如何通过data.table中的十分位数组计算统计数据

时间:2014-03-21 20:31:35

标签: r data.table quantile

我有一个data.table,并希望按组计算统计数据。

R) set.seed(1)
R) DT=data.table(a=rnorm(100),b=rnorm(100))

这些组应由

定义
R) quantile(DT$a,probs=seq(.1,.9,.1))
           10%            20%            30%            40%            50%            60%            70%            80%            90% 
-1.05265747329 -0.61386923071 -0.37534201964 -0.07670312896  0.11390916079  0.37707993057  0.58121734252  0.77125359976  1.18106507751 

我如何计算每箱的b的平均值,比如b=-.5我在[-0.61386923071,-0.37534201964]内,所以在3

2 个答案:

答案 0 :(得分:9)

怎么样:

> DT[, mean(b), keyby=cut(a,quantile(a,probs=seq(.1,.9,.1)))]
                cut          V1
1:               NA -0.31359818
2:   (-1.05,-0.614] -0.14103182
3:  (-0.614,-0.375] -0.33474492
4: (-0.375,-0.0767]  0.20827735
5:  (-0.0767,0.114]  0.14890251
6:    (0.114,0.377]  0.16685304
7:    (0.377,0.581]  0.07086979
8:    (0.581,0.771]  0.17950572
9:     (0.771,1.18] -0.04951607

要看看那个NA(并检查结果),我接下来做了:

> DT[, list(mean(b),.N,list(a)), keyby=cut(a,quantile(a,probs=seq(.1,.9,.1)))]
                cut          V1  N                                                                                                                      V3
1:               NA -0.31359818 20                1.59528080213779,1.51178116845085,-2.2146998871775,-1.98935169586337,-1.47075238389927,1.35867955152904,
2:   (-1.05,-0.614] -0.14103182 10        -0.626453810742332,-0.835628612410047,-0.820468384118015,-0.621240580541804,-0.68875569454952,-0.70749515696212,
3:  (-0.614,-0.375] -0.33474492 10        -0.47815005510862,-0.41499456329968,-0.394289953710349,-0.612026393250771,-0.443291873218433,-0.589520946188072,
4: (-0.375,-0.0767]  0.20827735 10      -0.305388387156356,-0.155795506705329,-0.102787727342996,-0.164523596253587,-0.253361680136508,-0.112346212150228,
5:  (-0.0767,0.114]  0.14890251 10 -0.0449336090152309,-0.0161902630989461,0.0745649833651906,-0.0561287395290008,-0.0538050405829051,-0.0593133967111857,
6:    (0.114,0.377]  0.16685304 10             0.183643324222082,0.329507771815361,0.36458196213683,0.341119691424425,0.188792299514343,0.153253338211898,
7:    (0.377,0.581]  0.07086979 10            0.487429052428485,0.575781351653492,0.389843236411431,0.417941560199702,0.387671611559369,0.556663198673657,
8:    (0.581,0.771]  0.17950572 10             0.738324705129217,0.593901321217509,0.61982574789471,0.763175748457544,0.696963375404737,0.768532924515416,
9:     (0.771,1.18] -0.04951607 10              1.12493091814311,0.943836210685299,0.821221195098089,0.918977371608218,0.782136300731067,1.10002537198388,

除此之外:我已经返回了一个list列(每个单元格本身就是一个向量),可以快速查看进入二进制位的值,只是为了检查。 data.table在打印时显示逗号(并且每个单元格仅显示前6个项目),但V3的每个单元格实际上都有一个数字向量。

因此,第一个和最后一个break之外的值被编码为NA。对我来说,如何告诉cut不这样做并不明显。所以我刚刚添加了-Inf和+ Inf:

> DT[,list(mean(b),.N),keyby=cut(a,c(-Inf,quantile(a,probs=seq(.1,.9,.1)),+Inf))]
                 cut          V1  N
 1:     (-Inf,-1.05] -0.16938368 10
 2:   (-1.05,-0.614] -0.14103182 10
 3:  (-0.614,-0.375] -0.33474492 10
 4: (-0.375,-0.0767]  0.20827735 10
 5:  (-0.0767,0.114]  0.14890251 10
 6:    (0.114,0.377]  0.16685304 10
 7:    (0.377,0.581]  0.07086979 10
 8:    (0.581,0.771]  0.17950572 10
 9:     (0.771,1.18] -0.04951607 10
10:      (1.18, Inf] -0.45781268 10

那更好。或者:

> DT[, list(mean(b),.N), keyby=cut(a,quantile(a,probs=seq(0,1,.1)),include=TRUE)]
                 cut          V1  N
 1:    [-2.21,-1.05] -0.16938368 10
 2:   (-1.05,-0.614] -0.14103182 10
 3:  (-0.614,-0.375] -0.33474492 10
 4: (-0.375,-0.0767]  0.20827735 10
 5:  (-0.0767,0.114]  0.14890251 10
 6:    (0.114,0.377]  0.16685304 10
 7:    (0.377,0.581]  0.07086979 10
 8:    (0.581,0.771]  0.17950572 10
 9:     (0.771,1.18] -0.04951607 10
10:       (1.18,2.4] -0.45781268 10

