【发布时间】:2020-03-29 11:13:18
【问题描述】:
我有一些长数据,我正在尝试使用 pivot_wider。我目前拥有的是:
df %>% group_by(TICKER) %>%
mutate(row_id_for_pivot = row_number()) %>%
pivot_wider(names_from = TICKER, values_from = RET, id_cols = row_id_for_pivot)
这给了我:
row_id_for_pivot JEQ RLH PMC
<int> <chr> <chr> <chr>
1 1 0.007634 0.200405 0.025189
2 2 0.041667 0.065767 0.053440
3 3 0.060000 0.142405 0.062391
4 4 0.012007 0.058172 0.059276
但是我丢失了原始数据中的date 列。
如何保留日期列?
数据:
structure(list(date = structure(c(14638, 14666, 14699, 14729,
14757, 14790, 14820, 14852, 14882, 14911, 14943, 14974, 15005,
15033, 15064, 15093, 15125, 15155, 15184, 15217, 15247, 15278,
15308, 15338, 15370, 15399, 15429, 15460, 15491, 15520, 15552,
15583, 15611, 15644, 15674, 15705, 15736, 15764, 15792, 15825,
15856, 15884, 15917, 15947, 15978, 16009, 16038, 16070, 16101,
16129, 16160, 16190, 16220, 16251, 16282, 16311, 16343, 16374,
16402, 16435, 16435, 16465, 16493, 16525, 16555, 16584, 16616,
16647, 16678, 16708, 16738, 16769, 16800, 16800, 16829, 16860,
16891, 16920, 16952, 16982, 17011, 17044, 17074, 17105, 17135,
17165, 17165, 17197, 17225, 17256, 17284, 17317, 17347, 17378,
17409, 17438, 17470, 17500, 17529, 17529, 17562, 17590, 17619,
17651, 17682, 17711, 17743, 17774, 17802, 17835, 17865, 17896,
17896, 14638, 14666, 14699, 14729, 14757, 14790, 14820, 14852,
14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093, 15125,
15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370, 15399,
15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644, 15674,
15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917, 15947,
15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190, 16220,
16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465, 16493,
16525, 16555, 16584, 16616, 16647, 16678, 16708, 16738, 16769,
16800, 16829, 16860, 16891, 16920, 16952, 16982, 17011, 17044,
17074, 17105, 17135, 17165, 17197, 17225, 17256, 17284, 17317,
17347, 17378, 17409, 17438, 17470, 17500, 17529, 17562, 17590,
17619, 17651, 17682, 17711, 17743, 17774, 17802, 17835, 17865,
17896, 14638, 14666, 14699, 14729, 14757, 14790, 14820, 14852,
14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093, 15125,
15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370, 15399,
15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644, 15674,
15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917, 15947,
15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190, 16220,
16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465, 16493,
16525, 16555, 16584, 16616, 16647, 16678, 16708, 16738, 16769,
16800, 16829, 16860, 16891, 16920, 16952, 16982, 17011, 17044,
17074, 17105, 17135, 17165, 17197, 17225, 17256, 17284, 17317,
17347, 17378, 17409, 17438, 17470, 17500, 17529), class = "Date"),
TICKER = c("JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ",
"JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "JEQ", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH",
"RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "RLH", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC", "PMC",
