Loop for subsetting data.frame

Question

I work with neuralnet package to predict values of stocks (diploma thesis). The example data are below

predict<-runif(23,min=0,max=1)
day<-c(369:391)
ChoosedN<-c(2,5,5,5,5,5,4,3,5,5,5,2,1,1,5,5,4,3,2,3,4,3,2)
Profit<-runif(23,min=-2,max=5)
df<-data.frame(predict,day,ChoosedN,Profit)
colnames(df)<-c('predict','day','ChoosedN','Profit')

But I haven't always same period for investments (ChoodedN). For backtest the neural site I have to skip the days when I am still in position even if the neural site says 'buy it' (i.e.predict > 0.5). The frame looks like this

        predict day ChoosedN        Profit
1  0.6762981061 369        2 -1.6288823350
2  0.0195611224 370        5  1.5682195597
3  0.2442795106 371        5  0.6195915225
4  0.9587601107 372        5 -1.9701975542
5  0.7415729680 373        5  3.7826137026
6  0.4814927997 374        5  4.1228808255
7  0.1340754859 375        4  3.7818792837
8  0.6316874851 376        3  0.7670884461
9  0.1107241728 377        5 -1.3367400097
10 0.5850426450 378        5  2.2848396166
11 0.2809308425 379        5  2.5234691438
12 0.2835292015 380        2 -0.3291319925
13 0.3328713216 381        1  4.7425349397
14 0.4766904986 382        1 -0.4062103292
15 0.5005860797 383        5  4.8612083721
16 0.2734292494 384        5 -0.2320077328
17 0.1488479455 385        4  2.6195679584
18 0.9446908936 386        3  0.4889716264
19 0.8222738281 387        2  0.7362413658
20 0.7570014759 388        3  4.6661250258
21 0.9988698252 389        4  2.6340743946
22 0.8384663551 390        3  1.0428046484
23 0.1938821415 391        2  0.8855748393

And I need to create new data.frame this way.For example:If predict (in first row) > 0.5,delete second and third row (because ChoosedN in first row is 2 so next two after first row has to be delete, because there we were still in position). And continue on fourth the same way (if predict (fourth row) > 0.5, delete next five rows and so. And of course, if predict <=0.5 delete this row too. Any straightforward way how to do it with some loop? Thanks

Evan Kaminsky · Accepted Answer · 2014-07-29 00:57:56Z

2

I would create a new dataframe, then bind the rows you want using rbind inside of a for loop

newDF <- data.frame()                # New, Empty Dataframe
i = 1                                # Loop index Variable

while (i < nrow(df)) {
  if (df$predict[i] > 0.5) {         # If predict > 0.5,
    newDF <- rbind(newDF, df[i,])    # Bind the row
    i = i + df$ChoosedN[i]           # Adjust for ChoosedN rows
  }
  i = i + 1                          # Move to the next row
}

edited Jul 29, 2014 at 0:57

answered Jul 29, 2014 at 0:39

Evan Kaminsky

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