R help - Sep 2008 - casting help please

I have a data.frame which I believe is melted already and am having
trouble casting it to 'wide' format.

It looks something like

 
> (x <- data.frame(ticker=c(rep("A",5),rep("B",6)),
date=c(1:5, 1:6),
value=c(NA,100*exp(rnorm(10,0,.1)))))
> cast(x, date ~ ticker) # this does what I want with toy data
 

But when I use my real data frame

 
> str(prices)
'data.frame':   308188 obs. of  3 variables:

 $ Ticker: chr  "ticker1" " ticker1" " ticker1"
" ticker1" ...

 $ Date    :Class 'Date'  num [1:308188] 12296 12297 12298 12299 12300
...

 $ Price   : num  NA NA NA NA NA NA NA NA NA NA ...

 

I get

 
> prices.wide <- cast(prices, Date ~ Ticker, add.missing=TRUE)
Error in data.frame(data[, c(variables), drop = FALSE], result data$value) : 

  arguments imply differing number of rows: 308188, 0

 

(I tried various other arguments to cast - all gave the same error
message.)

It is a fact that the various tickers have data for different date
ranges in the data frame and there are lots of NA's,

but the toy example above has different date ranges for the two tickers
and an NA, so I don't know what else to look for in my data,

or what args to cast might make it work.

 

Any insights or direction would be much appreciated.

 

David L. Reiner, PhD

Head Quant

Rho Trading Securities, LLC

 


	[[alternative HTML version deleted]]

Hi David,

Does getting rid of the missings help?

prices <- prices[complete.cases(prices), ]

Also, you shouldn't need  add.missing=TRUE - what are you trying to do?

Hadley

On Fri, Sep 5, 2008 at 12:12 PM,  <davidr at rhotrading.com>
wrote:
> I have a data.frame which I believe is melted already and am having
> trouble casting it to 'wide' format.
>
> It looks something like
>
>
>
>> (x <-
data.frame(ticker=c(rep("A",5),rep("B",6)), date=c(1:5,
1:6),
> value=c(NA,100*exp(rnorm(10,0,.1)))))
>
>> cast(x, date ~ ticker) # this does what I want with toy data
>
>
>
> But when I use my real data frame
>
>
>
>> str(prices)
>
> 'data.frame':   308188 obs. of  3 variables:
>
>  $ Ticker: chr  "ticker1" " ticker1" "
ticker1" " ticker1" ...
>
>  $ Date    :Class 'Date'  num [1:308188] 12296 12297 12298 12299
12300
> ...
>
>  $ Price   : num  NA NA NA NA NA NA NA NA NA NA ...
>
>
>
> I get
>
>
>
>> prices.wide <- cast(prices, Date ~ Ticker, add.missing=TRUE)
>
> Error in data.frame(data[, c(variables), drop = FALSE], result >
data$value) :
>
>  arguments imply differing number of rows: 308188, 0
>
>
>
> (I tried various other arguments to cast - all gave the same error
> message.)
>
> It is a fact that the various tickers have data for different date
> ranges in the data frame and there are lots of NA's,
>
> but the toy example above has different date ranges for the two tickers
> and an NA, so I don't know what else to look for in my data,
>
> or what args to cast might make it work.
>
>
>
> Any insights or direction would be much appreciated.
>
>
>
> David L. Reiner, PhD
>
> Head Quant
>
> Rho Trading Securities, LLC
>
>
>
>
>        [[alternative HTML version deleted]]
>
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
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>


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