Question

实际上，我想为每个credit_category分配特定的风险权重。

我一直在使用嵌套的ifelse，如下所示，但是我试图找到其他东西以避免嵌套，而不使用“ dplyr”库。有什么想法吗？

tab_nonsec$RW = ifelse(tab_nonsec$credit_category=="AAA", 0.005,
                       ifelse(tab_nonsec$credit_category=="AA", 0.02,
                       ifelse(tab_nonsec$credit_category=="A", 0.03,
                       ifelse(tab_nonsec$credit_category=="BBB", 0.06,
                       ifelse(tab_nonsec$credit_category=="BB", 0.15,
                       ifelse(tab_nonsec$credit_category=="B", 0.3,
                       ifelse(tab_nonsec$credit_category=="CCC", 0.5,
                       ifelse(tab_nonsec$credit_category=="Unrated", 0.75,
                       ifelse(tab_nonsec$credit_category=="Defaulted",1,0
                       )))))))))

Answer 1

您可以使用命名向量来创建查找表：

lut <- c(
  "AAA" = 0.005, "AA" = 0.02, "A" = 0.03, 
  "BBB" = 0.06, "BB" = 0.15, "B" = 0.3, 
  "CCC" = 0.5, 
  "Unrated" = 0.75, 
  "Defaulted" = 1
)

tab_nonsec$RW <- lut[tab_nonsec$credit_category]
tab_nonsec$RW[is.na(tab_nonsec$RW)] <-0

#   credit_category    RW
# 1              AA 0.020
# 2             CCC 0.500
# 3             AAA 0.005
# 4               B 0.300
# 5             AAA 0.005
# 6       Defaulted 1.000
# 7             BBB 0.060
# 8             BBB 0.060
# 9          errror 0.000

# Example data:

tab_nonsec <- data.frame(credit_category = c("AA", "CCC", "AAA", "B", "AAA", "Defaulted", "BBB", "BBB", "errror"), stringsAsFactors = FALSE)

Answer 2

car::recode(test, '"AAA"=0.005;
                  "AA"=0.02;
                  "A"=0.03;
                  "BBB"=0.06;
                  "BB"=0.15;
                  "B"=0.3;
                  "CCC"=0.5;
                  "Unrated"=0.75;
                  "Defaulted"=1')

recode函数非常易于使用。

在不使用“ dplyr”库的情况下避免嵌套ifelse

2 个答案: