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POR special data frame
 

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  1. POR special data frame
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    <p>I'm asking a question follwing the one I asked yesterday in this post : <a href="https://stackoverflow.com/questions/12584704/r-rolling-random-forest-for-variables-selection">Random Forests for Variables selection</a>.</p> <p>I managed to find out for each quarter the most significant technical trading rules. I've built a data frame to put the names of these TTR. Here is it, I've got with one column for quarter.</p> <pre><code> 1 2 3 4 5 6 7 8 9 10 11 1 RSI2 RSI3 RSI2 RSI10 RSI2 RSI2 RSI2 RSI2 RSI2 RSI2 RSI2 2 RSI3 RSI4 RSI3 RSI20 RSI3 RSI3 RSI3 RSI4 RSI4 RSI3 RSI3 3 RSI4 RSI5 RSI4 EMA5 RSI4 RSI4 RSI5 RSI5 RSI5 RSI4 RSI4 4 RSI5 RSI10 RSI5 EMA20 RSI5 RSI5 RSI10 EMA5 RSI10 RSI5 RSI5 5 RSI10 RSI20 RSI10 EMA60 SMA5 RSI10 RSI20 EMA20 RSI20 RSI10 RSI10 6 SMA20 SMA60 RSI20 SMI atr RSI20 SMA60 EMA60 SMA5 RSI20 SMA5 7 SMA60 pctB SMA20 ADX pctB EMA5 atr atr SMA60 atr SMA20 8 atr calcs.1 pctB pctB macd EMA20 pctB ADX pctB ADX EMA20 9 pctB &lt;NA&gt; &lt;NA&gt; macd myVolat EMA60 &lt;NA&gt; pctB macd pctB EMA60 10 myChaikinVol &lt;NA&gt; &lt;NA&gt; signal calcs.1 pctB &lt;NA&gt; macd signal myVolat ADX 11 myVolat &lt;NA&gt; &lt;NA&gt; calcs &lt;NA&gt; macd &lt;NA&gt; signal mySAR calcs.1 pctB 12 calcs &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; myVolat myVolat &lt;NA&gt; myChaikinVol 13 &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; calcs.1 &lt;NA&gt; &lt;NA&gt; myVolat 14 &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; &lt;NA&gt; calcs </code></pre> <p>I've added <code>NA</code>to cope with the differing length of rows.</p> <p>Now, I would like to come back to my dataset which looks like that :</p> <pre><code> daily.returns RSI2 RSI3 RSI4 RSI5 RSI10 RSI20 SMA5 SMA20 SMA60 EMA5 EMA20 EMA60 atr SMI ADX oscillator pctB macd signal myChaikinVol mySAR myVolat calcs calcs.1 2009-01-07 -0.015587635 97.964071 92.62210 87.21605 82.40040 66.95642 55.19221 19720.64 18655.29 17758.68 2556.777 2556.777 2556.777 82.06602 27.52145 17.31637 85 0.87092366 0.5930649 -0.220581024 -0.3211637 2369.876 0.2325009 0.3169638 0.2801128 2009-01-08 -0.008700162 43.766573 58.62387 62.97794 64.03382 60.23197 52.99739 19756.44 18666.60 17754.07 2566.499 2566.499 2566.499 80.33416 29.12141 16.86914 85 0.72197937 0.8929854 0.002132269 -0.3183377 2385.210 0.2201065 0.3169831 0.2654092 2009-01-09 -0.011980596 27.182247 44.97072 52.29336 55.50633 56.74068 51.80171 19776.92 18674.31 17750.34 2523.372 2523.372 2523.372 78.65886 29.37878 15.90677 85 0.67025741 0.9349831 0.188702427 -0.2613410 2403.582 0.2245705 0.3119865 0.2608195 2009-01-12 -0.014061295 13.371347 30.46561 39.97055 45.24210 52.16207 50.17764 19788.02 18683.05 17748.76 2524.466 2524.466 2524.466 78.58966 28.17871 14.80066 85 0.49082443 0.9958785 0.350137644 -0.2065359 2420.117 0.2217528 0.3128203 0.2615878 2009-01-13 -0.016693272 6.141462 19.52298 29.30404 35.68593 47.25383 48.32987 19772.25 18693.01 17749.35 2488.165 2488.165 2488.165 76.08326 25.34705 13.96936 80 0.26923307 0.8855971 0.457229531 -0.1845331 2434.998 0.2223591 0.3103439 0.2609330 2009-01-14 -0.047918393 2.712386 11.97834 20.69541 27.26891 42.10718 46.23469 19747.87 18694.16 17742.88 2449.353 2449.353 2449.353 75.42231 20.65686 13.99099 60 -0.01023467 0.6624063 0.498264880 -0.1131268 2445.040 0.2290943 0.3094655 0.2644883 </code></pre> <p>What I would like to do is put an <code>NA</code>during the periods when a TTR is not significant. For example if the RSI2 TTR turns out not to be significant during the first quarter I would like to replace the numerical values by <code>NA</code>s , but if the RSI2 is significant during the 5th quarter I would like to keep the numerical values.</p> <p>At the end, I should get a data frame which dimensions are the same as the intial data frame.</p> <p>Any idea? Thanks!</p>
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    1. COYou'll get better answers if you post your code. Instead of a `data.frame`, try storing a `list`.
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