R equal sampling takes too long - r

I want to sample rows from different years given some constraints.
Say my dataset looks like this:
library(data.table)
dataset = data.table(ID=sample(1:21), Vintage=c(1989:1998, 1989:1998, 1992), Region.Focus=c("Europe", "US", "Asia"))
> dataset
ID Vintage Region.Focus
1: 7 1989 Europe
2: 10 1990 US
3: 20 1991 Asia
4: 18 1992 Europe
5: 4 1993 US
6: 17 1994 Asia
7: 13 1995 Europe
8: 9 1996 US
9: 12 1997 Asia
10: 3 1998 Europe
11: 11 1989 US
12: 14 1990 Asia
13: 8 1991 Europe
14: 16 1992 US
15: 19 1993 Asia
16: 1 1994 Europe
17: 5 1995 US
18: 15 1996 Asia
19: 6 1997 Europe
20: 21 1998 US
21: 2 1992 Asia
ID Vintage Region.Focus
I want to 1,000 draws of sample size 2 and 4 (separate from each other) spread along two years. E.g. for 1,000 draws of sample size 2, it could be the first and the second row. I also have a constraint that the sample must consist of rows with the same region focus. My solution is the code below, but it is way too slow.
for(i in c(2,4)) {
simulate <- function(i) {
repeat{
start <- dataset[sample(nrow(dataset), 1, replace=TRUE),]
t <- start$Vintage:(start$Vintage + 1)
matches <- which(dataset$Vintage %in% t & dataset$Region.Focus == start$Region.Focus) #constraints
DT <- dataset[matches,]
DT <- as.data.table(DT)
x <- DT[,.SD[sample(.N,min(.N,i/length(t)))],by = Vintage]
if(nrow(x) ==i) {
x <- as.data.frame(x)
x <- x %>% mutate(EqualWeight = 1 / i) %>% mutate(RandomWeight = prop.table(runif(i)))
x <- ungroup(x)
return(x)
} else {
x <- 0
}
}
}
#now replicate the expression 1000 times
r <- replicate(1000, simulate(i), simplify=FALSE)
r <- rbindlist(r, idcol="draw")
f <- as.data.frame(r)
write.csv(p, file=paste("Performance.fof.5", i, "csv", sep="."))
fof <- paste("fof.5", i, sep = ".")
assign(fof, f)
}
This code is very slow. My initial intuition is that my approach would need a lot of funds and keeps looping due to the constraint. I have 5,800 rows.
Is there a way other than the repeat function that results in a lot of looping? Perhaps there is another way of expressing the line DT[,.SD[sample(.N,min(.N,i/length(t)))],by = Vintage] to get rid off the repeat expression? Thank you in advance for any input!

Related

How to use a loop to create panel data by subsetting and merging a lot of different data frames in R?