"PMC", "PMC", "PMC", "PMC"), RET = c("0.007634", "0.041667",
"0.060000", "0.012007", "-0.113559", "-0.034417", "0.041584",
"-0.013308", "0.042389", "0.005545", "0.031250", "0.100713",
"0.003268", "0.076629", "-0.066636", "-0.024311", "-0.008306",
"0.021776", "0.011475", "-0.085900", "-0.063830", "0.013258",
"-0.031776", "-0.024710", "0.064000", "0.054511", "0.010695",
"-0.033510", "-0.080292", "0.027778", "-0.025096", "-0.001287",
"0.009220", "-0.015717", "0.029940", "0.091968", "0.026930",
"0.048951", "0.043333", "0.063898", "-0.018018", "-0.012232",
"-0.003096", "-0.026398", "0.090909", "-0.001462", "0.023426",
"0.021259", "-0.060086", "0.018265", "-0.024439", "-0.019383",
"0.062500", "0.045588", "0.023910", "-0.002747", "-0.020661",
"0.035162", "-0.022323", "-0.049509", "-0.049509", "0.048449",
"0.084813", "0.051948", "0.007407", "-0.008578", "0.021014",
"-0.035109", "-0.061481", "-0.082888", "0.090379", "0.029412",
"0.039734", "0.039734", "-0.089610", "-0.012839", "0.060694",
"0.013624", "0.034946", "-0.003896", "0.044329", "0.011236",
"0.014815", "-0.008516", "-0.040491", "-0.017762", "-0.017762",
"0.031908", "0.025000", "0.021823", "0.028894", "0.035409",
"0.002359", "0.018729", "0.007021", "-0.001147", "0.052813",
"0.034896", "0.000821", "0.000821", "0.049071", "-0.027484",
"-0.004348", "-0.008734", "-0.015419", "-0.011186", "-0.038462",
"-0.021177", "0.008414", "-0.117998", "0.027027", "-0.060471",
"-0.060471", "0.200405", "0.065767", "0.142405", "0.058172",
"-0.137435", "-0.094082", "0.247906", "-0.161074", "0.190400",
"0.057796", "-0.025413", "0.040417", "-0.038847", "0.113429",
"-0.039813", "0.067073", "-0.072000", "-0.027094", "-0.044304",
"-0.074172", "-0.040057", "0.035767", "0.007194", "-0.010000",
"0.056277", "0.050546", "0.067620", "0.015834", "0.015588",
"0.021251", "-0.135260", "-0.026738", "-0.141484", "0.054400",
"0.100152", "0.088276", "-0.053232", "-0.034806", "-0.013870",
"-0.081575", "-0.047473", "-0.017685", "0.088380", "-0.171429",
"-0.043557", "0.142315", "-0.086379", "0.100000", "-0.041322",
"0.029310", "-0.023451", "-0.013722", "0.015652", "-0.061644",
"0.000000", "0.049288", "-0.010452", "-0.003515", "0.040564",
"0.074576", "0.012618", "0.059190", "-0.019118", "0.049475",
"0.044286", "0.047880", "0.062663", "-0.009828", "0.054591",
"-0.036471", "-0.089133", "-0.060322", "-0.194009", "0.306195",
"0.142276", "-0.062871", "0.017722", "-0.097015", "0.093664",
"-0.176322", "0.275229", "0.007194", "0.047619", "-0.051136",
"-0.041916", "-0.068750", "-0.053691", "-0.078014", "0.007692",
"0.122137", "-0.027211", "-0.020979", "0.235714", "0.017341",
"0.028409", "0.088398", "0.060914", "-0.071770", "0.005155",
"0.010256", "0.106599", "0.068807", "0.072961", "0.092000",
"-0.084249", "-0.125600", "-0.174748", "-0.090909", "0.025189",
"0.053440", "0.062391", "0.059276", "-0.150259", "-0.106098",
"-0.109140", "-0.405819", "0.228093", "0.053515", "0.081673",
"0.054328", "-0.012227", "0.038904", "-0.026383", "0.150350",
