Question

我在R。

中有下面提到的数据框

ACCOUNT_ID LOAN_AMOUNT DISBURSEMENT_DATE   LOAN_DUE_DATE   LOAN_INSTALLMENT
ID123       100000      08/01/2018 00:00    08/02/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/03/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/04/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/05/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/06/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/07/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/08/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/09/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/10/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/11/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/12/2018 00:00         9433
ID123       100000      08/01/2018 00:00    08/01/2019 00:00         9433
ID456       200000      10/01/2018 00:00    10/02/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/03/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/04/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/05/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/06/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/07/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/08/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/09/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/10/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/11/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/12/2018 00:00         11533
ID456       200000      10/01/2018 00:00    10/01/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/02/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/03/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/04/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/05/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/06/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/07/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/08/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/09/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/10/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/11/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/12/2019 00:00         11533
ID456       200000      10/01/2018 00:00    10/01/2020 00:00         11533

我有哪些功能可以计算IRR：

irrcalc <- function(cashflow, dates){
irr <- xirr(cashflow, dates)
return(irr)
}

但是为了使用这个功能，我希望我的日期成名在下面提到的结构中：

cashflow <-c(-100000,9433,9433,9433,9433,9433,9433,9433,9433,9433,9433,9433,9433)
dates <- as.Date(c("08/01/2018","08/02/2018","08/03/2018","08/04/2018","08/05/2018","08/06/2018","08/07/2018","08/08/2018","08/09/2018","08/10/2018","08/11/2018","08/12/2018","08/01/2019"))
irr <- xirr(cashflow, dates)

为此，我有一个代码，但它在“现金流”中的第一个值是正确的，应该是-100000但其余24个vales从其他Account_ID（ID456）捕获并返回现金流＆lt; - c（-100000,11533,11533 ，..）而不是现金流＆lt; -c（-100000,9433,9433，...）

请检查以下代码：

NEWDATAFRAME <- data.frame(row.names = NULL)
nrow <- 1
for (acct in unique(DFNAME[,"ACCOUNT_ID"])){

  cashflow <- DFNAME[DFNAME[,"ACCOUNT_ID"] == acct,"LOAN_INSTALLMENT"]
  cashflow[1] <- -DFNAME[1,"LOAN_AMOUNT"]

  dates <- DFNAME[DFNAME[,"ACCOUNT_ID"] == acct,"LOAN_DUE_DATE"]
  dates[1] <- DFNAME[1,"DISBURSEMENT_DATE"]

  NEWDATAFRAME[nrow,"ACCOUNT_ID"] <- acct
  NEWDATAFRAME[nrow,"IRR"]  <- irrcalc(cashflow,dates)

  nrow <- nrow + 1
}

Answer 1

我不知道函数xirr()，但是如果我的理解是正确的，下面的代码应该以您需要的格式存储数据。

我已将您的数据导入data.frame d，并将日期转换为日期格式（使用as.Date(d$DISBURSEMENT_DATE, "%d/%m/%Y")）。这就是我所拥有的：

'data.frame':   36 obs. of  5 variables:
 $ ACCOUNT_ID       : Factor w/ 2 levels "ID123","ID456": 1 1 1 1 1 1 1 1 1 1 ...
 $ LOAN_AMOUNT      : int  100000 100000 100000 100000 100000 100000 100000 100000 100000 100000 ...
 $ DISBURSEMENT_DATE: Date, format: "2018-01-08" "2018-01-08" "2018-01-08" ...
 $ LOAN_DUE_DATE    : Date, format: "2018-02-08" "2018-03-08" "2018-04-08" ...
 $ LOAN_INSTALLMENT : int  9433 9433 9433 9433 9433 9433 9433 9433 9433 9433 ...

这是代码

NEWDATAFRAME <- {}
for(i in unique(d$ACCOUNT_ID)){
    sub_d <- d[d$ACCOUNT_ID == i,]
    cashflow <- c(-sub_d$LOAN_AMOUNT[1], sub_d$LOAN_INSTALLMENT)
    dates <- c(sub_d$DISBURSEMENT_DATE[1], sub_d$LOAN_DUE_DATE)

    # xirr(cashflow, dates) can be added within the data.frame() call below
    NEWDATAFRAME <- rbind(NEWDATAFRAME, data.frame(cashflow, dates, id = i))
}

这是输出

> NEWDATAFRAME
   cashflow      dates    id
1   -100000 2018-01-08 ID123
2      9433 2018-02-08 ID123
3      9433 2018-03-08 ID123
4      9433 2018-04-08 ID123
5      9433 2018-05-08 ID123
6      9433 2018-06-08 ID123
7      9433 2018-07-08 ID123
8      9433 2018-08-08 ID123
9      9433 2018-09-08 ID123
10     9433 2018-10-08 ID123
11     9433 2018-11-08 ID123
12     9433 2018-12-08 ID123
13     9433 2019-01-08 ID123
14  -200000 2018-01-10 ID456
15    11533 2018-02-10 ID456
16    11533 2018-03-10 ID456
17    11533 2018-04-10 ID456
18    11533 2018-05-10 ID456
19    11533 2018-06-10 ID456
20    11533 2018-07-10 ID456
21    11533 2018-08-10 ID456
22    11533 2018-09-10 ID456
23    11533 2018-10-10 ID456
24    11533 2018-11-10 ID456
25    11533 2018-12-10 ID456
26    11533 2019-01-10 ID456
27    11533 2019-02-10 ID456
28    11533 2019-03-10 ID456
29    11533 2019-04-10 ID456
30    11533 2019-05-10 ID456
31    11533 2019-06-10 ID456
32    11533 2019-07-10 ID456
33    11533 2019-08-10 ID456
34    11533 2019-09-10 ID456
35    11533 2019-10-10 ID456
36    11533 2019-11-10 ID456
37    11533 2019-12-10 ID456
38    11533 2020-01-10 ID456

特定数据框的功能

1 个答案: