R loading data set from a text into matrix
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06-12-2019 - |
문제
I have a data set from a text file, 5000 stock's with 751 data points for 3 years worth of data, it goes from day 1 to 751 then the next stock
N stock date price
1 S1 70516 9.11
2 S1 70517 9.00
.......................
5718864 S5000 100330 64.8
5718865 S5000 100331 64.6
I can load the data using:
data(txt) <- read.table("C:\\test.txt", header=T)
after this however im stuck and i cant find anything on the exchange or google how can i load this into a matrix where there are 751 rows and 5000 coloumns and each point corresponds to just the price
E1 price E5000 price
day1 1 ........ 1
.. ..
.. ..
day751 ........... 1
해결책
Take a look at cast
from the reshape package. You can change your data from a "long" format to a "wide" format and back again. There is also native R functions, reshape
for example, but I feel the reshape or reshape2 package provide an easier interface.
> dat<-data.frame(stock=letters[1:10], date=rep(1:10,each=10), price=round(runif(100),2))
> head(dat)
stock date price
1 a 1 0.84
2 b 1 0.46
3 c 1 0.43
4 d 1 0.99
5 e 1 0.86
6 f 1 0.03
> cast(date~stock, data=dat, value="price")
date a b c d e f g h i j
1 1 0.84 0.46 0.43 0.99 0.86 0.03 0.56 0.09 0.66 0.43
2 2 0.46 0.78 0.80 0.90 0.20 0.87 0.73 0.65 0.35 0.24
3 3 0.12 0.16 0.57 0.10 0.40 0.05 0.68 0.53 0.67 0.74
4 4 0.45 0.26 0.63 0.98 0.78 0.29 0.59 0.63 0.62 0.13
5 5 0.21 0.79 0.83 0.36 0.11 0.12 0.64 0.86 0.35 0.18
6 6 0.14 0.31 0.63 0.48 0.86 0.57 0.32 0.70 0.89 0.99
7 7 0.85 0.41 0.29 0.57 0.05 0.80 0.32 0.13 0.10 0.53
8 8 0.03 0.71 0.48 0.57 0.09 0.88 0.70 0.22 0.68 0.78
9 9 0.83 0.52 0.24 0.82 0.86 0.87 0.53 0.38 0.58 0.78
10 10 0.36 0.05 0.95 0.41 0.73 0.20 0.62 0.08 0.98 0.50
>
다른 팁
read.zoo
in the zoo package can do that. Assume this data:
Lines <- "N stock date price
1 S1 70516 9.11
2 S1 70517 9.00
5718864 S5000 100330 64.8
5718865 S5000 100331 64.6"
Then we create a function to convert the date (change this if the coding of the dates is different than assumed here) and use read.zoo
specifying
- a header,
header = TRUE
- to split on the stock column,
split = 1
- to use the indicated column as the time index,
index = 2
- to use the indicated
colClasses
to exclude the first column (so the second column becomes the first, the third becomes the second, etc.) as that column seems to be unneeded, ,colClasses = c("NULL", NA, NA, NA)
- if the data actually comes from a file rather than from text then replace
text = Lines
with something likefile = "myfile.dat"
giving:
library(zoo)
toDate <- function(x) as.Date(sprintf("%06d", x), "%y%m%d")
z <- read.zoo(text = Lines, header = TRUE, split = 1, index = 2,
FUN = toDate, colClasses = c("NULL", NA, NA, NA))
The result is the following zoo object:
> z
S1 S5000
2007-05-16 9.11 NA
2007-05-17 9.00 NA
2010-03-30 NA 64.8
2010-03-31 NA 64.6
Use as.matrix()
. See help(as.matrix)
.