"-0.062310", "0.034036", "0.000784", "0.153485", "-0.031229",
"0.093203", "0.003205", "-0.030032", "-0.173254", "-0.023108",
"0.013866", "-0.045052", "-0.163437", "0.099698", "-0.057692",
"0.224490", "0.004762", "-0.034755", "0.181669", "-0.013850",
"0.016854", "-0.010359", "-0.023029", "-0.079286", "0.211016",
"-0.112108", "0.056277", "-0.159836", "0.078862", "0.112283",
"0.529810", "-0.047830", "0.132093", "-0.009860", "0.160996",
"-0.028234", "-0.001839", "0.053427", "-0.055964", "-0.077807",
"-0.018481", "0.174376", "-0.239805", "-0.050436", "0.111058",
"0.086484", "0.127600", "0.016673", "0.160502", "0.001203",
"0.026126", "-0.042435", "-0.129890", "0.003512", "0.190760",
"0.028807", "-0.151714", "-0.221623", "-0.043271", "0.069199",
"0.123942", "-0.071886", "0.077048", "-0.048946", "0.111243",
"-0.152120", "0.010504", "0.045738", "-0.013917", "-0.008064",
"-0.048781", "0.008547", "0.046610", "0.062753", "-0.041905",
"0.168986", "-0.003401", "0.000000", "-0.001706", ""), row_id_for_pivot = 1:317), class = "data.frame", row.names = c(NA,
-317L))
编辑:运行后
x1 <- df2 %>%
group_by(TICKER) %>%
mutate(row_id_for_pivot = row_number()) %>%
pivot_wider(names_from = TICKER, values_from = RET,
id_cols = c(date, row_id_for_pivot))
x1 %>%
filter(date == "2015-01-30")
(其中d2 是dput 日期。
我明白了:
# A tibble: 2 x 5
date row_id_for_pivot JEQ RLH PMC
<date> <int> <chr> <chr> <chr>
1 2015-01-30 62 0.048449 NA NA
2 2015-01-30 61 NA 0.012618 0.111058
编辑 2:
使用df2 作为上面我运行的数据:
df2 %>%
distinct(date)
这给了我 108 个观察结果
然后我运行
out <- df2 %>%
group_by(TICKER, year = lubridate::year(date)) %>%
mutate(row_id_for_pivot = row_number()) %>%
pivot_wider(names_from = TICKER, values_from = RET,
id_cols = c(date, row_id_for_pivot)) %>%
arrange(date) %>%
group_by(date,row_id_for_pivot ) %>%
summarise_at(vars(-group_cols()), toString)
这给了我 113 个观察结果。
看看它,我发现我在日期有一些重复:
2018-12-31, 2017-12-29, 2016-12-30, 2015-12-31, 2014-12-31
执行以下操作:
> df2 %>%
+ filter(date == "2018-12-31")
date TICKER RET row_id_for_pivot
1 2018-12-31 JEQ -0.060471 112
2 2018-12-31 JEQ -0.060471 113
3 2018-12-31 RLH -0.090909 221
告诉我原始数据中有重复项。当我创建row_id_for_pivot 列时,我现在开始认为这是一个问题。
因此,我将新数据与更多观察值放在一起:
使用df3我运行
xN <- df3 %>%
distinct() %>%
group_by(TICKER, year = lubridate::year(date)) %>%
mutate(row_id_for_pivot = row_number()) %>%
pivot_wider(names_from = TICKER, values_from = RET,
id_cols = c(date, row_id_for_pivot)) %>%
arrange(date) %>%
group_by(date,row_id_for_pivot ) %>%
summarise_at(vars(-group_cols()), toString)
当它应该返回 108 unique(xN$date) 时,它给了我 126 个观察结果。
查看pivot_wider之后的xN数据,第一个重复是2012-07-31
所以我运行新数据df3
> df3 %>%
+ filter(date == "2012-07-31")
date TICKER RET
1 2012-07-31 AMRE C
2 2012-07-31 AA -0.032000
3 2012-07-31 CHE 0.038551
4 2012-07-31 MLR 0.030760
5 2012-07-31 UMC 0.038568
没有重复,但有一个C。这会不会影响我的pivot?
运行以下:
> xN %>%
+ filter(date == "2012-07-31")
# A tibble: 2 x 7
# Groups: date [1]
date row_id_for_pivot AMRE AA CHE MLR UMC
<date> <int> <chr> <chr> <chr> <chr> <chr>
1 2012-07-31 1 C NA NA NA NA
2 2012-07-31 7 NA -0.032000 0.038551 0.030760 0.038568
给我 2 个结果。
我应该先将C 设置为NA 吗?
