Merging specific lists of lists together in R
0
I have a list of lists of lists of lists (I know, a lot of lists, in total around 6000 DataFrames).
The first list specifies the startmonth (January through December), the second one specifies the year (2002 - 2018), the third one contains the different sectors (for example Discretionary or Consumer Staples, in total 10) and the last one the quantile (1 through 5).
To be more clear: sector_prtf[["StartMonth"]][["Year"]][["Sector"]][["Quantile"]]
Here is an example of how the DataFrames look:
sector_prtf[[1]][[1]][[1]][[1]]
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
sector_prtf[[1]][[1]][[2]][[1]]
Growth quantile Sector
2002-01-31 0.09700046 1 Consumer Staples
sector_prtf[[1]][[2]][[1]][[1]]
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
sector_prtf[[2]][[1]][[1]][[1]]
Growth quantile Sector
2002-02-28 0.3596547 1 Consumer Discretionary
The goal is to merge the lists together in a way that the sectors are together with the quantile and the corresponding startdate.
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
Growth quantile Sector
2004-01-30 0.6446954 1 Consumer Discretionary
.
.
.
Growth quantile Sector
2017-01-31 0.1824898 1 Consumer Discretionary
Like I mentioned this should be done for every sector and every startdate.
I tried to merge the lists together by performing simple rbinds:
merged_sector <- lapply(sector_prtf, function(a) lapply(a, function(b) lapply(b, function(c) do.call("rbind", c))))
merged_sector <- lapply(merged_sector, function(a) lapply(a, function(b) do.call("rbind", b)))
merged_sector <- lapply(merged_sector, function(a) do.call("rbind", a))
merged_sector <- do.call("rbind", merged_sector)
After that the merged lists look like:
.
.
.
2012-01-319 -1.030502e-02 1 Materials
2012-01-3117 3.039239e-02 2 Materials
2012-01-3127 6.278972e-02 3 Materials
2012-01-3110 1.150880e-01 1 Real Estate
2012-01-3118 9.337119e-02 2 Real Estate
2012-01-3128 3.242025e-02 3 Real Estate
2012-01-3119 6.044756e-02 1 Utilities
2012-01-31110 1.154916e-01 2 Utilities
2012-01-3129 1.156366e-01 3 Utilities
2013-01-31 2.797345e-01 1 Consumer Discretionary
2013-01-311 1.875079e-01 2 Consumer Discretionary
2013-01-312 3.652037e-01 3 Consumer Discretionary
.
.
.
My idea was now to filter the merged DF by sector and quantile, but the dates are a huge problem (unique rownames).
Is there maybe a simpler way to solve this problem?
Thanks in advance
*Update: Here's a link to the requested dput file. It includes only the first startmonth (January): https://ufile.io/y80fb
**Edit 2: I'm sorry for the inconvenience I caused with not providing a reproducible example.
list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
r
edited Nov 21 '18 at 21:16
mickey
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
add a comment |
0
I have a list of lists of lists of lists (I know, a lot of lists, in total around 6000 DataFrames).
The first list specifies the startmonth (January through December), the second one specifies the year (2002 - 2018), the third one contains the different sectors (for example Discretionary or Consumer Staples, in total 10) and the last one the quantile (1 through 5).
To be more clear: sector_prtf[["StartMonth"]][["Year"]][["Sector"]][["Quantile"]]
Here is an example of how the DataFrames look:
sector_prtf[[1]][[1]][[1]][[1]]
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
sector_prtf[[1]][[1]][[2]][[1]]
Growth quantile Sector
2002-01-31 0.09700046 1 Consumer Staples
sector_prtf[[1]][[2]][[1]][[1]]
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
sector_prtf[[2]][[1]][[1]][[1]]
Growth quantile Sector
2002-02-28 0.3596547 1 Consumer Discretionary
The goal is to merge the lists together in a way that the sectors are together with the quantile and the corresponding startdate.
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
Growth quantile Sector
2004-01-30 0.6446954 1 Consumer Discretionary
.
.
.
Growth quantile Sector
2017-01-31 0.1824898 1 Consumer Discretionary
Like I mentioned this should be done for every sector and every startdate.
