On Oct 7, 2011, at 14:53 , PHILIP GLADWIN, BLOOMBERG TRADEBOOK: wrote: > Hello, > Could anybody help me with this question? > > Example data frame > NAME TICKER SHARES PERFORMANCE > John ABC 100 0.05 > John ABC 1000 1.5 > Alice EFG 20 0.3 > Paul HIJ 50 1.0 > Paul JKL 60 2.0 > Paul MNO 12 3.0 > > > I would like to aggregate this dataframe by NAME, TICKER, and SHARES and to > perform a weighted mean. I expect the output to be > NAME TICKER SHARES PERFORMANCE > John ABC 1000+100 ( (100 * 0.05) + (1000 * 1.5) ) / (100 + 1000) > Alice EFG 20 0.3 > Paul HIJ 50 1.0 > Paul JKL 60 2.0 > Paul MNO 12 3.0 > > and I would like the output to be in a data frame. > > Can anybody help?
You can do it in steps: 1. calculate a new variable, say TMP <- SHARES*PERFORMANCE 2. aggregate SHARES and TMP using sum() 3. in the aggregated data compute PERFORMANCE <- TMP/SHARES (Interesting to see that we have users inside Bloomberg, give the recent trademark complaint against the rbloomberg package...) -pd > Thank you, > Phil, > > ------------------------------------------------------------------------------- > This e-mail is communicated by Bloomberg Tradebook Europe Limited a company > registered in England & Wales No. 3556095 whose registered office is at City > Gate House, 39-45 Finsbury Square, London EC2A 1 PQ and which is authorized > and regulated by the UK Financial Services Authority registered under number > 187492. Bloomberg Tradebook Europe's services are only available to > professional investors. This e-mail is not an offer or a solicitation to buy > or sell, and does not constitute any investment advice or recommendation, of > any security or other financial instrument. > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