新数据:
df3 <- structure(list(date = structure(c(15552, 15583, 15611, 15644,
15674, 15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917,
15947, 15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190,
16220, 16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465,
16493, 16493, 17135, 17165, 17197, 17225, 17256, 17284, 17317,
17347, 17378, 17409, 17438, 17470, 17500, 17529, 17562, 17590,
17619, 17651, 17682, 17711, 17743, 17774, 17802, 17835, 17865,
17896, 14638, 14666, 14699, 14729, 14757, 14790, 14820, 14852,
14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093, 15125,
15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370, 15399,
15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644, 15674,
15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917, 15947,
15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190, 16220,
16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465, 16493,
16525, 16555, 16584, 16616, 16647, 16678, 16708, 16738, 16769,
16800, 16829, 16860, 16891, 16920, 16952, 16982, 17011, 17044,
17074, 17105, 14638, 14666, 14699, 14729, 14757, 14790, 14820,
14852, 14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093,
15125, 15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370,
15399, 15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644,
15674, 15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917,
15947, 15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190,
16220, 16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465,
16493, 16525, 16555, 16584, 16616, 16647, 16678, 16708, 16738,
16769, 16800, 16829, 16860, 16891, 16920, 16952, 16982, 17011,
17044, 17074, 17105, 17135, 17165, 17197, 17225, 17256, 17284,
17317, 17347, 17378, 17409, 17438, 17470, 17500, 17529, 17562,
17590, 17619, 17651, 17682, 17711, 17743, 17774, 17802, 17835,
17865, 17896, 14638, 14666, 14699, 14729, 14757, 14790, 14820,
14852, 14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093,
15125, 15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370,
15399, 15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644,
15674, 15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917,
15947, 15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190,
16220, 16251, 16282, 16311, 16343, 16374, 16402, 16435, 16465,
16493, 16525, 16555, 16584, 16616, 16647, 16678, 16708, 16738,
16769, 16800, 16829, 16860, 16891, 16920, 16952, 16982, 17011,
17044, 17074, 17105, 17135, 17165, 17197, 17225, 17256, 17284,
17317, 17347, 17378, 17409, 17438, 17470, 17500, 17529, 17562,
17590, 17619, 17651, 17682, 17711, 17743, 17774, 17802, 17835,
17865, 17896, 14638, 14666, 14699, 14729, 14757, 14790, 14820,
14852, 14882, 14911, 14943, 14974, 15005, 15033, 15064, 15093,
15125, 15155, 15184, 15217, 15247, 15278, 15308, 15338, 15370,
15399, 15429, 15460, 15491, 15520, 15552, 15583, 15611, 15644,
15674, 15705, 15736, 15764, 15792, 15825, 15856, 15884, 15917,
15947, 15978, 16009, 16038, 16070, 16101, 16129, 16160, 16190,
16220, 16251, 16282, 16282, 16311, 16343, 16374, 16402, 16435,
16465, 16493, 16525, 16555, 16584, 16616, 16647, 16678, 16708,
16738, 16769, 16800, 16829, 16860, 16891, 16920, 16952, 16982,
17011, 17044, 17074, 17105, 17135, 17165, 17197, 17225, 17256,
17284, 17317, 17347, 17378, 17409, 17438, 17470, 17500, 17529,