I tried to merge the lists together by performing simple rbinds:
merged_sector <- lapply(sector_prtf, function(a) lapply(a, function(b) lapply(b, function(c) do.call("rbind", c))))
merged_sector <- lapply(merged_sector, function(a) lapply(a, function(b) do.call("rbind", b)))
merged_sector <- lapply(merged_sector, function(a) do.call("rbind", a))
merged_sector <- do.call("rbind", merged_sector)
After that the merged lists look like:
.
.
.
2012-01-319 -1.030502e-02 1 Materials
2012-01-3117 3.039239e-02 2 Materials
2012-01-3127 6.278972e-02 3 Materials
2012-01-3110 1.150880e-01 1 Real Estate
2012-01-3118 9.337119e-02 2 Real Estate
2012-01-3128 3.242025e-02 3 Real Estate
2012-01-3119 6.044756e-02 1 Utilities
2012-01-31110 1.154916e-01 2 Utilities
2012-01-3129 1.156366e-01 3 Utilities
2013-01-31 2.797345e-01 1 Consumer Discretionary
2013-01-311 1.875079e-01 2 Consumer Discretionary
2013-01-312 3.652037e-01 3 Consumer Discretionary
.
.
.
My idea was now to filter the merged DF by sector and quantile, but the dates are a huge problem (unique rownames).
Is there maybe a simpler way to solve this problem?
Thanks in advance
*Update: Here's a link to the requested dput file. It includes only the first startmonth (January): https://ufile.io/y80fb
**Edit 2: I'm sorry for the inconvenience I caused with not providing a reproducible example.
list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
r
edited Nov 21 '18 at 21:16
mickey
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
5
Can you show a small example withdputand update the post so that it is reproducible
– akrun
Nov 21 '18 at 20:30
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43
add a comment |
0
0
0
I have a list of lists of lists of lists (I know, a lot of lists, in total around 6000 DataFrames).
The first list specifies the startmonth (January through December), the second one specifies the year (2002 - 2018), the third one contains the different sectors (for example Discretionary or Consumer Staples, in total 10) and the last one the quantile (1 through 5).
To be more clear: sector_prtf[["StartMonth"]][["Year"]][["Sector"]][["Quantile"]]
Here is an example of how the DataFrames look:
sector_prtf[[1]][[1]][[1]][[1]]
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
sector_prtf[[1]][[1]][[2]][[1]]
Growth quantile Sector
2002-01-31 0.09700046 1 Consumer Staples
sector_prtf[[1]][[2]][[1]][[1]]
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
sector_prtf[[2]][[1]][[1]][[1]]
Growth quantile Sector
2002-02-28 0.3596547 1 Consumer Discretionary
The goal is to merge the lists together in a way that the sectors are together with the quantile and the corresponding startdate.
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
Growth quantile Sector
2004-01-30 0.6446954 1 Consumer Discretionary
.
.
.
Growth quantile Sector
2017-01-31 0.1824898 1 Consumer Discretionary
Like I mentioned this should be done for every sector and every startdate.
I tried to merge the lists together by performing simple rbinds:
merged_sector <- lapply(sector_prtf, function(a) lapply(a, function(b) lapply(b, function(c) do.call("rbind", c))))
merged_sector <- lapply(merged_sector, function(a) lapply(a, function(b) do.call("rbind", b)))
merged_sector <- lapply(merged_sector, function(a) do.call("rbind", a))
merged_sector <- do.call("rbind", merged_sector)
After that the merged lists look like:
.
.
.
2012-01-319 -1.030502e-02 1 Materials
2012-01-3117 3.039239e-02 2 Materials
2012-01-3127 6.278972e-02 3 Materials
2012-01-3110 1.150880e-01 1 Real Estate
2012-01-3118 9.337119e-02 2 Real Estate
2012-01-3128 3.242025e-02 3 Real Estate
2012-01-3119 6.044756e-02 1 Utilities
2012-01-31110 1.154916e-01 2 Utilities
2012-01-3129 1.156366e-01 3 Utilities
2013-01-31 2.797345e-01 1 Consumer Discretionary
2013-01-311 1.875079e-01 2 Consumer Discretionary
2013-01-312 3.652037e-01 3 Consumer Discretionary
.
.
.
My idea was now to filter the merged DF by sector and quantile, but the dates are a huge problem (unique rownames).
Is there maybe a simpler way to solve this problem?