I've looked around but I can't find an answer to this!
I've imported a large number of datasets to R.
Each dataset contains information for a single year (ex. df_2012, df_2013, df_2014 etc).
All the datasets have the same variables/columns (ex. varA_2012 in df_2012 corresponds to varA_2013 in df_2013).
I want to create a df with my id variable and varA_2012, varB_2012, varA_2013, varB_2013, varA_2014, varB_2014 etc
I'm trying to create a loop that helps me extract the few columns that I'm interested in (varA_XXXX, varB_XXXX) in each data frame and then do a full join based on my id var.
I haven't used R in a very long time...
So far, I've tried this:
id <- c("France", "Belgium", "Spain")
varA_2012 <- c(1,2,3)
varB_2012 <- c(7,2,9)
varC_2012 <- c(1,56,0)
varD_2012 <- c(13,55,8)
varA_2013 <- c(34,3,56)
varB_2013 <- c(2,53,5)
varC_2013 <- c(24,3,45)
varD_2013 <- c(27,13,8)
varA_2014 <- c(9,10,5)
varB_2014 <- c(95,30,75)
varC_2014 <- c(99,0,51)
varD_2014 <- c(9,40,1)
df_2012 <-data.frame(id, varA_2012, varB_2012, varC_2012, varD_2012)
df_2013 <-data.frame(id, varA_2013, varB_2013, varC_2013, varD_2013)
df_2014 <-data.frame(id, varA_2014, varB_2014, varC_2014, varD_2014)
year = c(2012:2014)
for(i in 1:length(year)) {
df_[i] <- df_[I][df_[i]$id, df_[i]$varA_[i], df_[i]$varB_[i], ]
list2env(df_[i], .GlobalEnv)
}
panel_df <- Reduce(function(x, y) merge(x, y, by="if"), list(df_2012, df_2013, df_2014))
I know that there are probably loads of errors in here.
Here are a couple of options; however, it's unclear what you want the expected output to look like.
If you want a wide format, then we can use tidyverse to do:
library(tidyverse)
results <-
map(list(df_2012, df_2013, df_2014), function(x)
x %>% dplyr::select(id, starts_with("varA"), starts_with("varB"))) %>%
reduce(., function(x, y)
left_join(x, y, all = TRUE, by = "id"))
Output
id varA_2012 varB_2012 varA_2013 varB_2013 varA_2014 varB_2014
1 Belgium 2 2 3 53 10 30
2 France 1 7 34 2 9 95
3 Spain 3 9 56 5 5 75
However, if you need it in a long format, then we could pivot the data:
results %>%
pivot_longer(-id, names_to = c("variable", "year"), names_sep = "_")
Output
id variable year value
<chr> <chr> <chr> <dbl>
1 France varA 2012 1
2 France varB 2012 7
3 France varA 2013 34
4 France varB 2013 2
5 France varA 2014 9
6 France varB 2014 95
7 Belgium varA 2012 2
8 Belgium varB 2012 2
9 Belgium varA 2013 3
10 Belgium varB 2013 53
11 Belgium varA 2014 10
12 Belgium varB 2014 30
13 Spain varA 2012 3
14 Spain varB 2012 9
15 Spain varA 2013 56
16 Spain varB 2013 5
17 Spain varA 2014 5
18 Spain varB 2014 75
Or if using base R for the wide format, then we can do:
results <-
lapply(list(df_2012, df_2013, df_2014), function(x)
subset(x, select = c("id", names(x)[startsWith(names(x), "varA")], names(x)[startsWith(names(x), "varB")])))
results <-
Reduce(function(x, y)
merge(x, y, all = TRUE, by = "id"), results)
From your initial for loop attempt, it seems the code below may help
> (df <- Reduce(merge, list(df_2012, df_2013, df_2014)))[grepl("^(id|var(A|B))",names(df))]
id varA_2012 varB_2012 varA_2013 varB_2013 varA_2014 varB_2014
