i in sub) {
df[[i]] <- NA
df[[i]] <- ifelse(df[["year"]] == 6, df[[paste0(i, "06")]], df[[i]])
df[[i]] <- ifelse(df[["year"]] == 7, df[[paste0(i, "07")]], df[[i]])
df[[i]] <- ifelse(df[["year"]] == 8, df[[paste0(i, "08")]], df[[i]])
}
This method reorders your data, but involves a one-liner, which may or may not be better for you (assume d is your dataframe):
> do.call(rbind, by(d, d$year, function(x) { within(x, { varX <- x[, paste0('varX0',x$year[1])]; varY <- x[, paste0('varY0',x$year[1])] }) } ))
study_id year varX06 varX07 varX08 varY06 varY07 varY08 varY varX
6.1 1 6 50 40 30 20.5 19.8 17.4 20.5 50
6.4 2 6 60 55 44 25.1 25.2 25.3 25.1 60
7.2 1 7 50 40 30 20.5 19.8 17.4 19.8 40
7.5 2 7 60 55 44 25.1 25.2 25.3 25.2 55
8.3 1 8 50 40 30 20.5 19.8 17.4 17.4 30
8.6 2 8 60 55 44 25.1 25.2 25.3 25.3 44
Essentially, it splits the data based on year, then uses within to create the varX and varY variables within each subset, and then rbind's the subsets back together.
A direct translation of your Stata code, however, would be something like the following:
u <- unique(d$year)
for(i in seq_along(u)){
d$varX <- ifelse(d$year == 6, d$varX06, ifelse(d$year == 7, d$varX07, ifelse(d$year == 8, d$varX08, NA)))
d$varY <- ifelse(d$year == 6, d$varY06, ifelse(d$year == 7, d$varY07, ifelse(d$year == 8, d$varY08, NA)))
}
Here's another option.
Create a 'column selection matrix' based on year, then use that to grab the values you want from any block of columns.
# indexing matrix based on the 'year' column
col_select_mat <-
t(sapply(your_df$year, function(x) unique(your_df$year) == x))
# make selections from col groups by stub name
sapply(c('varX', 'varY'),
function(x) your_df[, grep(x, names(your_df))][col_select_mat])
This gives the desired result (which you can cbind to your_df if you like)
varX varY
[1,] 50 20.5
[2,] 60 25.1
[3,] 40 19.8
[4,] 55 25.2
[5,] 30 17.4
[6,] 44 25.3
OP's dataset:
your_df <- read.table(header=T, text=
'study_id year varX06 varX07 varX08 varY06 varY07 varY08
1 6 50 40 30 20.5 19.8 17.4
1 7 50 40 30 20.5 19.8 17.4
1 8 50 40 30 20.5 19.8 17.4
2 6 60 55 44 25.1 25.2 25.3
2 7 60 55 44 25.1 25.2 25.3
2 8 60 55 44 25.1 25.2 25.3')
Benchmarking: Looking at the three posted solutions, this appears to be the fastest on average, but the differences are very small.
df <- your_df
d <- your_df
arvi1000 <- function() {
col_select_mat <- t(sapply(your_df$year, function(x) unique(your_df$year) == x))
# make selections from col groups by stub name
cbind(your_df,
sapply(c('varX', 'varY'),
function(x) your_df[, grep(x, names(your_df))][col_select_mat]))
}
jlhoward <- function() {
years <- unique(df$year)
df$varX <- unlist(lapply(years,function(yr)df[df$year==yr,paste0("varX0",yr)]))
df$varY <- unlist(lapply(years,function(yr)df[df$year==yr,paste0("varY0",yr)]))
}
Thomas <- function() {
do.call(rbind, by(d, d$year, function(x) { within(x, { varX <- x[, paste0('varX0',x$year[1])]; varY <- x[, paste0('varY0',x$year[1])] }) } ))
}
> microbenchmark(arvi1000, jlhoward, Thomas)
Unit: nanoseconds
expr min lq mean median uq max neval
arvi1000 37 39 43.73 40 42 380 100
jlhoward 38 40 46.35 41 42 377 100
Thomas 37 40 56.99 41 42 1590 100
I have the following data frame which I called ozone:
Ozone Solar.R Wind Temp Month Day
1 41 190 7.4 67 5 1
2 36 118 8.0 72 5 2
3 12 149 12.6 74 5 3
4 18 313 11.5 62 5 4
5 NA NA 14.3 56 5 5
6 28 NA 14.9 66 5 6
7 23 299 8.6 65 5 7
8 19 99 13.8 59 5 8
9 8 19 20.1 61 5 9
I would like to extract the highest value from ozone, Solar.R, Wind...
