[R] Data frame to Matrix by category
AlexPiche
alexandre.piche at mail.mcgill.ca
Mon Jun 17 08:22:44 CEST 2013
Hello Folks,
I try to use plyr and reshape 2 to take a data frame of the form:
> head(cf_dt)
isin dt
1 FR0109970386 2010-01-12
2 FR0109970386 2011-01-12
3 FR0109970386 2012-01-12
4 FR0116114978 2010-01-12
5 FR0116114978 2011-01-12
6 FR0116114978 2012-01-12
to create a matrix of the form
FR0109970386 FR0116114978 ...
2010-01-12 2010-01-12 ...
2011-01-12 2011-01-12 ...
2012-01-12 2012-01-12 ...
NA .... ...
... NA ...
NA NA ....
I would like to have 22 columns and 33 rows, since I have 22 bonds name and
my longest cash flow is 33 dates long.
Regards,
Alex
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