r - 在 groupby 中分配楼层日期失败

Question

这是我的代码，我对 groupby 有疑问:

    library(dplyr)
    library(lubridate)

    df <- read.xlsx("Data.xlsx", sheet = "Sector-STOXX600", startRow = 2,colNames = TRUE, detectDates = TRUE, skipEmptyRows = FALSE)
    df[2:19] <- data.matrix(df[2:19])


 percent_change2 <- function(x)last(x)/first(x) - 1

    monthly_return <- df %>% 
      group_by(gr = floor_date(Date, unit = "month")) %>%
      summarize_at(vars(-Date, -gr), percent_change2) %>%
      ungroup() %>%
      select(-gr) %>% 
      as.matrix()  

确实我有这个错误:

"Error in is_character(x) : object 'gr' not found"

这是数据集的示例:

    Date  .SXQR  .SXTR  .SXNR  .SXMR  .SXAR  .SX3R  .SX6R  .SXFR  .SXOR  .SXDR  .SX4R  .SXRR  .SXER
1 2000-01-03 364.94 223.93 489.04 586.38 306.56 246.81 385.36 403.82 283.78 455.39 427.43 498.08 457.57
2 2000-01-04 345.04 218.90 474.05 566.15 301.13 239.24 374.64 390.41 275.93 434.92 414.10 476.17 435.72

更新

volatility_function<- function(x)sqrt(252) * sd(diff(log(x))) * 100
annualized_volatility <- df %>%
  mutate(Date=ymd(Date)) %>%
  group_by(gr = floor_date(Date, unit = "year")) %>%
  select(gr,everything()) %>%
  summarize_at(vars(-Date, -gr), volatility_function) %>%
  ungroup() %>% select(-gr) %>%
  as.matrix() 
head(annualized_volatility,5)

我尝试了@NeslonGon 告诉我的操作，但是我知道在另一个函数上出现了同样的错误，我应该怎么办？

Answer 1

我们的想法是，我们不需要summarise_at 分组变量，而是使用Date 来说明这一点。可以跳过 select 和 mutate 调用。他们是为了方便。

df %>%
  mutate(Date=ymd(Date)) %>% 
 group_by(gr = floor_date(Date, unit = "month")) %>% 
  select(gr,everything()) %>% 
  summarize_at(vars(-Date), percent_change2) %>%  
  ungroup() %>% 
  select(-gr) %>% 
  as.matrix()