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POQuantiles by factor levels in R
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copied!<p>I have a data frame and I'm trying to create a new variable in the data frame that has the quantiles of a continuous variable <code>var1</code>, for each level of a factor <code>strata</code>.</p> <pre><code># some data set.seed(472) dat <- data.frame(var1 = rnorm(50, 10, 3)^2, strata = factor(sample(LETTERS[1:5], size = 50, replace = TRUE)) ) # function to get quantiles qfun <- function(x, q = 5) { quantile <- cut(x, breaks = quantile(x, probs = 0:q/q), include.lowest = TRUE, labels = 1:q) quantile } </code></pre> <p>I tried using two methods, neither of which produce a usable result. Firstly, I tried using <code>aggregate</code> to apply <code>qfun</code> to each level of <code>strata</code>:</p> <pre><code>qdat <- with(dat, aggregate(var1, list(strata), FUN = qfun)) </code></pre> <p>This returns the quantiles by factor level, but the output is hard to coerce back into a data frame (e.g., using <code>unlist</code> does not line the new variable values up with the correct rows in the data frame).</p> <p>A second approach was to do this in steps:</p> <pre><code>tmp1 <- with(dat, split(var1, strata)) tmp2 <- lapply(tmp1, qfun) tmp3 <- unlist(tmp2) dat$quintiles <- tmp3 </code></pre> <p>Again, this calculates the quantiles correctly for each factor level, but obviously, as with <code>aggregate</code> they aren't in the correct order in the data frame. We can check this by putting the quantile "bins" into the data frame.</p> <pre><code># get quantile bins qfun2 <- function(x, q = 5) { quantile <- cut(x, breaks = quantile(x, probs = 0:q/q), include.lowest = TRUE) quantile } tmp11 <- with(dat, split(var1, strata)) tmp22 <- lapply(tmp11, qfun2) tmp33 <- unlist(tmp22) dat$quintiles2 <- tmp33 </code></pre> <p>Many of the values of <code>var1</code> are outside of the bins of <code>quantile2</code>. I feel like i'm missing something simple. Any suggestions would be greatly appreciated.</p>

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