17562, 17590, 17619, 17651, 17682, 17711, 17743, 17774, 17802,
17835, 17865, 17896), class = "Date"), TICKER = c("AMRE", "AMRE",
"AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE",
"AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE",
"AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE",
"AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AMRE", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA",
"AA", "AA", "AA", "AA", "AA", "AA", "AA", "AA", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE",
"CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "CHE", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR",
"MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "MLR", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC",
"UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC", "UMC"), RET = c("C",
"0.029099", "0.035862", "0.099190", "0.014119", "0.050242", "0.025656",
"-0.016487", "0.136416", "-0.023124", "0.045765", "-0.017103",
"-0.054292", "-0.077638", "0.040308", "0.014409", "-0.010795",
"-0.023550", "-0.030952", "0.065111", "-0.032872", "0.005432",
"0.066627", "0.041080", "0.264481", "0.006914", "-0.005579",
"0.072704", "0.080763", "0.004131", "0.001507", "", "", "C",
"-0.030721", "0.298077", "-0.051029", "-0.005493", "-0.019477",
"-0.023421", "-0.008804", "0.114855", "0.205494", "0.062443",
"0.024882", "-0.131226", "0.297760", "-0.034342", "-0.135525",
"-0.000222", "0.138790", "-0.061133", "-0.024756", "-0.077005",
"0.032355", "-0.095590", "-0.133911", "-0.090883", "-0.164414",
"-0.210298", "0.047133", "0.070677", "-0.056882", "-0.131050",
"-0.135739", "0.110338", "-0.082587", "0.185221", "0.085054",
"0.001142", "0.172571", "0.076673", "0.018709", "0.048071", "-0.037373",
"-0.009412", "-0.056514", "-0.071248", "-0.128988", "-0.252344",
"0.124347", "-0.065985", "-0.136727", "0.174567", "0.003937",
"-0.014749", "-0.028942", "-0.118191", "0.023392", "-0.032000",
"0.014168", "0.034463", "-0.028797", "-0.018670", "0.032105",
"0.018433", "-0.032805", "0.000000", "-0.002347", "0.003529",
"-0.080000", "0.016624", "-0.027673", "0.054545", "0.141626",
"0.039914", "0.106139", "0.082785", "0.022589", "0.096252", "0.046620",
"0.012621", "0.094049", "0.100739", "0.015253", "-0.031306",
"0.041641", "0.033413", "-0.086755", "-0.008866", "-0.053035",
"-0.126437", "0.038700", "-0.066319", "-0.108000", "-0.114798",
"-0.039514", "0.022222", "-0.075569", "0.051512", "0.054487",
"-0.261398", "0.229081", "0.072788", "0.165971", "-0.167413",
"0.000000", "0.145631", "-0.048023", "0.005952", "-0.055884",
"-0.030644", "0.154409", "0.015310", "0.011585", "0.036721",
"-0.039888", "-0.031479", "-0.054422", "0.141683", "0.034580",
"0.036308", "0.042173", "-0.020154", "0.053833", "0.017879",
"0.045338", "-0.027574", "-0.030339", "-0.071886", "-0.042756",
"-0.053230", "0.080058", "-0.093329", "-0.045658", "0.096270",
"0.104026", "0.013911", "-0.037332", "-0.076732", "0.088029",
"0.038551", "0.054803", "0.049372", "-0.029441", "0.015019",
"0.007491", "0.101473", "0.024090", "0.036145", "0.020505", "-0.139917",
"0.034419", "-0.025404", "-0.010625", "0.026709", "-0.051469",
"0.152020", "-0.016810", "0.030018", "0.074506", "0.057329",
"-0.069089", "0.060166", "0.064033", "0.086748", "0.039077",
"-0.025660", "0.004470", "0.067434", "-0.040323", "-0.042869",
