错误:列comp.count的长度必须为1

问题描述 投票:0回答:1

我正在尝试将R代码转换成Matlab,用于Fama和法国因素组合的构建。我收到以下错误,但我不知道该怎么办:

> # load("180619 data.ccm.RData")
> data.comp <- data.ccm %>%
+     rename(PERMNO=permno) %>% data.table %>% # ensure col names match crsp's
+     group_by(PERMNO) %>% 
+     mutate(datadate = as.yearmon(datadate),
+            comp.count = row(.)) %>% # number of years in data; future option to cut first year
+     # tests based on BE spread show FF no longer impose this condition
+     ungroup %>% arrange(datadate, PERMNO) %>% data.frame %>%
+     distinct(datadate, PERMNO, .keep_all = TRUE) 

错误:列comp.count必须为长度1(组大小),而不是12358968另外:有50个或更多警告(使用warnings()查看前50个警告)

完整代码:https://drive.google.com/file/d/0BxvBvE2V-dFTVnZuLUFhZWNuazA/view

最佳

r finance
1个回答
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投票

如果只想按组计算行数,请使用n()

 mutate(datadate = as.yearmon(datadate),
        comp.count = n())
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