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This function implements steps 3 of 3 of the issue #23 in the PrjThaiHFID project. It calculates various characteristics at the investment level, for joint investment to loan and bridge characteristics, including bridge type.

Usage

ffp_hfid_invest_loan_linked_abc_investloan_char(
  tstm_roster_invest2loan2bridge,
  verbose = FALSE,
  verbose_detail = FALSE,
  it_verbose_detail_nrow = 100
)

Arguments

tstm_roster_invest2loan2bridge

A data frame containing the characteristics of triply linked bridge, per bridge. Generated by ffp_hfid_invest_loan_linked_abc_bridge_char.

verbose

A logical value indicating whether to print verbose output. Default is FALSE.

verbose_detail

A logical value indicating whether to print detailed verbose output. Default is FALSE.

it_verbose_detail_nrow

An integer specifying the number of rows to print for detailed verbose output. Default is 100.

Value

A modified data frame with investment to loan, hooks, and bridge characteristics, and relative sizes of A, B, and C set loans.

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)
tstm_roster_invest2loan2bridge_clean <- ls_return$tstm_roster_invest2loan2bridge_clean
ls_return <- ffp_hfid_invest_loan_linked_abc_bridge_char(tstm_roster_invest2loan2bridge_clean)
tstm_roster_invest2loan2bridge <- ls_return$tstm_roster_invest2loan2bridge
ls_return <- ffp_hfid_invest_loan_linked_abc_investloan_char(tstm_roster_invest2loan2bridge)
print(ls_return)
#> $tstm_invest2loan2bridge_chars
#> # A tibble: 2,172 × 31
#> # Groups:   hhid_Num, ivars, hh_inv_asset_ctr [2,172]
#>    hhid_Num ivars       hh_inv_asset_ctr il1_lgt il2_lgt il3_lgt ih1_lgt ih2_lgt
#>       <int> <chr>                  <int> <chr>   <chr>   <chr>   <chr>   <chr>  
#>  1     1031 agg_BS_1011                2 s-inf   s-inf   s-for   h-inf   h-fij  
#>  2     1078 agg_BS_1011                1 s-inf   s-inf   s-inf   h-inf   h-inf  
#>  3     1099 agg_BS_1011                1 s-inf   s-inf   s-inf   h-inf   h-inf  
#>  4     1099 agg_BS_1011                2 s-fij   s-fij   s-fij   h-mfij  h-mfij 
#>  5     1099 agg_BS_1021                1 s-fij   s-fij   s-fij   h-mfij  h-mfij 
#>  6     1113 agg_BS_1011                1 s-inf   s-fij   s-inf   h-mfij  h-mfij 
#>  7     1113 agg_BS_1011                2 s-for   s-inf   s-inf   h-fij   h-inf  
#>  8     1113 agg_BS_1021                1 s-fij   s-inf   s-fij   h-mfij  h-mfij 
#>  9     1113 agg_BS_1021                2 s-inf   s-fij   s-inf   h-mfij  h-mfij 
#> 10     1119 agg_BS_1011                1 s-fij   s-for   s-inf   h-mfij  h-fij  
#> # ℹ 2,162 more rows
#> # ℹ 23 more variables: bl_ibr_single <lgl>, st_ibr_single <chr>,
#> #   st_ibr_joint <chr>, st_ibr_has_informal_bridge <chr>,
#> #   investloan_type_m4 <chr>, investloan_type_brg_m5 <chr>,
#> #   investloan_type_m8 <chr>, investloan_type_hook_m4 <chr>,
#> #   investloan_type_seta_m3 <chr>, capital_prior <dbl>, capital_end <dbl>,
#> #   capital_invest <dbl>, loan_principal_sum <dbl>, …
#> 
summary(ls_return$tstm_invest2loan2bridge_chars)
#>     hhid_Num          ivars      hh_inv_asset_ctr      il1_lgt    
#>  Min.   :1031   Length   :2172   Min.   :1.00     Length   :2172  
#>  1st Qu.:3155   N.unique :   2   1st Qu.:1.00     N.unique :   3  
#>  Median :5632   N.blank  :   0   Median :2.00     N.blank  :   0  
#>  Mean   :5502   Min.nchar:  11   Mean   :2.14     Min.nchar:   5  
#>  3rd Qu.:7701   Max.nchar:  11   3rd Qu.:3.00     Max.nchar:   5  
#>  Max.   :9996                    Max.   :7.00                     
#>                                                                   
#>       il2_lgt          il3_lgt          ih1_lgt          ih2_lgt    
#>  Length   :2172   Length   :2172   Length   :2172   Length   :2172  
#>  N.unique :   3   N.unique :   3   N.unique :   4   N.unique :   4  
#>  N.blank  :   0   N.blank  :   0   N.blank  :   0   N.blank  :   0  
#>  Min.nchar:   5   Min.nchar:   5   Min.nchar:   5   Min.nchar:   5  
#>  Max.nchar:   5   Max.nchar:   5   Max.nchar:   6   Max.nchar:   6  
#>                                                                     
#>                                                                     
#>  bl_ibr_single     st_ibr_single     st_ibr_joint  st_ibr_has_informal_bridge