这样你就可以看到最小值和最大值,而不是显示-Inf和+ Inf。请注意,您需要将include=TRUE传递给cut,否则将返回11个区域,第一个区域只有1个区域。

答案 1 :(得分:3)

我做了很多类型的事情,所以我在我的R包中为它写了一个非常灵活的bin_data()方法 - mltools。它完全以data.table为基础,并使用新的non-equi joins

要回答您的具体问题,请将Bin1设置为DT中的列,然后按Bin1分组

library(data.table)
library(mltools)

DT[, Bin1 := bin_data(vals=a, bins=seq(.1, .9, .1), binType="quantile")]
DT[, list(mean(b)), keyby=Bin1]

                                        Bin1          V1
1:                                        NA -0.31359818
2:   [-1.05265747329296, -0.613869230708978) -0.14103182
3:  [-0.613869230708978, -0.375342019639661) -0.33474492
4: [-0.375342019639661, -0.0767031289639095)  0.20827735
5:  [-0.0767031289639095, 0.113909160788544)  0.14890251
6:    [0.113909160788544, 0.377079930573521)  0.16685304
7:    [0.377079930573521, 0.581217342522697)  0.07086979
8:    [0.581217342522697, 0.771253599758546)  0.17950572
9:      [0.771253599758546, 1.1810650775142] -0.04951607

你也可以做其他很酷的事情

按分位数

制作10个等间距的分档
DT[, Bin2 := bin_data(vals=a, bins=10, binType="quantile")]
DT[, list(mean(b)), keyby=Bin2]

                                         Bin2          V1
 1:     [-2.2146998871775, -1.05265747329296) -0.16938368
 2:   [-1.05265747329296, -0.613869230708978) -0.14103182
 3:  [-0.613869230708978, -0.375342019639661) -0.33474492
 4: [-0.375342019639661, -0.0767031289639095)  0.20827735
 5:  [-0.0767031289639095, 0.113909160788544)  0.14890251
 6:    [0.113909160788544, 0.377079930573521)  0.16685304
 7:    [0.377079930573521, 0.581217342522697)  0.07086979
 8:    [0.581217342522697, 0.771253599758546)  0.17950572
 9:      [0.771253599758546, 1.1810650775142) -0.04951607
10:       [1.1810650775142, 2.40161776050478] -0.45781268

使最后一个边界左右关闭

DT[, Bin3 := bin_data(vals=a, bins=10, binType="quantile", boundaryType="lcro)")]  
DT[, list(mean(b)), keyby=Bin2]

 1:                                        NA  0.42510038
 2:     [-2.2146998871775, -1.05265747329296) -0.16938368
 3:   [-1.05265747329296, -0.613869230708978) -0.14103182
 4:  [-0.613869230708978, -0.375342019639661) -0.33474492
 5: [-0.375342019639661, -0.0767031289639095)  0.20827735
 6:  [-0.0767031289639095, 0.113909160788544)  0.14890251
 7:    [0.113909160788544, 0.377079930573521)  0.16685304
 8:    [0.377079930573521, 0.581217342522697)  0.07086979
 9:    [0.581217342522697, 0.771253599758546)  0.17950572
10:      [0.771253599758546, 1.1810650775142) -0.04951607
11:       [1.1810650775142, 2.40161776050478) -0.55591413

指定您自己的显式分档(请注意返回空分档)

bin_data(dt=DT, binCol="a", bins=seq(-5, 5, 1), returnDT=TRUE)

          Bin         a           b
  1: [-5, -4)        NA          NA
  2: [-4, -3)        NA          NA
  3: [-3, -2) -2.214700 -0.65069635
  4: [-2, -1) -1.989352 -0.17955653
  5: [-2, -1) -1.470752 -0.03763417
 ---                               
100:   [1, 2)  1.586833 -1.20808279
101:   [2, 3)  2.401618  0.42510038
102:   [2, 3)  2.172612  0.20753834
103:   [3, 4)        NA          NA
104:   [4, 5]        NA          NA

使用可变大小的分档

bin_data(dt=DT, binCol="a", bins=data.table(LB=c(-5, 0, 1), RB=c(0, 1, Inf)), returnDT=TRUE)

          Bin            a           b
  1:  [-5, 0) -0.626453811 -0.62036668
  2:  [-5, 0) -0.835628612 -0.91092165
  3:  [-5, 0) -0.820468384  1.76728727
  4:  [-5, 0) -0.305388387  1.68217608
  5:  [-5, 0) -0.621240581  1.43228224
 ---                               
 95: [1, Inf]  2.172611670  0.20753834
 96: [1, Inf]  1.178086997  0.21992480
 97: [1, Inf]  1.063099837  1.46458731
 98: [1, Inf]  1.207867806  0.40201178
 99: [1, Inf]  1.160402616 -0.73174817
100: [1, Inf]  1.586833455 -1.20808279
          Bin            a           b