Thanks in advance
*Update: Here's a link to the requested dput file. It includes only the first startmonth (January): https://ufile.io/y80fb
**Edit 2: I'm sorry for the inconvenience I caused with not providing a reproducible example.
list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
r
edited Nov 21 '18 at 21:16
mickey
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
I have a list of lists of lists of lists (I know, a lot of lists, in total around 6000 DataFrames).
The first list specifies the startmonth (January through December), the second one specifies the year (2002 - 2018), the third one contains the different sectors (for example Discretionary or Consumer Staples, in total 10) and the last one the quantile (1 through 5).
To be more clear: sector_prtf[["StartMonth"]][["Year"]][["Sector"]][["Quantile"]]
Here is an example of how the DataFrames look:
sector_prtf[[1]][[1]][[1]][[1]]
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
sector_prtf[[1]][[1]][[2]][[1]]
Growth quantile Sector
2002-01-31 0.09700046 1 Consumer Staples
sector_prtf[[1]][[2]][[1]][[1]]
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
sector_prtf[[2]][[1]][[1]][[1]]
Growth quantile Sector
2002-02-28 0.3596547 1 Consumer Discretionary
The goal is to merge the lists together in a way that the sectors are together with the quantile and the corresponding startdate.
Growth quantile Sector
2002-01-31 0.2278331 1 Consumer Discretionary
Growth quantile Sector
2003-01-31 -0.1081433 1 Consumer Discretionary
Growth quantile Sector
2004-01-30 0.6446954 1 Consumer Discretionary
.
.
.
Growth quantile Sector
2017-01-31 0.1824898 1 Consumer Discretionary
Like I mentioned this should be done for every sector and every startdate.
I tried to merge the lists together by performing simple rbinds:
merged_sector <- lapply(sector_prtf, function(a) lapply(a, function(b) lapply(b, function(c) do.call("rbind", c))))
merged_sector <- lapply(merged_sector, function(a) lapply(a, function(b) do.call("rbind", b)))
merged_sector <- lapply(merged_sector, function(a) do.call("rbind", a))
merged_sector <- do.call("rbind", merged_sector)
After that the merged lists look like:
.
.
.
2012-01-319 -1.030502e-02 1 Materials
2012-01-3117 3.039239e-02 2 Materials
2012-01-3127 6.278972e-02 3 Materials
2012-01-3110 1.150880e-01 1 Real Estate
2012-01-3118 9.337119e-02 2 Real Estate
2012-01-3128 3.242025e-02 3 Real Estate
2012-01-3119 6.044756e-02 1 Utilities
2012-01-31110 1.154916e-01 2 Utilities
2012-01-3129 1.156366e-01 3 Utilities
2013-01-31 2.797345e-01 1 Consumer Discretionary
2013-01-311 1.875079e-01 2 Consumer Discretionary
2013-01-312 3.652037e-01 3 Consumer Discretionary
.
.
.
My idea was now to filter the merged DF by sector and quantile, but the dates are a huge problem (unique rownames).
Is there maybe a simpler way to solve this problem?
Thanks in advance
*Update: Here's a link to the requested dput file. It includes only the first startmonth (January): https://ufile.io/y80fb
**Edit 2: I'm sorry for the inconvenience I caused with not providing a reproducible example.
list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
r
r
edited Nov 21 '18 at 21:16
mickey
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
edited Nov 21 '18 at 21:16
mickey
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
edited Nov 21 '18 at 21:16
mickey
1,3822318
edited Nov 21 '18 at 21:16
mickey
1,3822318
edited Nov 21 '18 at 21:16
mickey
1,3822318
1,3822318
asked Nov 21 '18 at 20:29
NicoNico
207
asked Nov 21 '18 at 20:29
NicoNico
207
asked Nov 21 '18 at 20:29
NicoNico
207
207
5
Can you show a small example withdputand update the post so that it is reproducible
– akrun
Nov 21 '18 at 20:30
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43
add a comment |
5
Can you show a small example withdputand update the post so that it is reproducible
– akrun
Nov 21 '18 at 20:30
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43
5
5
Can you show a small example with
dput and update the post so that it is reproducible– akrun
Nov 21 '18 at 20:30
Can you show a small example with
dput and update the post so that it is reproducible– akrun
Nov 21 '18 at 20:30
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43
add a comment |
1 Answer
1
active
oldest
votes
1
I wrote a recursive Reduce which should do what you want. So please read ?Reduce carefully.