1 Belgium 2 2 3 53 10 30
2 France 1 7 34 2 9 95
3 Spain 3 9 56 5 5 75

Euclidean distant for distinct classes of factors iterated by groups

*Update: The answer suggested by Rui is great and works as it should. However, when I run it on about 7 million observations (my actual dataset), R gets stuck in a computational block (I'm using a machine with 64gb of RAM). Any other solutions are greatly appreciated!
I have a dataframe of patents consisting of the firms, application years, patent number, and patent classes. I want to calculate the Euclidean distance between consecutive years for each firm based on patent classes according to the following formula:
Where Xi represents the number of patents belonging to a specific class in year t, and Yi represents the number of patents belonging to a specific class in the previous year (t-1).
To further illustrate this, consider the following dataset:
df <- data.table(Firm = rep(c(LETTERS[1:2]),each=6), Year = rep(c(1990,1990,1991,1992,1992,1993),2),
Patent_Number = sample(184785:194785,12,replace = FALSE),
Patent_Class = c(12,5,31,12,31,6,15,15,15,3,3,1))
> df
Firm Year Patent_Number Patent_Class
1: A 1990 192473 12
2: A 1990 193702 5
3: A 1991 191889 31
4: A 1992 193341 12
5: A 1992 189512 31
6: A 1993 185582 6
7: B 1990 190838 15
8: B 1990 189322 15
9: B 1991 190620 15
10: B 1992 193443 3
11: B 1992 189937 3
12: B 1993 194146 1
Since year 1990 is the beginning year for Firm A, there is no Euclidean distance for that year (NAs should be produced. Moving forward to year 1991, the distinct classses for this year (1991) and the previous year (1990) are 31, 5, and 12. Therefore, the above formula is summed over these three distinct classes (there is three distinc 'i's). So the formula's output will be:
Following the same calculation and reiterating over firms, the final output should be:
> df
Firm Year Patent_Number Patent_Class El_Dist
1: A 1990 192473 12 NA
2: A 1990 193702 5 NA
3: A 1991 191889 31 1.2247450
4: A 1992 193341 12 0.7071068
5: A 1992 189512 31 0.7071068
6: A 1993 185582 6 1.2247450
7: B 1990 190838 15 NA
8: B 1990 189322 15 NA
9: B 1991 190620 15 0.5000000
10: B 1992 193443 3 1.1180340
11: B 1992 189937 3 1.1180340
12: B 1993 194146 1 1.1180340
I'm preferably looking for a data.table solution for speed purposes.
Thank you very much in advance for any help.
I believe that the function below does what the question asks for, but the results for Firm == "B" are not equal to the question's.
fEl_Dist <- function(X){
Year <- X[["Year"]]
PatentClass <- X[["Patent_Class"]]
sapply(seq_along(Year), function(i){
j <- which(Year %in% (Year[i] - 1:0))
tbl <- table(Year[j], PatentClass[j])
if(NROW(tbl) == 1){
NA_real_
} else {
numer <- sum((tbl[2, ] - tbl[1, ])^2)
denom <- sum(tbl[2, ]^2)*sum(tbl[1, ]^2)
sqrt(numer/denom)
}
})
}
setDT(df)[, El_Dist := fEl_Dist(.SD),
by = .(Firm),
.SDcols = c("Year", "Patent_Class")]
head(df)
# Firm Year Patent_Number Patent_Class El_Dist
#1: A 1990 190948 12 NA
#2: A 1990 186156 5 NA
#3: A 1991 190801 31 1.2247449
#4: A 1992 185226 12 0.7071068
#5: A 1992 185900 31 0.7071068
#6: A 1993 186928 6 1.2247449

