Hands-On Data Science with Anaconda

Merging different datasets

First, let's generate some hypothetical datasets. Then we will try to merge them according to certain rules. The easiest way is to use Monte Carlo simulation to generate those datasets:

> set.seed(123) 
> nStocks<-4 
> nPeriods<-24 
> x<-runif(nStocks*nPeriods,min=-0.1,max=0.20) 
> a<-matrix(x,nPeriods,nStocks) 
> d1<-as.Date("2000-01-01") 
> d2<-as.Date("2001-12-01") 
> dd<-seq(d1,d2,"months") 
> stocks<-data.frame(dd,a) 
> colnames(stocks)<-c("DATE",paste('stock',1:nStocks,sep=''))  

In the code, the first line sets up a random seed which will guarantee that any user will get the same random numbers if he/she uses the same random seed. The runif() function is used to get random numbers from a uniform distribution. In a ...