Assuming your list of lists is named ll:
rReduce <- function(x) {
y <- Reduce("rbind", x)
if (is.list(y)) {
return(rReduce(y))
} else {
return(x)
}
}
res <- rReduce(ll)
print(res)
# Growth quantile Sector
#2002-01-31 0.227833070 1 Consumer Discretionary
#2002-01-311 0.097000461 1 Consumer Staples
#2002-01-312 -0.078767963 1 Energy
#2002-01-313 0.009642536 1 Financials
#2002-01-314 0.239390716 1 Health Care
#2002-01-315 0.062034987 1 Industrials
#2002-01-316 -0.084393011 1 Information Technology
#...
This is equivalent to
Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))
if I am not mistaken. Now, you still have the date issue in the rownames, but that is easily solve by something like:
res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
# Growth quantile Sector Date
#1 0.227833070 1 Consumer Discretionary 2002-01-31
#2 0.097000461 1 Consumer Staples 2002-01-31
#3 -0.078767963 1 Energy 2002-01-31
#4 0.009642536 1 Financials 2002-01-31
#5 0.239390716 1 Health Care 2002-01-31
#6 0.062034987 1 Industrials 2002-01-31
#7 -0.084393011 1 Information Technology 2002-01-31
#8 0.017074760 1 Materials 2002-01-31
The data used in the above is:
ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
add a comment |
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I wrote a recursive Reduce which should do what you want. So please read ?Reduce carefully.
Assuming your list of lists is named ll:
rReduce <- function(x) {
y <- Reduce("rbind", x)
if (is.list(y)) {
return(rReduce(y))
} else {
return(x)
}
}
res <- rReduce(ll)
print(res)
# Growth quantile Sector
#2002-01-31 0.227833070 1 Consumer Discretionary
#2002-01-311 0.097000461 1 Consumer Staples
#2002-01-312 -0.078767963 1 Energy
#2002-01-313 0.009642536 1 Financials
#2002-01-314 0.239390716 1 Health Care
#2002-01-315 0.062034987 1 Industrials
#2002-01-316 -0.084393011 1 Information Technology
#...
This is equivalent to
Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))
if I am not mistaken. Now, you still have the date issue in the rownames, but that is easily solve by something like:
res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
# Growth quantile Sector Date
#1 0.227833070 1 Consumer Discretionary 2002-01-31
#2 0.097000461 1 Consumer Staples 2002-01-31
#3 -0.078767963 1 Energy 2002-01-31
#4 0.009642536 1 Financials 2002-01-31
#5 0.239390716 1 Health Care 2002-01-31
#6 0.062034987 1 Industrials 2002-01-31
#7 -0.084393011 1 Information Technology 2002-01-31
#8 0.017074760 1 Materials 2002-01-31
The data used in the above is:
ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
add a comment |
1
I wrote a recursive Reduce which should do what you want. So please read ?Reduce carefully.
Assuming your list of lists is named ll:
rReduce <- function(x) {
y <- Reduce("rbind", x)
if (is.list(y)) {
return(rReduce(y))
} else {
return(x)
}
}
res <- rReduce(ll)
print(res)
# Growth quantile Sector
#2002-01-31 0.227833070 1 Consumer Discretionary
#2002-01-311 0.097000461 1 Consumer Staples
#2002-01-312 -0.078767963 1 Energy
#2002-01-313 0.009642536 1 Financials
#2002-01-314 0.239390716 1 Health Care
#2002-01-315 0.062034987 1 Industrials
#2002-01-316 -0.084393011 1 Information Technology
#...
This is equivalent to
Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))
if I am not mistaken. Now, you still have the date issue in the rownames, but that is easily solve by something like:
res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
# Growth quantile Sector Date
#1 0.227833070 1 Consumer Discretionary 2002-01-31
#2 0.097000461 1 Consumer Staples 2002-01-31
#3 -0.078767963 1 Energy 2002-01-31
#4 0.009642536 1 Financials 2002-01-31
#5 0.239390716 1 Health Care 2002-01-31
#6 0.062034987 1 Industrials 2002-01-31
#7 -0.084393011 1 Information Technology 2002-01-31
#8 0.017074760 1 Materials 2002-01-31
The data used in the above is:
ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
add a comment |
1
1
1
I wrote a recursive Reduce which should do what you want. So please read ?Reduce carefully.