#>  Mode :logical   Length   :2172   Length   :2172   Length   :2172            
#>  FALSE:2068      N.unique :   4   N.unique :   6   N.unique :   2            
#>  TRUE :104       N.blank  :   0   N.blank  :   0   N.blank  :   0            
#>                  Min.nchar:   8   Min.nchar:  11   Min.nchar:  19            
#>                  Max.nchar:  15   Max.nchar:  28   Max.nchar:  22            
#>                  NAs      :2068   NAs      : 631   NAs      : 916            
#>                                                                              
#>  investloan_type_m4 investloan_type_brg_m5 investloan_type_m8
#>  Length   :2172     Length   :2172         Length   :2172    
#>  N.unique :   4     N.unique :   6         N.unique :   8    
#>  N.blank  :   0     N.blank  :   0         N.blank  :   0    
#>  Min.nchar:  19     Min.nchar:  18         Min.nchar:  19    
#>  Max.nchar:  24     Max.nchar:  29         Max.nchar:  29    
#>                                                              
#>                                                              
#>  investloan_type_hook_m4 investloan_type_seta_m3 capital_prior      
#>  Length   :2172          Length   :2172          Min.   :        0  
#>  N.unique :   5          N.unique :   4          1st Qu.:    30077  
#>  N.blank  :   0          N.blank  :   0          Median :   161346  
#>  Min.nchar:   5          Min.nchar:   5          Mean   :   889862  
#>  Max.nchar:  10          Max.nchar:  15          3rd Qu.:   694599  
#>                                                  Max.   :141177726  
#>                                                                     
#>   capital_end        capital_invest     loan_principal_sum
#>  Min.   :    10000   Min.   :   10000   Min.   :    101   
#>  1st Qu.:    74530   1st Qu.:   23066   1st Qu.:  28951   
#>  Median :   246567   Median :   44795   Median :  67856   
#>  Mean   :  1018001   Mean   :  128139   Mean   : 187226   
#>  3rd Qu.:   836602   3rd Qu.:   99540   3rd Qu.: 178501   
#>  Max.   :141635206   Max.   :11548178   Max.   :6670001   
#>                                         NAs    :632       
#>  loan_principal_last_sum r_group_weighted    loan_principal_paired_1t2_sum
#>  Min.   :      1         Min.   :-1.000000   Min.   :     501             
#>  1st Qu.:  15001         1st Qu.: 0.002276   1st Qu.:   17001             
#>  Median :  40001         Median : 0.004492   Median :   40001             
#>  Mean   : 109014         Mean   :-0.005469   Mean   :  121402             
#>  3rd Qu.: 106001         3rd Qu.: 0.006651   3rd Qu.:  100001             
#>  Max.   :6520001         Max.   : 0.405000   Max.   :15500001             
#>  NAs    :631             NAs    :632         NAs    :1017                 
#>  loan_principal_last_paired_1t2_sum loan_principal_paired_2t3_sum
#>  Min.   :       1                   Min.   :     501             
#>  1st Qu.:   13001                   1st Qu.:   23251             
#>  Median :   34001                   Median :   55001             
#>  Mean   :  107444                   Mean   :  153774             
#>  3rd Qu.:   86501                   3rd Qu.:  140001             
#>  Max.   :15500001                   Max.   :15322001             
#>  NAs    :1017                       NAs    :1177                 
#>  loan_principal_last_paired_2t3_sum ratio_a_over_invest ratio_b_over_a     
#>  Min.   :       1                   Min.   :2.614e-03   Min.   :     0.01  
#>  1st Qu.:   20001                   1st Qu.:6.175e-01   1st Qu.:     0.31  
#>  Median :   42341                   Median :1.267e+00   Median :     0.68  
#>  Mean   :  130344                   Mean   :3.022e+00   Mean   :  1428.92  
#>  3rd Qu.:  120001                   3rd Qu.:3.088e+00   3rd Qu.:     1.47  
#>  Max.   :15322001                   Max.   :1.161e+02   Max.   :670001.00  
#>  NAs    :1177                       NAs    :632         NAs    :1017       
#>  ratio_c_over_b     ratio_c_over_a    
#>  Min.   : 0.01563   Min.   : 0.01675  
#>  1st Qu.: 0.76602   1st Qu.: 0.36364  
#>  Median : 1.03738   Median : 0.72034  
#>  Mean   : 2.56084   Mean   : 1.08954  
#>  3rd Qu.: 2.29680   3rd Qu.: 1.08013  
#>  Max.   :79.92108   Max.   :81.93540  
#>  NAs    :1177       NAs    :1177