CODEWITHSUNDEEP
for-loopundefinederror-messages-for
Sophie Lockhart
Sophie Lockhart

Reputation: 11

Subsetting a dataset based on TRUE, FALSE logical vector

When running my forloop function, I came across the following error message: "Error in [.data.frame(returns, i:(i + 60), c(FALSE, ESGscores_logical)) : undefined columns selected". I have tried many different alterations but nothing seems to be working. The error arises in the "returns_subset", where I would like to filter the correct 61 months and stocks in the 80%. I have previously built the ESGscores_subset with all of the ESG scores in one year. And then created the ESGscores_logical dataset with marking TRUE when the stock is in the higher 80%.

Here is my data:

as.data.frame(ESGscores)

year Stock A Stock B Stock C
1 20 33 45
2 40 23 55
3 45 45 44
4 55 50 45

as.data.frame(returns)

year Month Stock A Stock B Stock C
1 1 0.033 0.045 0.066
1 2 0.0023 0.0055 0.07
1 3 0.035 0.00344 0.033
1 4 0.004 0.005 0.04

ESGscores_subset

year Month Stock A Stock B Stock C
1 1 0.033 0.045 0.066

ESGscores_logical

Stock A Stock B Stock C
TRUE FALSE FALSE

Here is my code:

        for(i in 1:60) {
         year <- returns[i+60,"Year"]
  
          ESGscores_subset <- ESGscores[ESGscores$year == year-1, 2:411] 
          ESGscores_logical <- as.numeric(ESGscores_subset) >= 
            as.numeric(quantile(ESGscores_subset, 0.8))
          returns_subset <- returns[i:(i+60), c(FALSE, ESGscores_logical)] 
         }

I am really stuck, your help would be much appreciated!

Upvotes: 1

Views: 50

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