[R] Data frame to Matrix by category

AlexPiche alexandre.piche at mail.mcgill.ca
Mon Jun 17 08:22:44 CEST 2013


Hello Folks,

I try to use plyr and reshape 2 to take a data frame of the form:

> head(cf_dt)
          isin         dt
1 FR0109970386 2010-01-12
2 FR0109970386 2011-01-12
3 FR0109970386 2012-01-12
4 FR0116114978 2010-01-12
5 FR0116114978 2011-01-12
6 FR0116114978 2012-01-12

 to create a matrix of the form 

FR0109970386     FR0116114978       ...
2010-01-12                2010-01-12          ...
2011-01-12                2011-01-12          ...
2012-01-12                2012-01-12          ...
NA                                      ....                    ...
...                                         NA                   ...
NA                                      NA                   ....

I would like to have 22 columns and 33 rows, since I have 22 bonds name and
my longest cash flow is 33 dates long.

Regards,

Alex





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