I can't figure out how to do the following, crating a dynamic number of columns from a column of lists with data.table
set.seed(123); N=1e5
DT = data.table(x=rnorm(N), y=sample(c('a','b','c'),N,T))
probs = seq(.1,1,.1); newCols <- paste("q",100*probs,sep="");
DT2 <- DT[ ,list(Q=list(quantile(x,probs=probs))),by=y]
DT2
# y Q
#1: b -1.2817037351734,-0.840293441466144,-0.525195748246148,-0.259574774974136,
#2: c -1.26975023312311,-0.832359658553173,-0.513320691339448,-0.247863323660894,
#3: a -1.28189935066568,-0.838918942382995,-0.522409189372727,-0.257356179072232,
#Here I want to create 10 columns from Q called q10, q20...
DT2[ , newCols:=Q] #can't make this work because it is evaluated in the wrong environment I guess
Try this:
DT2 <- DT[ , as.list(quantile(x,probs=probs)),by=y]
setnames(DT2, c("y", paste0("q", seq(10, 100, by=10))))
# y q10 q20 q30 q40 q50 q60 q70 q80
# 1: b -1.281704 -0.8402934 -0.5251957 -0.2595748 -0.001625739 0.2526686 0.5251940 0.8379979
# 2: c -1.269750 -0.8323597 -0.5133207 -0.2478633 0.003413041 0.2598378 0.5353759 0.8477539
# 3: a -1.281899 -0.8389189 -0.5224092 -0.2573562 0.001186281 0.2542550 0.5244238 0.8401411
# q90 q100
# 1: 1.284773 3.856234
# 2: 1.283465 4.322815
# 3: 1.273615 3.921410
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