Assuming your list of lists is named ll:
rReduce <- function(x) {
y <- Reduce("rbind", x)
if (is.list(y)) {
return(rReduce(y))
} else {
return(x)
}
}
res <- rReduce(ll)
print(res)
# Growth quantile Sector
#2002-01-31 0.227833070 1 Consumer Discretionary
#2002-01-311 0.097000461 1 Consumer Staples
#2002-01-312 -0.078767963 1 Energy
#2002-01-313 0.009642536 1 Financials
#2002-01-314 0.239390716 1 Health Care
#2002-01-315 0.062034987 1 Industrials
#2002-01-316 -0.084393011 1 Information Technology
#...
This is equivalent to
Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))
if I am not mistaken. Now, you still have the date issue in the rownames, but that is easily solve by something like:
res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
# Growth quantile Sector Date
#1 0.227833070 1 Consumer Discretionary 2002-01-31
#2 0.097000461 1 Consumer Staples 2002-01-31
#3 -0.078767963 1 Energy 2002-01-31
#4 0.009642536 1 Financials 2002-01-31
#5 0.239390716 1 Health Care 2002-01-31
#6 0.062034987 1 Industrials 2002-01-31
#7 -0.084393011 1 Information Technology 2002-01-31
#8 0.017074760 1 Materials 2002-01-31
The data used in the above is:
ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
I wrote a recursive Reduce which should do what you want. So please read ?Reduce carefully.
Assuming your list of lists is named ll:
rReduce <- function(x) {
y <- Reduce("rbind", x)
if (is.list(y)) {
return(rReduce(y))
} else {
return(x)
}
}
res <- rReduce(ll)
print(res)
# Growth quantile Sector
#2002-01-31 0.227833070 1 Consumer Discretionary
#2002-01-311 0.097000461 1 Consumer Staples
#2002-01-312 -0.078767963 1 Energy
#2002-01-313 0.009642536 1 Financials
#2002-01-314 0.239390716 1 Health Care
#2002-01-315 0.062034987 1 Industrials
#2002-01-316 -0.084393011 1 Information Technology
#...
This is equivalent to
Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))
if I am not mistaken. Now, you still have the date issue in the rownames, but that is easily solve by something like:
res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
# Growth quantile Sector Date
#1 0.227833070 1 Consumer Discretionary 2002-01-31
#2 0.097000461 1 Consumer Staples 2002-01-31
#3 -0.078767963 1 Energy 2002-01-31
#4 0.009642536 1 Financials 2002-01-31
#5 0.239390716 1 Health Care 2002-01-31
#6 0.062034987 1 Industrials 2002-01-31
#7 -0.084393011 1 Information Technology 2002-01-31
#8 0.017074760 1 Materials 2002-01-31
The data used in the above is:
ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")),
list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"),
structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"),
Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
edited Nov 21 '18 at 21:08
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
answered Nov 21 '18 at 20:57
Anders Ellern BilgrauAnders Ellern Bilgrau
6,5531730
6,5531730
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
add a comment |
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
Thank you very much Anders, works really well!
– Nico
Nov 22 '18 at 9:40
add a comment |
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5
Can you show a small example with
dputand update the post so that it is reproducible– akrun
Nov 21 '18 at 20:30
Sure. See updated Post
– Nico
Nov 21 '18 at 20:38
Putting raw data on other sites that we need to download isn't helpful. See how to make a good reproducible. It doesn't have to be your real data, just something we can copy/paste from the question to make it easier to help.
– MrFlick
Nov 21 '18 at 20:47
How did you even get this setup? JSON parse?
– Parfait
Nov 21 '18 at 22:16
I was given an excel file, with nine different sheets containing stock prices, Price to book, price earnings etc. I had to create a ranking for each stock every year based on those sheets and create an object from those containing the stock prices. Calculate log ret, % growth and again combine them (in the corresponing quantile group) to a portfolio. I ended up with this because I wantet to split not only for quantile, but also for start month and sector
– Nico
Nov 22 '18 at 9:43