Function to calculate unique investment durations
Source:R/ffp_invest.R
ffp_hfid_invest_unique_dura.RdThis function takes a dataframe of investment increments and calculates the unique investment durations based on certain thresholds. It returns two dataframes: one with the unique investment durations for each investment definition, and another with the unique investment dates for each household.
Usage
ffp_hfid_invest_unique_dura(
df_invest_ivar_jump,
it_thres_invest_mth_gap = 2,
verbose = FALSE,
verbose_detail = FALSE,
it_verbose_detail_nrow = 100
)Arguments
- df_invest_ivar_jump
The dataframe of investment increments, output from
ffp_hfid_invest_jump- it_thres_invest_mth_gap
The threshold for the month gap between investments to be merged as single investment
- 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
Value
A list containing the following elements:
- tstm_invest_ivar_dura
The output from the ffp_hfid_invest_unique_dura function.
- tstm_invdates_uniq
The unique investment dates, not by asset.
Author
Fan Wang, http://fanwangecon.github.io
Examples
df <- tstm_asset_loan
fl_sd_ithres <- stats::qnorm(0.99)
it_thres_invest_mth_gap <- 2
df_invest_ivar_jump <- ffp_hfid_invest_jump(df, fl_sd_ithres = fl_sd_ithres)
ffp_hfid_invest_unique_dura(df_invest_ivar_jump, it_thres_invest_mth_gap = it_thres_invest_mth_gap)
#> $tstm_invest_ivar_dura
#> # A tibble: 8,414 × 8
#> thres_inv_mgap thres_inv_dfsd id ivars hh_inv_asset_ctr hh_inv_ctr
#> <dbl> <dbl> <dbl> <chr> <int> <int>
#> 1 2 2.33 70201 agg_BS_1011 1 1
#> 2 2 2.33 70201 agg_BS_3011 1 1
#> 3 2 2.33 70202 agg_BS_1011 1 1
#> 4 2 2.33 70202 agg_BS_1011 2 2
#> 5 2 2.33 70202 agg_BS_1011 3 3
#> 6 2 2.33 70202 agg_BS_1011 4 4
#> 7 2 2.33 70202 agg_BS_1011 5 5
#> 8 2 2.33 70202 agg_BS_1011 6 7
#> 9 2 2.33 70202 agg_BS_1012 1 8
#> 10 2 2.33 70202 agg_BS_1021 1 8
#> # ℹ 8,404 more rows
#> # ℹ 2 more variables: mth_inv_start <dbl>, mth_inv_end <dbl>
#>
#> $tstm_invdates_uniq
#> # A tibble: 3,744 × 6
#> # Groups: id [754]
#> thres_inv_mgap thres_inv_dfsd id hh_inv_ctr mth_inv_start mth_inv_end
#> <dbl> <dbl> <dbl> <int> <dbl> <dbl>
#> 1 2 2.33 70201 1 18 18
#> 2 2 2.33 70202 1 31 31
#> 3 2 2.33 70202 2 63 63
#> 4 2 2.33 70202 3 102 102
#> 5 2 2.33 70202 4 111 111
#> 6 2 2.33 70202 5 123 123
#> 7 2 2.33 70202 6 147 147
#> 8 2 2.33 70202 7 147 148
#> 9 2 2.33 70202 8 148 148
#> 10 2 2.33 70203 1 28 28
#> # ℹ 3,734 more rows
#>