R 基于检查的循环更有效
我已经为编写了一个R 基于检查的循环更有效,r,R,我已经为编写了一个循环,它执行一些检查并根据结果返回0或1。然而,在一个大数据集上运行它需要很长时间(让它过夜,在早上仍然运行)。有没有关于如何使用dplyr或其他工具来提高效率的想法?谢谢 以下是一些测试数据: tdata <- structure(list(cusip = c(2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
循环,它执行一些检查并根据结果返回0或1。然而,在一个大数据集上运行它需要很长时间(让它过夜,在早上仍然运行)。有没有关于如何使用dplyr
或其他工具来提高效率的想法?谢谢
以下是一些测试数据:
tdata <- structure(list(cusip = c(2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2), fyear = c("1971", "1971", "1971", "1971",
"1971", "1971", "1971", "1971", "1971", "1971", "1971", "1971",
"1972", "1972", "1972", "1972", "1972", "1972", "1972", "1972",
"1972", "1972", "1972", "1972", "1972", "1973", "1973", "1973",
"1973", "1973", "1973", "1973", "1973", "1973", "1973", "1973",
"1973", "1974", "1974", "1974", "1974", "1974", "1974", "1974",
"1974", "1974", "1974", "1974", "1974", "1975", "1975", "1975",
"1975", "1975", "1975", "1975", "1975", "1975", "1975", "1975"
), datadate = c(19711231L, 19710129L, 19710226L, 19710331L, 19710430L,
19710528L, 19710630L, 19710730L, 19710831L, 19710930L, 19711029L,
19711130L, 19721231L, 19720131L, 19720229L, 19720330L, 19720428L,
19720531L, 19720630L, 19720731L, 19720831L, 19720929L, 19721031L,
19721130L, 19721229L, 19731231L, 19730131L, 19730228L, 19730330L,
19730430L, 19730531L, 19730629L, 19730731L, 19730831L, 19730928L,
19731031L, 19731130L, 19741231L, 19740131L, 19740228L, 19740329L,
19740430L, 19740531L, 19740628L, 19740731L, 19740830L, 19740930L,
19741031L, 19741129L, 19751231L, 19750131L, 19750228L, 19750331L,
19750430L, 19750530L, 19750630L, 19750731L, 19750829L, 19750930L,
19751031L), month = c("12", "01", "02", "03", "04", "05", "06",
"07", "08", "09", "10", "11", "12", "01", "02", "03", "04", "05",
"06", "07", "08", "09", "10", "11", "12", "12", "01", "02", "03",
"04", "05", "06", "07", "08", "09", "10", "11", "12", "01", "02",
"03", "04", "05", "06", "07", "08", "09", "10", "11", "12", "01",
"02", "03", "04", "05", "06", "07", "08", "09", "10")), .Names = c("cusip",
"fyear", "datadate", "month"), row.names = c(NA, -60L), class = c("tbl_df",
"tbl", "data.frame"))
tdata具有分组和滞后累积和的解决方案:
library(dplyr)
tdata %>%
group_by(cusip, fyear) %>%
summarise(number = n(), share = n() / 60) %>%
mutate( cum_y = lag(cumsum(share)),
cum_y4 = lag(cum_y, 4),
last4 = ifelse(is.na(cum_y4), cum_y, cum_y - cum_y4),
check = as.numeric( last4 >= 0.4 )
) %>%
select(cusip, fyear, last4, check)
解释:
按fyear
分组,计算观察值并获得一年的份额
cum_y
是一个滞后的累计股份总数
cum_y4
落后4年cum_y
last4
是cum_y
和cum_y4
check
正在检查last4
更新
与原始数据中的变量联接:
... %>%
left_join(tdata, by = c("cusip", "fyear"))
你能用文字解释一下for
循环的作用吗?@DavidArenburg在我概述了ideaThanks时看到了edit,但这没有考虑到唯一id(cusip)。是否需要将代码更改为(cusip,fyear)
?非常感谢。但是,即使在我最后删除了select
之后,它也不会返回较大数据集上的所有变量。你知道为什么吗?因为团队。如果变量在cusip fyear对中是常量,则可以将它们添加到group_by列表中。如果不是,则在原始数据框上使用left\u join
,观察值为by=c(“cusip”,“fyear”)
。
... %>%
left_join(tdata, by = c("cusip", "fyear"))