data-transformations: Data Transformations

In collapse: Advanced and Fast Data Transformation

Data Transformations

Description

collapse provides an ensemble of functions to perform common data transformations efficiently and user friendly:

• dapply applies functions to rows or columns of matrices and data frames, preserving the data format.

• BY is an S3 generic for efficient Split-Apply-Combine computing, similar to dapply.

• A set of arithmetic operators facilitates row-wise %rr%, %r+%, %r-%, %r*%, %r/% and column-wise %cr%, %c+%, %c-%, %c*%, %c/% replacing and sweeping operations involving a vector and a matrix or data frame / list. Since v1.7, the operators %+=%, %-=%, %*=% and %/=% do column- and element- wise math by reference, and the function setop can also perform sweeping out rows by reference.

• (set)TRA is a more advanced S3 generic to efficiently perform (groupwise) replacing and sweeping out of statistics, either by creating a copy of the data or by reference. Supported operations are:

  Integer-id		String-id		Description
  0		"na" or "replace_na"		replace only missing values
  1		"fill" or "replace_fill"		replace everything
  2		"replace"		replace data but preserve missing values
  3		"-"		subtract
  4		"-+"		subtract group-statistics but add group-frequency weighted average of group statistics
  5		"/"		divide
  6		"%"		compute percentages
  7		"+"		add
  8		"*"		multiply
  9		"%%"		modulus
  10		"-%%"		subtract modulus

  All of collapse's Fast Statistical Functions have a built-in TRA argument for faster access (i.e. you can compute (groupwise) statistics and use them to transform your data with a single function call).

• fscale/STD is an S3 generic to perform (groupwise and / or weighted) scaling / standardizing of data and is orders of magnitude faster than scale.

• fwithin/W is an S3 generic to efficiently perform (groupwise and / or weighted) within-transformations / demeaning / centering of data. Similarly fbetween/B computes (groupwise and / or weighted) between-transformations / averages (also a lot faster than ave).

• fhdwithin/HDW, shorthand for 'higher-dimensional within transform', is an S3 generic to efficiently center data on multiple groups and partial-out linear models (possibly involving many levels of fixed effects and interactions). In other words, fhdwithin/HDW efficiently computes residuals from linear models. Similarly fhdbetween/HDB, shorthand for 'higher-dimensional between transformation', computes the corresponding means or fitted values.

• flag/L/F, fdiff/D/Dlog and fgrowth/G are S3 generics to compute sequences of lags / leads and suitably lagged and iterated (quasi-, log-) differences and growth rates on time series and panel data. fcumsum flexibly computes (grouped, ordered) cumulative sums. More in Time Series and Panel Series.

• STD, W, B, HDW, HDB, L, D, Dlog and G are parsimonious wrappers around the f- functions above representing the corresponding transformation 'operators'. They have additional capabilities when applied to data-frames (i.e. variable selection, formula input, auto-renaming and id-variable preservation), and are easier to employ in regression formulas, but are otherwise identical in functionality.

Table of Functions

Function / S3 Generic		Methods		Description
dapply		No methods, works with matrices and data frames		Apply functions to rows or columns
BY		default, matrix, data.frame, grouped_df		Split-Apply-Combine computing
%(r/c)(r/+/-/*//)%		No methods, works with matrices and data frames / lists		Row- and column-arithmetic
(set)TRA		default, matrix, data.frame, grouped_df		Replace and sweep out statistics (by reference)
fscale/STD		default, matrix, data.frame, pseries, pdata.frame, grouped_df		Scale / standardize data
fwithin/W		default, matrix, data.frame, pseries, pdata.frame, grouped_df		Demean / center data
fbetween/B		default, matrix, data.frame, pseries, pdata.frame, grouped_df		Compute means / average data
fhdwithin/HDW		default, matrix, data.frame, pseries, pdata.frame		High-dimensional centering and lm residuals
fhdbetween/HDB		default, matrix, data.frame, pseries, pdata.frame		High-dimensional averages and lm fitted values
flag/L/F, fdiff/D/Dlog, fgrowth/G, fcumsum		default, matrix, data.frame, pseries, pdata.frame, grouped_df		(Sequences of) lags / leads, differences, growth rates and cumulative sums

See Also

Collapse Overview, Fast Statistical Functions, Time Series and Panel Series

collapse documentation built on Nov. 3, 2024, 9:08 a.m.