R 具有累积和函数的NA问题
我对以R 具有累积和函数的NA问题,r,R,我对以NA开头的向量的cumsum有一个问题。 您知道如何将第一个NA转换为0还是跳过第一个 这是我的密码: Symbol <- c("AA", "AA", "AA", "AA", "AA", "AA", "AA","AA","AA","AA", "AA", "AA", "AA", "AA", "AA", "AA","AA","AA","AA") days <- c(3, 10, 29,13,14,29,19,1,4,3, 10, 29,13,14,29,19,1,4,7) mo
NA
开头的向量的cumsum
有一个问题。
您知道如何将第一个NA
转换为0
还是跳过第一个
这是我的密码:
Symbol <- c("AA", "AA", "AA", "AA", "AA", "AA", "AA","AA","AA","AA", "AA", "AA", "AA", "AA", "AA", "AA","AA","AA","AA")
days <- c(3, 10, 29,13,14,29,19,1,4,3, 10, 29,13,14,29,19,1,4,7)
month <- c(1, 1, 5,7,1,2,5,7,9,1, 1, 5,7,1,2,5,7,9,12)
years <- c(2014,2014,2015,2015,2016,2016,2016,2016,2016,2014,2014,2015,2015,2016,2016,2016,2016,2016,2016)
price <- c(10,20,15,14,16,17,9,14,12,14,15,18,5,10,6,18,12,8, 14)
shares <- c(100,50,-30,400,-200,-100,-100,-150,-120,-100,-50,-100,70,-70,190,250,50,120,150)
df <- data.frame(Symbol,days,month,years,price,shares)
df %>%
mutate(value = shares*price,
cum_shares = cumsum(shares),
cum_value = ifelse(lag(cum_shares != 0),
ifelse(lag(cum_shares) > 0 & cum_shares < 0 | lag(cum_shares) > 0 & cum_shares < 0,
cum_shares*price,
cumsum(value)),
value),
Av_price = ifelse(is.infinite(cum_value/cum_shares),
0,
cum_value/cum_shares),
Profit = ifelse(cum_shares >= 0 & shares<0,
ifelse(lag(cum_shares) > 0 & cum_shares < 0, #YES
(lag(cum_shares)*Av_price) - (lag(cum_shares)*lag(Av_price)), #yes
(lag(Av_price)*shares)-value), #no
ifelse(cum_shares <= 0 & shares>0, #NOP
ifelse(lag(cum_shares) > 0 & cum_shares < 0, #yes
(lag(cum_shares)*Av_price) - (lag(cum_shares)*lag(Av_price)),
lag(Av_price)*shares-value),
ifelse(cum_shares <= 0 & shares < 0, #no
ifelse(lag(cum_shares) > 0 & cum_shares < 0,
(-lag(cum_shares)*lag(Av_price)) + (lag(cum_shares)*price),
0),
ifelse(cum_shares>0 & shares > 0,
ifelse(lag(cum_shares) <0 & shares >0,
(-lag(cum_shares)*lag(Av_price)) + (lag(cum_shares)*price),
0),
0))
)),
cum_profit = cumsum(Profit))
符号0,
ifelse(滞后(累积份额)0,
(-滞后(累积股份)*滞后(平均价格)+(滞后(累积股份)*价格),
0),
0))
)),
累计利润=累计(利润))
对于向量x
# Skip the first element:
x[-1]
# Replace the first element with 0
c(0, x[-1])
# Remove all missing values
na.omit(x) # adds attributes, which can be annoying
x[!is.na(x)]
其中任何一个都可以包装在
cumsum()
dplyr的lag
中,它有一个default
参数,可以设置该参数来指定要填充的值。例如,使用内置数据框BOD
:
BOD %>% mutate(Lag = lag(Time, default = 0), Cum = cumsum(Lag))
给予:
Time demand Lag Cum
1 1 8.3 0 0
2 2 10.3 1 1
3 3 19.0 2 3
4 4 16.0 3 6
5 5 15.6 4 10
6 7 19.8 5 15
Time demand Lag Cum
1 1 8.3 NA 0
2 2 10.3 1 1
3 3 19.0 2 3
4 4 16.0 3 6
5 5 15.6 4 10
6 7 19.8 5 15
或者,如果您想用NA显示滞后,但在cumsum
中有0:
BOD %>% mutate(Lag = lag(Time), Cum = cumsum(lag(Time, default = 0)))
给予:
Time demand Lag Cum
1 1 8.3 0 0
2 2 10.3 1 1
3 3 19.0 2 3
4 4 16.0 3 6
5 5 15.6 4 10
6 7 19.8 5 15
Time demand Lag Cum
1 1 8.3 NA 0
2 2 10.3 1 1
3 3 19.0 2 3
4 4 16.0 3 6
5 5 15.6 4 10
6 7 19.8 5 15
简单地子集…
cumsum(c(0,x[-1]))
…要跳过cumsum
中的NA
值,请尝试将可复制的示例降至最低。在这种情况下,可以用更少的代码和数据来说明问题。