【发布时间】:2018-09-16 19:47:22
【问题描述】:
这是我的 df
dput(df)
structure(list(ind = structure(c(16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437,
16437, 16437, 16437, 16437, 16437, 16437, 16437, 16437, 16440,
16440, 16440, 16440, 16440, 16440, 16440, 16440, 16440, 16440,
16440, 16440, 16440, 16440, 16440, 16440, 16440, 16440, 16440,
16440, 16440), class = "Date"), date = structure(c(17810, 17831,
17852, 17873, 17894, 17915, 17936, 17957, 17978, 17999, 18020,
18041, 18062, 18083, 18104, 18125, 18146, 18167, 18188, 18209,
18230, 18251, 18272, 18293, 18314, 18335, 18356, 18377, 18398,
18419, 18440, 18461, 18482, 18503, 18524, 18545, 18566, 18587,
18608, 18629, 18650, 18671, 18692, 18713, 18734, 18755, 18776,
18797, 18818, 18839, 18860, 18881, 18902, 18923, 18944, 18965,
18986, 19007, 19028, 19049, 19070, 19091, 19112, 19133, 19154,
19175, 19196, 19217, 19238, 19259, 19280, 19301, 19322, 19343,
19364, 19385, 19406, 19427, 19448, 19469, 19490, 19511, 19532,
19553, 19574, 19595, 19616, 19637, 19658, 19679, 19700, 19721,
19742, 19763, 19784, 19805, 19826, 19847, 19868, 19889, 19910,
19931, 19952, 19973, 19994, 20015, 20036, 20057, 20078, 20099,
20120, 20141, 20162, 20183, 20204, 20225, 20246, 20267, 20288,
20309, 17810, 17831, 17852, 17873, 17894, 17915, 17936, 17957,
17978, 17999, 18020, 18041, 18062, 18083, 18104, 18125, 18146,
18167, 18188, 18209, 18230), class = "Date"), Betas_Model1 = c(11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.3705103971604,
0.815985668583493, 3.61812048719847, 11.3705103971604, 0.815985668583493,
3.61812048719847, 11.3705103971604, 0.815985668583493, 3.61812048719847,
11.3705103971604, 0.815985668583493, 3.61812048719847, 11.4361888772212,
0.785901410160401, 3.21321611089539, 11.4361888772212, 0.785901410160401,
3.21321611089539, 11.4361888772212, 0.785901410160401, 3.21321611089539,
11.4361888772212, 0.785901410160401, 3.21321611089539, 11.4361888772212,
0.785901410160401, 3.21321611089539, 11.4361888772212, 0.785901410160401,
3.21321611089539, 11.4361888772212, 0.785901410160401, 3.21321611089539
), Betas_Model2 = c(11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6356043415347, 0.267366795397781, 3.83700647995003,
11.6356043415347, 0.267366795397781, 3.83700647995003, 11.6356043415347,
0.267366795397781, 3.83700647995003, 11.6356043415347, 0.267366795397781,
3.83700647995003, 11.6616719281849, 0.286128773287116, 3.48472815397068,
11.6616719281849, 0.286128773287116, 3.48472815397068, 11.6616719281849,
0.286128773287116, 3.48472815397068, 11.6616719281849, 0.286128773287116,
3.48472815397068, 11.6616719281849, 0.286128773287116, 3.48472815397068,
11.6616719281849, 0.286128773287116, 3.48472815397068, 11.6616719281849,
0.286128773287116, 3.48472815397068), Betas_Model3 = c(11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.7361984835266,
8.5039084097167, -8.45218761189702, -1.88402205905606, 11.8656699782291,
9.81495553149212, -9.92664234034938, -3.24875606367036, 11.8656699782291,
9.81495553149212, -9.92664234034938, -3.24875606367036, 11.8656699782291,
9.81495553149212, -9.92664234034938, -3.24875606367036, 11.8656699782291,
9.81495553149212, -9.92664234034938, -3.24875606367036, 11.8656699782291,
9.81495553149212, -9.92664234034938, -3.24875606367036, 11.8656699782291
), Betas_Model4 = c(11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.7592436585382, 0.0581495086393261, -1.49634135426921,
5.31525910692628, 11.8955734783281, -0.109669657791056, -2.83078692756828,
6.28129472626298, 11.8955734783281, -0.109669657791056, -2.83078692756828,
6.28129472626298, 11.8955734783281, -0.109669657791056, -2.83078692756828,
6.28129472626298, 11.8955734783281, -0.109669657791056, -2.83078692756828,
6.28129472626298, 11.8955734783281, -0.109669657791056, -2.83078692756828,
6.28129472626298, 11.8955734783281), Betas_Model5 = c(11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.5746208819078,
-100.07087058088, 100.240112647756, 17.6703189511514, 23.4507308143565,
11.5746208819078, -100.07087058088, 100.240112647756, 17.6703189511514,
23.4507308143565, 11.5746208819078, -100.07087058088, 100.240112647756,
17.6703189511514, 23.4507308143565, 11.5746208819078, -100.07087058088,
100.240112647756, 17.6703189511514, 23.4507308143565, 11.7649976109683,
-70.9266830550256, 70.8955844566333, 10.7249798063487, 19.1077454567509,
11.7649976109683, -70.9266830550256, 70.8955844566333, 10.7249798063487,
19.1077454567509, 11.7649976109683, -70.9266830550256, 70.8955844566333,
10.7249798063487, 19.1077454567509, 11.7649976109683, -70.9266830550256,
70.8955844566333, 10.7249798063487, 19.1077454567509, 11.7649976109683
)), row.names = c(NA, -141L), class = c("grouped_df", "tbl_df",
"tbl", "data.frame"), vars = "ind", drop = TRUE, indices = list(
0:119, 120:140), group_sizes = c(120L, 21L), biggest_group_size = 120L, labels = structure(list(
ind = structure(c(16437, 16440), class = "Date")), row.names = c(NA,
-2L), class = "data.frame", vars = "ind", drop = TRUE))
对于 ind 列上的每个日期,我都有我在回归模型中估计的 Beta。这些测试版位于Betas_ModelX 列上。
例如,与日期“2015-01-02”相关的每个模型我都有测试版。
他们是:
Model1 - > 11.4 0.816 3.62; Model2 -> 11.6 0.267 3.8; Model3-> 11.7 8.50 -8.45 -1.88; Model4 -> 11.8 0.0581 -1.50 5.32; Model5->11.6 -100. 100. 17.7 23.5
如您所见,对于 ind 列上的每个日期,我都有测试版,更重要的是,这些测试版的数量是不同的。例如,对于第一个模型,我有 3 个 beta,对于第 5 个模型,我有 5 个 beta。
我面临的挑战是找到一种方法来重组它,使用 dplyr 包中的一些功能。有可能吗?
最终结果应该是一个包含每个 ind 日期及其 beta 的列表,如下所示(列表的结构由我完成):
betalist
[[2015-01-02]]
[Betas_Model1]
11.4 0.816 3.62
[Betas_Model2]
11.6 0.267 3.8
[Betas_Model3]
11.7 8.50 -8.45 -1.88
[Betas_Model4]
11.8 0.0581 -1.50 5.32
[Betas_Model5]
11.6 -100. 100. 17.7 23.5
[[2015-01-05]]
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主要的挑战是如何找到将indcolumn 上的每个日期与其自己的测试版相关联的方法。
有什么帮助吗?
【问题讨论】:
-
date列有什么作用??? -
没用。但我将在我的代码的其余部分使用@denis