How to create a loop for sum calculations which then are inserted into a new row?

I have tried to find a solution via similar topics, but haven't found anything suitable. This may be due to the search terms I have used. If I have missed something, please accept my apologies.
Here is a excerpt of my data UN_ (the provided sample should be sufficient):
country year sector UN
AT 1990 1 1.407555
AT 1990 2 1.037137
AT 1990 3 4.769618
AT 1990 4 2.455139
AT 1990 5 2.238618
AT 1990 Total 7.869005
AT 1991 1 1.484667
AT 1991 2 1.001578
AT 1991 3 4.625927
AT 1991 4 2.515453
AT 1991 5 2.702081
AT 1991 Total 8.249567
....
BE 1994 1 3.008115
BE 1994 2 1.550344
BE 1994 3 1.080667
BE 1994 4 1.768645
BE 1994 5 7.208295
BE 1994 Total 1.526016
BE 1995 1 2.958820
BE 1995 2 1.571759
BE 1995 3 1.116049
BE 1995 4 1.888952
BE 1995 5 7.654881
BE 1995 Total 1.547446
....
What I want to do is, to add another row with UN_$sector = Residual. The value of residual will be (UN_$sector = Total) - (the sum of column UN for the sectors c("1", "2", "3", "4", "5")) for a given year AND country.
This is how it should look like:
country year sector UN
AT 1990 1 1.407555
AT 1990 2 1.037137
AT 1990 3 4.769618
AT 1990 4 2.455139
AT 1990 5 2.238618
----> AT 1990 Residual TO BE CALCULATED
AT 1990 Total 7.869005
As I don't want to write many, many lines of code I'm looking for a way to automate this. I was told about loops, but can't really follow the concept at the moment.
Thank you very much for any type of help!!
Best,
Constantin
PS: (for Parfait)
country year sector UN ETS
UK 2012 1 190336512 NA
UK 2012 2 18107910 NA
UK 2012 3 8333564 NA
UK 2012 4 11269017 NA
UK 2012 5 2504751 NA
UK 2012 Total 580957306 NA
UK 2013 1 177882200 NA
UK 2013 2 20353347 NA
UK 2013 3 8838575 NA
UK 2013 4 11051398 NA
UK 2013 5 2684909 NA
UK 2013 Total 566322778 NA
Consider calculating residual first and then stack it with other pieces of data:
# CALCULATE RESIDUALS BY MERGED COLUMNS
agg <- within(merge(aggregate(UN ~ country + year, data = subset(df, sector!='Total'), sum),
aggregate(UN ~ country + year, data = subset(df, sector=='Total'), sum),
by=c("country", "year")),
{UN <- UN.y - UN.x
sector = 'Residual'})
# ROW BIND DIFFERENT PIECES
final_df <- rbind(subset(df, sector!='Total'),
agg[c("country", "year", "sector", "UN")],
subset(df, sector=='Total'))
# ORDER ROWS AND RESET ROWNAMES
final_df <- with(final_df, final_df[order(country, year, as.character(sector)),])
row.names(final_df) <- NULL
Rextester demo
final_df
# country year sector UN
# 1 AT 1990 1 1.407555
# 2 AT 1990 2 1.037137
# 3 AT 1990 3 4.769618
# 4 AT 1990 4 2.455139
# 5 AT 1990 5 2.238618
# 6 AT 1990 Residual -4.039062
# 7 AT 1990 Total 7.869005
# 8 AT 1991 1 1.484667
# 9 AT 1991 2 1.001578
# 10 AT 1991 3 4.625927
# 11 AT 1991 4 2.515453
# 12 AT 1991 5 2.702081
# 13 AT 1991 Residual -4.080139
# 14 AT 1991 Total 8.249567
# 15 BE 1994 1 3.008115
# 16 BE 1994 2 1.550344
# 17 BE 1994 3 1.080667
# 18 BE 1994 4 1.768645
# 19 BE 1994 5 7.208295
# 20 BE 1994 Residual -13.090050
# 21 BE 1994 Total 1.526016
# 22 BE 1995 1 2.958820
# 23 BE 1995 2 1.571759
# 24 BE 1995 3 1.116049
# 25 BE 1995 4 1.888952
# 26 BE 1995 5 7.654881
# 27 BE 1995 Residual -13.643015
# 28 BE 1995 Total 1.547446
I think there are multiple ways you can do this. What I may recommend is to take advantage of the tidyverse suite of packages which includes dplyr.
Without getting too far into what dplyr and tidyverse can achieve, we can talk about the power of dplyr's inline commands group_by(...), summarise(...), arrange(...) and bind_rows(...) functions. Also, there are tons of great tutorials, cheat sheets, and documentation on all tidyverse packages.
Although it is less and less relevant these days, we generally want to avoid for loops in R. Therefore, we will create a new data frame which contains all of the Residual values then bring it back into your original data frame.
Step 1: Calculating all residual values
We want to calculate the sum of UN values, grouped by country and year. We can achieve this by this value
res_UN = UN_ %>% group_by(country, year) %>% summarise(UN = sum(UN, na.rm = T))
Step 2: Add sector column to res_UN with value 'residual'
This should yield a data frame which contains country, year, and UN, we now need to add a column sector which the value 'Residual' to satisfy your specifications.
res_UN$sector = 'Residual'
Step 3 : Add res_UN back to UN_ and order accordingly
res_UN and UN_ now have the same columns and they can now be added back together.
UN_ = bind_rows(UN_, res_UN) %>% arrange(country, year, sector)
Piecing this all together, should answer your question and can be achieved in a couple lines!
TLDR:
res_UN = UN_ %>% group_by(country, year) %>% summarise(UN = sum(UN, na.rm = T))`
res_UN$sector = 'Residual'
UN_ = bind_rows(UN_, res_UN) %>% arrange(country, year, sector)

