創建子組的權重目前,我有R中的表/ CSV:R中
Name Value Sector Date
Company1 100 Financials 3/31/2015
Company2 100 Energy 3/31/2015
Company3 100 Healthcare 3/31/2015
Company4 100 Financials 3/31/2015
Company5 100 Energy 3/31/2015
Company6 100 Healthcare 3/31/2015
Company1 100 Financials 6/30/2015
Company2 200 Energy 6/30/2015
Company3 200 Healthcare 6/30/2015
Company4 200 Financials 6/30/2015
Company5 200 Energy 6/30/2015
我想創建是每個季度結束日期,權重爲基礎值的每個部門。
我一直在使用:
cdata <- ddply(Test.Exposure, c("Date", "Sector"), summarise,
Sumx1 = sum(Value))
這給了我:
Date Sector Sumx1
1 3/31/2015 Energy 200
2 3/31/2015 Financials 200
3 3/31/2015 Healthcare 200
4 6/30/2015 Energy 400
5 6/30/2015 Financials 300
6 6/30/2015 Healthcare 400
1)是否有一種方式來獲得一筆%
?
2)是否有可能要爲每個季度結束日期只有一條線,而有這樣一列中的每個部門:
Financials Energy Healthcare
3/31/2015 33,33% 33,33% 33,33%
6/30/2015 ... ... ...
謝謝@ m0h3n這工作得很好! 我的最後的代碼是: CDATA < - ddply(Test.Exposure,C( 「Valuation.Date」, 「扇區」),概括地說, Sumx1 =總和(Market.Value)) 一個< - XTABS( Sumx1〜Valuation.Date + Sector,cdata) round(a/rowSums(a)* 100,2) – lapioche75