Also, if possible how would I sort Solar.R or any column of this data frame in descending order
I tried
max(ozone, na.rm=T)
which gives me the highest value in the dataset.
I have also tried
max(subset(ozone,Ozone))
but got "subset" must be logical."
I can set an object to hold the subset of each column, by the following commands
ozone <- subset(ozone, Ozone >0)
max(ozone,na.rm=T)
but it gives the same value of 334, which is the max value of the data frame, not the column.
Any help would be great, thanks.
Similar to colMeans, colSums, etc, you could write a column maximum function, colMax, and a column sort function, colSort.
colMax <- function(data) sapply(data, max, na.rm = TRUE)
colSort <- function(data, ...) sapply(data, sort, ...)
I use ... in the second function in hopes of sparking your intrigue.
Get your data:
dat <- read.table(h=T, text = "Ozone Solar.R Wind Temp Month Day
1 41 190 7.4 67 5 1
2 36 118 8.0 72 5 2
3 12 149 12.6 74 5 3
4 18 313 11.5 62 5 4
5 NA NA 14.3 56 5 5
6 28 NA 14.9 66 5 6
7 23 299 8.6 65 5 7
8 19 99 13.8 59 5 8
9 8 19 20.1 61 5 9")
Use colMax function on sample data:
colMax(dat)
# Ozone Solar.R Wind Temp Month Day
# 41.0 313.0 20.1 74.0 5.0 9.0
To do the sorting on a single column,
sort(dat$Solar.R, decreasing = TRUE)
# [1] 313 299 190 149 118 99 19
and over all columns use our colSort function,
colSort(dat, decreasing = TRUE) ## compare with '...' above
To get the max of any column you want something like:
max(ozone$Ozone, na.rm = TRUE)
To get the max of all columns, you want:
apply(ozone, 2, function(x) max(x, na.rm = TRUE))
And to sort:
ozone[order(ozone$Solar.R),]
Or to sort the other direction:
ozone[rev(order(ozone$Solar.R)),]
Here's a dplyr solution:
library(dplyr)
# find max for each column
summarise_each(ozone, funs(max(., na.rm=TRUE)))
# sort by Solar.R, descending
arrange(ozone, desc(Solar.R))
UPDATE: summarise_each() has been deprecated in favour of a more featureful family of functions: mutate_all(), mutate_at(), mutate_if(), summarise_all(), summarise_at(), summarise_if()
Here is how you could do:
# find max for each column
ozone %>%
summarise_if(is.numeric, funs(max(., na.rm=TRUE)))%>%
arrange(Ozone)
or
ozone %>%
summarise_at(vars(1:6), funs(max(., na.rm=TRUE)))%>%
arrange(Ozone)
In response to finding the max value for each column, you could try using the apply() function:
> apply(ozone, MARGIN = 2, function(x) max(x, na.rm=TRUE))
Ozone Solar.R Wind Temp Month Day
41.0 313.0 20.1 74.0 5.0 9.0
Another way would be to use ?pmax
do.call('pmax', c(as.data.frame(t(ozone)),na.rm=TRUE))
#[1] 41.0 313.0 20.1 74.0 5.0 9.0
There is a package matrixStats that provides some functions to do column and row summaries, see in the package vignette, but you have to convert your data.frame into a matrix.