create random subsets in R without duplicates

my task is to divide a dataset of 32 rows into 8 groups without having duplicated entries.
i am trying to do this with a loop and by creating a new dataset after each cycle.
the data:
year pos country elo fifa cont hcountry hcont
1 2010 FRA 1851 1044 Europe RSA Africa
2 2010 MEX 1872 895 South America RSA Africa
3 2010 URU 1819 899 South America RSA Africa
4 2010 RSA 1569 392 Africa RSA Africa
5 2010 GRE 1726 964 Europe RSA Africa
6 2010 KOR 1766 632 Asia RSA Africa
8 2010 ARG 1899 1076 South America RSA Africa
9 2010 USA 1749 957 North America RSA Africa
10 2010 SVN 1648 860 Europe RSA Africa
11 2010 ALG 1531 821 Africa RSA Africa
...
my solution so far:
for (i in 1:8){
assign(paste("group", i, sep = ""), droplevels(subset(wc2010[sample(nrow(wc2010), 4),])))
wc2010 <- subset(wc2010, !(country %in% group[i]$country))
}
problem is of course: i don't know how to use the loop-variable.... :-(
help would be deeply appreciated!
thanks
Bob
Here is one way to create a random partition:
random.groups <- function(n.items = 32L, n.groups = 8L)
1L + (sample.int(n.items) %% n.groups)
So then you just have to do:
wc2010$group <- random.groups(nrow(wc2010), n.groups = 8L)
Then you might also be interested in doing
groups <- split(wc2010, wc2010$group)
Edit: this was not asked by the OP, but I realize that soccer draws for big tournaments usually involves hats: before the draw, teams are grouped by regions and/or rankings. Then groups are formed by randomly picking one team from each hat, so that two teams from a same hat cannot end up in the same group.
Here is a modification to my function so it can also take hats as an input:
random.groups <- function(n.items = 32L, n.groups = 8L,
hats = rep(1L, n.items)) {
splitted.items <- split(seq.int(n.items), hats)
shuffled <- lapply(splitted.items, sample)
1L + (order(unlist(shuffled)) %% n.groups)
}
Here is an example, where say, the first 8 teams are in hat #1, the next 8 teams are in hat #2, etc.:
# set.seed(123)
random.groups(32, 8, c(rep(1, 8), rep(2, 8), rep(3, 8), rep(4, 8)))
# [1] 7 8 2 6 5 3 1 4 8 7 5 3 2 4 1 6 3 2 7 6 5 8 1 4 7 6 5 4 3 2 1 8

Long Format Function [duplicate]

This question already has answers here:
Closed 10 years ago.
Possible Duplicate:
faster way to create variable that aggregates a column by id
I am having trouble with a project. I created a dataframe (called dat) in long format (i copied the first 3 rows below) and I want to calculate for example the mean of the Pretax Income of all Banks in the United States for the years 2000 to 2011. How would I do that? I have hardly any experience in R. I am sorry if the answer is too obvious, but I couldn't find anything and i already spent a lot of time on the project. Thank you in advance!
KeyItem Bank Country Year Value
1 Pretax Income WELLS_FARGO_&_COMPANY UNITED STATES 2011 2.365600e+10
2 Total Assets WELLS_FARGO_&_COMPANY UNITED STATES 2011 1.313867e+12
3 Total Liabilities WELLS_FARGO_&_COMPANY UNITED STATES 2011 1.172180e+12
The following should get you started. You basically need to do two things: subset, and aggregate. I'll demonstrate a base R solution and a data.table solution.
First, some sample data.
set.seed(1) # So you can reproduce my results
dat <- data.frame(KeyItem = rep(c("Pretax", "TotalAssets", "TotalLiabilities"),
times = 30),
Bank = rep(c("WellsFargo", "BankOfAmerica", "ICICI"),
each = 30),
Country = rep(c("UnitedStates", "India"), times = c(60, 30)),
Year = rep(c(2000:2009), each = 3, times = 3),
Value = runif(90, min=300, max=600))
Let's aggregate mean of the "Pretax" values by "Country" and "Year", but only for the years 2001 to 2005.
aggregate(Value ~ Country + Year,
dat[dat$KeyItem == "Pretax" & dat$Year >= 2001 & dat$Year <=2005, ],
mean)
# Country Year Value
# 1 India 2001 399.7184
# 2 UnitedStates 2001 464.1638
# 3 India 2002 443.5636
# 4 UnitedStates 2002 560.8373
# 5 India 2003 562.5964
# 6 UnitedStates 2003 370.9591
# 7 India 2004 404.0050
# 8 UnitedStates 2004 520.4933
# 9 India 2005 567.6595
# 10 UnitedStates 2005 493.0583
Here's the same thing in data.table
library(data.table)
DT <- data.table(dat, key = "Country,Bank,Year")
subset(DT, KeyItem == "Pretax")[Year %between% c(2001, 2005),
mean(Value), by = list(Country, Year)]
# Country Year V1
# 1: India 2001 399.7184
# 2: India 2002 443.5636
# 3: India 2003 562.5964
# 4: India 2004 404.0050
# 5: India 2005 567.6595
# 6: UnitedStates 2001 464.1638
# 7: UnitedStates 2002 560.8373
# 8: UnitedStates 2003 370.9591
# 9: UnitedStates 2004 520.4933
# 10: UnitedStates 2005 493.0583

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