我正在尝试将R代码转换成Matlab,用于Fama和法国因素组合的构建。我收到以下错误,我不知道该怎么办:
> # load("180619 data.ccm.RData")
> data.comp <- data.ccm %>%
+ rename(PERMNO=permno) %>% data.table %>% # ensure col names match crsp's
+ group_by(PERMNO) %>%
+ mutate(datadate = as.yearmon(datadate),
+ comp.count = row(.)) %>% # number of years in data; future option to cut first year
+ # tests based on BE spread show FF no longer impose this condition
+ ungroup %>% arrange(datadate, PERMNO) %>% data.frame %>%
+ distinct(datadate, PERMNO, .keep_all = TRUE)
Error: Column comp.count
must be length 1 (the group size), not 12358968
In addition: There were 50 or more warnings (use warnings() to see the first 50)
Full code: https://drive.google.com/file/d/0BxvBvE2V-dFTVnZuLUFhZWNuazA/view
最好
If you just want to count the number of rows by group, use
n()