[R] getting percentiles by factor

[David Winsemius]

On Mar 10, 2011, at 3:37 AM, Paolo Cavatore wrote:

> Hello,
>
> I'm trying to get percentiles (PERCENTRANK for excel users) by  
> factor in the
> following data.frame:
>
> myExample <- data.frame(Ret=seq(-2, 2.5,
> by=0.5),PE=seq(10,19),Sectors=rep(c("Financial","Industrial"),5))
> myExample <- na.omit(myExample)
>
> Thanks to Patrick I I managed to put together the following lines  
> which does
> it for the "Ret" column:
>
> myecdf <- function(x, sortAsc) {
> w1 <- ecdf(x$Ret)
> w2 <- if (sortAsc) w1(x$Ret) * 100 else abs(w1(x$Ret) * 100 - 100)
> w3 <- transform(x, myPerc=w2)
> return(w3)
> }
> myExampleEnd <- lapply(split(myExample, myExample$Sectors), myecdf,
> sortAsc="True")
> myExampleEnd <- unsplit(myExampleEnd, myExample$Sectors)
>
>
> I need to make the function more flexible accepting the name of the  
> column
> to calculate percentiles on as a parameter but the following doesn't  
> work:
>
> myecdf2 <- function(x, column, sortAsc=True) {
> # x data.frame/list being analysed
> # column to calculate percentiles on
> # sortAsc sorting order (True Ascending, False Descending)
> w1 <- ecdf(x$column)
> w2 <- if (sortAsc) w1(x$column) * 100 else abs(w1(x$column) * 100 -  
> 100)
> w3 <- transform(x, myPerc=w2)
> return(w3)
> }
> myExampleEnd2 <- lapply(split(myExample, myExample$Sectors), myecdf2,
> column=Ret, sortAsc="True")
> myExampleEnd2 <- unsplit(myExampleEnd, myExample$Sectors)
>
>
> I'm not sure whether I'm going down the right way so any help is
> appreciated...also from scratch.

i haven't debugged the code above but the first step is replace all  
your x$column instances with the equivalent:

x[[column]]

Moral: don't use $ when you want to have evaluation of the column  
argument.

(Efforts to debug revealed an extraneous ")" after 100 and the need to  
replace column=Ret with column="Ret", but then  foundered at:

myExampleEnd2 <- unsplit(myExampleEnd, myExample$Sectors)
Error in inherits(x, "data.frame") : object 'myExampleEnd' not found

Removing the presumptively extraneous "End" does allow completion  
although there are warnings and I cannot follow the overall intent, so  
absolutely no guarantees.

 > myExampleEnd2 <- unsplit(myExample, myExample$Sectors)
Warning messages:
1: In x[i] <- value[[j]] :
   number of items to replace is not a multiple of replacement length
2: In x[i] <- value[[j]] :
   number of items to replace is not a multiple of replacement length
 > myExampleEnd2
  [1] -2.0 10.0 -1.5 11.0 -1.0 12.0 -0.5 13.0  0.0 14.0

-- 
David Winsemius, MD
Heritage Laboratories
West Hartford, CT