Drop loans in loan-bridge B, C set of each investment if already in A, B.
Source:R/ffp_investloan_type.R
ffp_hfid_invest_loan_linked_abc_distinct.RdImplements step 1 of https://github.com/FanWangEcon/PrjThaiHFID/issues/23 It filters and cleans the investment-loan data based on various criteria.
Usage
ffp_hfid_invest_loan_linked_abc_distinct(
tstm_roster_invest_loan_linked,
ar_st_vars_to_keep = c("agg_BS_1011", "agg_BS_1021", "agg_BS_2021", "agg_BS_3021"),
fl_min_invest_size = 10000,
it_mth_inv_start_min = 15,
it_mth_inv_start_max = 145,
bl_drop_afrombc = TRUE,
bl_drop_cfromb = TRUE,
verbose = FALSE,
verbose_detail = FALSE,
it_verbose_detail_nrow = 100
)Arguments
- tstm_roster_invest_loan_linked
The input dataset containing the linked investment-loan data.
- ar_st_vars_to_keep
A character vector specifying the investment variables to consider.
- fl_min_invest_size
The minimum investment size to consider.
- it_mth_inv_start_min
The minimum starting month for investments.
- it_mth_inv_start_max
The maximum starting month for investments.
- bl_drop_afrombc
A logical value indicating whether to drop set A loans that are in set B or C.
- bl_drop_cfromb
A logical value indicating whether to drop set C loans that are in set B.
- verbose
A logical value indicating whether to print verbose output.
- verbose_detail
A logical value indicating whether to print detailed verbose output.
- it_verbose_detail_nrow
The number of rows to print for detailed verbose output.
See also
Used by vignette(s) ffv_invest_loan_bridge and ffv_invest_return_bridge
(the latter via the investloan_type_m8 categorization output). Related issue(s):
PrjThaiHFID-#32.
Author
Fan Wang, http://fanwangecon.github.io
Examples
tstm_roster_invest_loan_linked <- PrjThaiHFID::tstm_roster_invest_loan_linked
ls_return <- ffp_hfid_invest_loan_linked_abc_distinct(tstm_roster_invest_loan_linked)
print(ls_return)
#> $tstm_roster_invest2loan2bridge_clean
#> # A tibble: 7,635 × 38
#> hhid_Num ivars hh_inv_asset_ctr forinfm4 hh_loan_id_nd forinfm4_paired_1t2
#> <int> <chr> <int> <chr> <int> <chr>
#> 1 1031 agg_BS_… 2 Quasi-f… 23 Quasi-formal
#> 2 1078 agg_BS_… 1 Quasi-f… 40 NA
#> 3 1099 agg_BS_… 1 Quasi-f… 75 NA
#> 4 1099 agg_BS_… 2 Quasi-f… 75 NA
#> 5 1099 agg_BS_… 2 Village… 76 Village-Fund
#> 6 1099 agg_BS_… 2 Village… 77 Village-Fund
#> 7 1099 agg_BS_… 1 Quasi-f… 75 NA
#> 8 1099 agg_BS_… 1 Village… 77 Village-Fund
#> 9 1113 agg_BS_… 1 Quasi-f… 91 NA
#> 10 1113 agg_BS_… 1 Quasi-f… 92 BAAC-Commercial
#> # ℹ 7,625 more rows
#> # ℹ 32 more variables: hh_loan_id_nd_paired_1t2 <int>,
#> # forinfm4_paired_2t3 <chr>, hh_loan_id_nd_paired_2t3 <int>,
#> # mth_inv_start <dbl>, mth_inv_end <dbl>, loan_start <dbl>, loan_end <dbl>,
#> # loan_start_paired_1t2 <dbl>, loan_end_paired_1t2 <dbl>,
#> # loan_start_paired_2t3 <dbl>, loan_end_paired_2t3 <dbl>,
#> # capital_prior <dbl>, capital_end <dbl>, capital_invest <dbl>, …
#>
summary(ls_return$tstm_roster_invest2loan2bridge_clean)
#> hhid_Num ivars hh_inv_asset_ctr forinfm4
#> Min. :1031 Length :7635 Min. :1.000 Length :7635
#> 1st Qu.:3161 N.unique : 2 1st Qu.:1.000 N.unique : 4
#> Median :5569 N.blank : 0 Median :2.000 N.blank : 0
#> Mean :5529 Min.nchar: 11 Mean :2.146 Min.nchar: 8
#> 3rd Qu.:7705 Max.nchar: 11 3rd Qu.:3.000 Max.nchar: 15
#> Max. :9996 Max. :7.000 NAs : 631
#>
#> hh_loan_id_nd forinfm4_paired_1t2 hh_loan_id_nd_paired_1t2
#> Min. : 23 Length :7635 Min. : 24
#> 1st Qu.: 5130 N.unique : 4 1st Qu.: 5158
#> Median :10122 N.blank : 0 Median :10149
