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I am trying to use the ddply function in the plyr package to accomplish the following: I have a data frame of the type: ticker monthend_n wgtdiff ret 156 AA 19990228 0.7172 -2.58 545 AAPL 19990228 -0.0828 -15.48 925 ABCW 19990228 0.0966 -7.36 1041 ABFS 19990228 0.1320 -8.89 1165 ABI 19990228 0.2355 4.61 1482 ABS 19990228 0.1668 -6.56 1563 ABT 19990228 0.1650 -0.27 1790 ACAT 19990228 0.1540 -13.82 2498 ACN 19990228 0.0000 12.15 2532 ACO 19990228 0.1320 8.48 2857 ACV 19990228 0.1540 -6.54 2942 ACXM 19990228 0.0000 -6.13 3303 ADCT 19990228 0.1035 1.73 3568 ADM 19990228 0.1540 0.33 4072 ADSK 19990228 -0.1035 -9.19 4672 AEH 19990228 0.1650 NA 4673 AEIC 19990228 0.1314 -6.95 4867 AEP 19990228 0.1540 -3.62 157 AA 19990331 0.1932 1.70 546 AAPL 19990331 0.0330 3.23 1005 ABF 19990331 0.1540 -20.51 1166 ABI 19990331 0.2860 8.33 1255 ABK 19990331 0.0966 -3.57 1483 ABS 19990331 0.0000 -4.50 1564 ABT 19990331 0.3955 1.08 1733 ABX 19990331 0.2340 -3.53 2533 ACO 19990331 0.0966 5.26 3304 ADCT 19990331 0.2925 17.75 3418 ADI 19990331 0.2688 18.70 3724 ADP 19990331 0.1540 -38.43 4514 AEE 19990331 0.1540 -1.31 4868 AEP 19990331 -0.0966 -4.65 I am trying to generate quintile cutoff points across the distribution of tickers for every month, using the command: > result <- ddply(test, .(monthend_n), .fun=cut, test$wgtdiff,5) I get the message: Error in cut.default(piece, ...) : 'x' must be numeric I tried creating a monthly list of data frames, extracting the wgtdiff column and passing that into the cut function, but that did not work either (as below) pieces <- split(test,test$monthend_n) vectors<- lapply(pieces,"[[","wgtdiff") quintiles <- lapply(vectors,cut(vectors[1:2],5)) Error in cut.default(vectors[1:2], 5) : 'x' must be numeric However, the cut function does the job correctly when I pass it only an individual month's data, as below: first <- pieces[[1]] quintiles <- cut(first$wgtdiff,5) levels(quintiles) What is the correct way to solve this problem? Thanks for your help, everyone! ______________________________________________ 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.