Then you run: colMaxs(as.matrix(ozone))
max(may$Ozone, na.rm = TRUE)
Without $Ozone it will filter in the whole data frame, this can be learned in the swirl library.
I'm studying this course on Coursera too ~
Assuming that your data in data.frame called maxinozone, you can do this
max(maxinozone[1, ], na.rm = TRUE)
max(ozone$Ozone, na.rm = TRUE) should do the trick. Remember to include the na.rm = TRUE or else R will return NA.
Try this solution:
Oz<-subset(data, data$Month==5,select=Ozone) # select ozone value in the month of
#May (i.e. Month = 5)
summary(T) #gives caracteristics of table( contains 1 column of Ozone) including max, min ...
I don't understand why I can't find a solution for this, since I feel that this is a pretty basic question. Need to ask for help, then. I want to rearrange airquality dataset by month with maximum temp value for each month. In addition I want to find the corresponding day for each monthly maximum temperature. What is the laziest (code-wise) way to do this?
I have tried following without a success:
require(reshape2)
names(airquality) <- tolower(names(airquality))
mm <- melt(airquality, id.vars = c("month", "day"), meas = c("temp"))
dcast(mm, month + day ~ variable, max)
aggregate(formula = temp ~ month + day, data = airquality, FUN = max)
I am after something like this:
month day temp
5 7 89
...
There was quite a discussion a while back about whether being lazy is good or not. Anwyay, this is short and natural to write and read (and is fast for large data so you don't need to change or optimize it later) :
require(data.table)
DT=as.data.table(airquality)
DT[,.SD[which.max(Temp)],by=Month]
Month Ozone Solar.R Wind Temp Day
[1,] 5 45 252 14.9 81 29
[2,] 6 NA 259 10.9 93 11
[3,] 7 97 267 6.3 92 8
[4,] 8 76 203 9.7 97 28
[5,] 9 73 183 2.8 93 3
.SD is the subset of the data for each group, and you just want the row from it with the largest Temp, iiuc. If you need the row number then that can be added.
Or to get all the rows where the max is tied :
DT[,.SD[Temp==max(Temp)],by=Month]
Month Ozone Solar.R Wind Temp Day
[1,] 5 45 252 14.9 81 29
[2,] 6 NA 259 10.9 93 11
[3,] 7 97 267 6.3 92 8
[4,] 7 97 272 5.7 92 9
[5,] 8 76 203 9.7 97 28
[6,] 9 73 183 2.8 93 3
[7,] 9 91 189 4.6 93 4
Another approach with plyr
require(reshape2)
names(airquality) <- tolower(names(airquality))
mm <- melt(airquality, id.vars = c("month", "day"), meas = c("temp"), value.name = 'temp')
library(plyr)
ddply(mm, .(month), subset, subset = temp == max(temp), select = -variable)
Gives
month day temp
1 5 29 81
2 6 11 93
3 7 8 92
4 7 9 92
5 8 28 97
6 9 3 93
7 9 4 93
Or, even simpler
require(reshape2)
require(plyr)
names(airquality) <- tolower(names(airquality))
ddply(airquality, .(month), subset,
subset = temp == max(temp), select = c(month, day, temp) )
how about with plyr?
max.func <- function(df) {
max.temp <- max(df$temp)
return(data.frame(day = df$Day[df$Temp==max.temp],
temp = max.temp))
}
ddply(airquality, .(Month), max.func)
As you can see, the max temperature for the month happens on more than one day. If you want different behavior, the function is easy enough to adjust.
Or if you want to use the data.table package (for instance, if speed is an issue and the data set is large or if you prefer the syntax):
library(data.table)
DT <- data.table(airquality)
DT[, list(maxTemp=max(Temp), dayMaxTemp=.SD[max(Temp)==Temp, Day]), by="Month"]
If you want to know what the .SD stands for, have a look here: SO