#> Mean :10005 Min.nchar: 8 Mean :10097
#> 3rd Qu.:14903 Max.nchar: 15 3rd Qu.:15160
#> Max. :19580 NAs :1140 Max. :19581
#> NAs :631 NAs :2011
#> forinfm4_paired_2t3 hh_loan_id_nd_paired_2t3 mth_inv_start mth_inv_end
#> Length :7635 Min. : 25 Min. : 15.00 Min. : 15.00
#> N.unique : 4 1st Qu.: 5400 1st Qu.: 53.00 1st Qu.: 53.00
#> N.blank : 0 Median :10226 Median : 77.00 Median : 77.00
#> Min.nchar: 8 Mean :10206 Mean : 78.01 Mean : 78.11
#> Max.nchar: 15 3rd Qu.:15378 3rd Qu.:101.00 3rd Qu.:101.00
#> NAs :1729 Max. :19582 Max. :145.00 Max. :145.00
#> NAs :2460
#> loan_start loan_end loan_start_paired_1t2 loan_end_paired_1t2
#> Min. : 9.00 Min. : 13.00 Min. : 16.00 Min. : 18.00
#> 1st Qu.: 52.00 1st Qu.: 66.00 1st Qu.: 62.00 1st Qu.: 74.00
#> Median : 74.00 Median : 89.00 Median : 83.00 Median : 96.00
#> Mean : 75.86 Mean : 91.96 Mean : 85.99 Mean : 97.77
#> 3rd Qu.: 98.00 3rd Qu.:115.00 3rd Qu.:109.00 3rd Qu.:122.00
#> Max. :145.00 Max. :160.00 Max. :160.00 Max. :160.00
#> NAs :631 NAs :631 NAs :1140 NAs :1140
#> loan_start_paired_2t3 loan_end_paired_2t3 capital_prior
#> Min. : 18.00 Min. : 27.0 Min. : 0
#> 1st Qu.: 73.00 1st Qu.: 84.0 1st Qu.: 32877
#> Median : 90.00 Median :103.0 Median : 158076
#> Mean : 93.49 Mean :105.4 Mean : 1015900
#> 3rd Qu.:115.00 3rd Qu.:127.0 3rd Qu.: 626539
#> Max. :159.00 Max. :160.0 Max. :141177726
#> NAs :1729 NAs :1729
#> capital_end capital_invest loan_principal loan_principal_last
#> Min. : 10000 Min. : 10000 Min. : 100 Min. : 0
#> 1st Qu.: 79099 1st Qu.: 26582 1st Qu.: 10000 1st Qu.: 4000
#> Median : 251316 Median : 47576 Median : 20000 Median : 15000
#> Mean : 1142213 Mean : 126314 Mean : 41172 Mean : 23985
#> 3rd Qu.: 778275 3rd Qu.: 118894 3rd Qu.: 38460 3rd Qu.: 24000
#> Max. :141635206 Max. :11548178 Max. :4100000 Max. :1600000
#> NAs :632 NAs :631
#> loan_interest_monthly loan_principal_paired_1t2 loan_principal_last_paired_1t2
#> Min. :-1.000000 Min. : 450 Min. : 0
#> 1st Qu.: 0.002276 1st Qu.: 5000 1st Qu.: 2500
#> Median : 0.004492 Median : 14702 Median : 11000
#> Mean :-0.004497 Mean : 25972 Mean : 21722
#> 3rd Qu.: 0.006229 3rd Qu.: 20000 3rd Qu.: 20000
#> Max. : 0.462500 Max. :2000000 Max. :2000000
#> NAs :632 NAs :1140 NAs :1140
#> loan_interest_monthly_paired_1t2 loan_principal_paired_2t3
#> Min. :-1.000000 Min. : 415
#> 1st Qu.: 0.003274 1st Qu.: 5680
#> Median : 0.004844 Median : 16500
#> Mean :-0.020286 Mean : 29011
#> 3rd Qu.: 0.006434 3rd Qu.: 29270
#> Max. : 0.391941 Max. :1600000
#> NAs :1140 NAs :1729
#> loan_principal_last_paired_2t3 loan_interest_monthly_paired_2t3
#> Min. : 0 Min. :-1.000000
#> 1st Qu.: 3000 1st Qu.: 0.003022
#> Median : 14000 Median : 0.004492
#> Mean : 24449 Mean :-0.045428
#> 3rd Qu.: 20000 3rd Qu.: 0.005938
#> Max. :1600000 Max. : 0.259921
#> NAs :1729 NAs :1729
#> bl_lender_type bl_bridge_informal bl_loan_size bl_loan_dura_a
#> Mode :logical Mode :logical Mode :logical Mode :logical
#> FALSE:3149 FALSE:5205 FALSE:3008 FALSE:4580
#> TRUE :3346 TRUE :1290 TRUE :3486 TRUE :1915
#> NAs :1140 NAs :1140 NAs :1141 NAs :1140
#>
#>
#>
#> bl_loan_dura_b bl_loan_dura_c ll_gw1 ll_gw2
#> Mode :logical Mode :logical Min. : 0.00 Min. : 0.00
#> FALSE:2507 FALSE:3263 1st Qu.:11.00 1st Qu.:10.00
#> TRUE :3988 TRUE :2643 Median :12.00 Median :12.00
#> NAs :1140 NAs :1729 Mean :13.91 Mean :11.79
#> 3rd Qu.:13.00 3rd Qu.:12.00
#> Max. :48.00 Max. :48.00
#> NAs :1140 NAs :1140
#> ll_gw3
#> Min. : 1.00
#> 1st Qu.:11.00
#> Median :12.00
#> Mean :11.94
#> 3rd Qu.:12.00
#> Max. :48.00
#> NAs :1729