"0.153846", "0.025069", "-0.034757", "0.079479", "0.055641",
"0.132418", "-0.079954", "-0.021122", "0.178467", "-0.016276",
"-0.030358", "-0.063284", "-0.082526", "0.054086", "-0.041860",
"0.006704", "0.045242", "0.079451", "-0.081215", "0.045505",
"0.002481", "0.055226", "0.076794", "0.035409", "0.076585", "0.023187",
"0.102304", "0.017579", "-0.000635", "-0.034371", "0.000354",
"0.024127", "0.105815", "0.102001", "-0.011873", "0.072216",
"-0.002533", "0.050957", "0.129590", "0.058595", "-0.012853",
"-0.017961", "0.024713", "-0.012240", "-0.047719", "0.041895",
"-0.105752", "-0.012335", "0.052632", "0.061864", "0.150442",
"0.048951", "-0.102000", "-0.007424", "-0.077038", "0.096434",
"-0.005174", "0.041605", "0.014979", "0.072382", "0.089122",
"-0.015644", "-0.025862", "0.094817", "0.086628", "-0.123596",
"0.193529", "-0.107051", "0.178098", "-0.212818", "-0.014916",
"0.036872", "-0.028817", "0.076389", "-0.030733", "-0.114634",
"0.106061", "0.030760", "-0.065773", "0.054759", "-0.043614",
"-0.068404", "0.075524", "0.001967", "0.041885", "0.016960",
"-0.058567", "0.083389", "-0.051924", "0.078674", "-0.034358",
"0.068664", "0.103651", "0.014941", "-0.013144", "-0.015566",
"-0.015812", "0.090305", "-0.008193", "0.048529", "0.020679",
"-0.067541", "-0.014070", "-0.098837", "0.169823", "-0.093576",
"0.168527", "-0.028379", "0.097030", "0.112816", "-0.086531",
"-0.083557", "-0.019503", "-0.122306", "0.238721", "-0.091747",
"0.160696", "-0.032187", "-0.000456", "-0.013315", "-0.099116",
"0.056302", "0.048323", "0.004704", "-0.028090", "0.042253",
"0.030289", "0.038444", "-0.036858", "0.161731", "0.043922",
"0.001890", "-0.056604", "0.061200", "-0.036053", "0.007874",
"-0.022266", "0.050302", "-0.038314", "0.120717", "0.010733",
"-0.012389", "-0.068817", "0.009690", "-0.065259", "0.034086",
"-0.010000", "0.076768", "-0.034522", "0.019569", "0.105566",
"-0.059722", "-0.101487", "0.168391", "-0.037776", "-0.095361",
"-0.022792", "0.096210", "-0.055851", "-0.067606", "-0.120846",
"0.068086", "-0.151815", "0.081712", "0.111511", "-0.077670",
"0.108772", "0.006329", "-0.119497", "-0.025000", "0.040293",
"-0.042253", "-0.058824", "-0.026072", "-0.134783", "-0.040201",
"0.167539", "0.026906", "-0.065502", "0.266355", "0.003690",
"-0.099265", "0.093878", "-0.212687", "0.028436", "0.038568",
"-0.064516", "0.009852", "-0.082927", "0.015957", "0.041885",
"-0.015075", "-0.056122", "-0.027027", "0.050000", "0.148148",
"0.073733", "-0.026732", "-0.109091", "0.051020", "-0.004854",
"-0.019512", "0.014925", "-0.009804", "-0.004950", "0.034826",
"0.048077", "0.055046", "0.047826", "-0.056703", "-0.056703",
"0.013699", "-0.103604", "0.100503", "-0.013699", "0.050926",
"0.048458", "0.054622", "-0.027888", "-0.008197", "-0.070248",
"-0.088889", "-0.078670", "-0.094444", "-0.006135", "0.141975",
"0.000000", "0.016216", "0.042553", "0.056122", "0.004831", "-0.091346",
"-0.005291", "0.058511", "-0.006194", "-0.015873", "-0.005376",
"0.027027", "-0.042105", "-0.038462", "0.034286", "0.127072",
"-0.053922", "0.005181", "0.061856", "0.184466", "-0.039865",
"0.106195", "0.000000", "0.040000", "-0.019231", "-0.062745",
"0.020920", "-0.012295", "0.074689", "0.030888", "0.041198",
"0.014388", "0.034730", "-0.003571", "-0.075269", "-0.271318",
"-0.031915", "-0.016484")), class = "data.frame", row.names = c(NA,
-466L))
【问题讨论】: