Using dplyr window functions to calculate percentiles

独自空忆成欢 提交于 2019-11-29 20:15:14

If you're up for using purrr::map, you can do it like this!

library(tidyverse)

mtcars %>%
  tbl_df() %>%
  nest(-cyl) %>%
  mutate(Quantiles = map(data, ~ quantile(.$mpg)),
         Quantiles = map(Quantiles, ~ bind_rows(.) %>% gather())) %>% 
  unnest(Quantiles)

#> # A tibble: 15 x 3
#>      cyl key   value
#>    <dbl> <chr> <dbl>
#>  1     6 0%     17.8
#>  2     6 25%    18.6
#>  3     6 50%    19.7
#>  4     6 75%    21  
#>  5     6 100%   21.4
#>  6     4 0%     21.4
#>  7     4 25%    22.8
#>  8     4 50%    26  
#>  9     4 75%    30.4
#> 10     4 100%   33.9
#> 11     8 0%     10.4
#> 12     8 25%    14.4
#> 13     8 50%    15.2
#> 14     8 75%    16.2
#> 15     8 100%   19.2

Created on 2018-11-10 by the reprex package (v0.2.1)

One nice thing about this approach is the output is tidy, one observation per row.

UPDATE 2: One more update to turn the previous version's summarise() into a one-liner using enframe:

library(tidyverse)

mtcars %>% 
  group_by(cyl) %>% 
  summarise(mpg = list(enframe(quantile(mpg, probs=c(0.25,0.5,0.75))))) %>% 
  unnest
    cyl quantiles   mpg
1     4       25% 22.80
2     4       50% 26.00
3     4       75% 30.40
4     6       25% 18.65
5     6       50% 19.70
6     6       75% 21.00
7     8       25% 14.40
8     8       50% 15.20
9     8       75% 16.25

This can be turned into a more general function using tidyeval:

q_by_group = function(data, value.col, ..., probs=seq(0,1,0.25)) {

  value.col=enquo(value.col)
  groups=enquos(...)

  data %>% 
    group_by(!!!groups) %>% 
    summarise(mpg = list(enframe(quantile(!!value.col, probs=probs)))) %>% 
    unnest
}

q_by_group(mtcars, mpg)
q_by_group(mtcars, mpg, cyl)
q_by_group(mtcars, mpg, cyl, vs, probs=c(0.5,0.75))
q_by_group(iris, Petal.Width, Species)

UPDATE: Here's a variation on @JuliaSilge's answer that uses nesting to get the quantiles, but without the use of map. It does, however, require an extra line of code to add a column listing the quantile levels, as I'm not sure how (or if it's possible) to capture the names of the quantiles into a separate column directly from the call to quantile.

p = c(0.25,0.5,0.75)

mtcars %>% 
  group_by(cyl) %>% 
  summarise(quantiles = list(sprintf("%1.0f%%", p*100)),
            mpg = list(quantile(mpg, p))) %>% 
  unnest

ORIGINAL ANSWER

Here's a dplyr approach that avoids do but requires a separate call to quantile for each quantile value.

mtcars %>% group_by(cyl) %>%
  summarise(`25%`=quantile(mpg, probs=0.25),
            `50%`=quantile(mpg, probs=0.5),
            `75%`=quantile(mpg, probs=0.75),
            avg=mean(mpg),
            n=n())

  cyl   25%  50%   75%      avg  n
1   4 22.80 26.0 30.40 26.66364 11
2   6 18.65 19.7 21.00 19.74286  7
3   8 14.40 15.2 16.25 15.10000 14

It would be better if summarise could return multiple values with a single call to quantile, but this appears to be an open issue in dplyr development.

Bastiaan Quast

This is a dplyr approach that uses the tidy() function of the broom package, unfortunately it still requires do(), but it is a lot simpler.

library(dplyr)
library(broom)

mtcars %>%
    group_by(cyl) %>%
    do( tidy(t(quantile(.$mpg))) )

which gives:

    cyl   X0.  X25.  X50.  X75. X100.
  (dbl) (dbl) (dbl) (dbl) (dbl) (dbl)
1     4  21.4 22.80  26.0 30.40  33.9
2     6  17.8 18.65  19.7 21.00  21.4
3     8  10.4 14.40  15.2 16.25  19.2

Note the use of t() since the broom package does not have a method for named numerics.

This is based on my earlier answer for summary() here.

Not sure how to avoid do() in dplyr, but you can do this with c() and as.list() with data.table in a pretty straightforward manner:

require(data.table) 
as.data.table(mtcars)[, c(as.list(quantile(mpg, probs=p)), 
                        avg=mean(mpg), n=.N), by=cyl]
#    cyl   25%  50%   75%      avg  n
# 1:   6 18.65 19.7 21.00 19.74286  7
# 2:   4 22.80 26.0 30.40 26.66364 11
# 3:   8 14.40 15.2 16.25 15.10000 14

Replace by with keyby if you want them ordered by cyl column.

This solution uses dplyr and tidyr only, lets you specify your quantiles in the dplyr chain, and takes advantage of tidyr::crossing() to "stack" multiple copies of the dataset prior to grouping and summarising.

diamonds %>%  # Initial data
  tidyr::crossing(pctile = 0:4/4) %>%  # Specify quantiles; crossing() is like expand.grid()
  dplyr::group_by(cut, pctile) %>%  # Indicate your grouping var, plus your quantile var
  dplyr::summarise(quantile_value = quantile(price, unique(pctile))) %>%  # unique() is needed
  dplyr::mutate(pctile = sprintf("%1.0f%%", pctile*100))  # Optional prettification

Result:

# A tibble: 25 x 3
# Groups:   cut [5]
         cut pctile quantile_value
       <ord>  <chr>          <dbl>
 1      Fair     0%         337.00
 2      Fair    25%        2050.25
 3      Fair    50%        3282.00
 4      Fair    75%        5205.50
 5      Fair   100%       18574.00
 6      Good     0%         327.00
 7      Good    25%        1145.00
 8      Good    50%        3050.50
 9      Good    75%        5028.00
10      Good   100%       18788.00
11 Very Good     0%         336.00
12 Very Good    25%         912.00
13 Very Good    50%        2648.00
14 Very Good    75%        5372.75
15 Very Good   100%       18818.00
16   Premium     0%         326.00
17   Premium    25%        1046.00
18   Premium    50%        3185.00
19   Premium    75%        6296.00
20   Premium   100%       18823.00
21     Ideal     0%         326.00
22     Ideal    25%         878.00
23     Ideal    50%        1810.00
24     Ideal    75%        4678.50
25     Ideal   100%       18806.00

The unique() is necessary to let dplyr::summarise() know that you only want one value per group.

Here is a solution using a combination of dplyr, purrr, and rlang:

library(dplyr)
#> 
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#> 
#>     filter, lag
#> The following objects are masked from 'package:base':
#> 
#>     intersect, setdiff, setequal, union
library(tidyr)
library(purrr)

# load data
data("mtcars")

# Percentiles used in calculation
p <- c(.25,.5,.75)

p_names <- paste0(p*100, "%")
p_funs <- map(p, ~partial(quantile, probs = .x, na.rm = TRUE)) %>% 
  set_names(nm = p_names)

# dplyr/purrr/rlang solution 
mtcars %>% 
  group_by(cyl) %>% 
  summarize_at(vars(mpg), funs(!!!p_funs))
#> # A tibble: 3 x 4
#>     cyl `25%` `50%` `75%`
#>   <dbl> <dbl> <dbl> <dbl>
#> 1     4  22.8  26    30.4
#> 2     6  18.6  19.7  21  
#> 3     8  14.4  15.2  16.2


#Especially useful if you want to summarize more variables
mtcars %>% 
  group_by(cyl) %>% 
  summarize_at(vars(mpg, drat), funs(!!!p_funs))
#> # A tibble: 3 x 7
#>     cyl `mpg_25%` `drat_25%` `mpg_50%` `drat_50%` `mpg_75%` `drat_75%`
#>   <dbl>     <dbl>      <dbl>     <dbl>      <dbl>     <dbl>      <dbl>
#> 1     4      22.8       3.81      26         4.08      30.4       4.16
#> 2     6      18.6       3.35      19.7       3.9       21         3.91
#> 3     8      14.4       3.07      15.2       3.12      16.2       3.22

Created on 2018-10-01 by the reprex package (v0.2.0).

Edit (2019-04-17):

As of dplyr 0.8.0, the funs function has been deprecated in favor of using list to pass the desired functions into scoped dplyr functions. As a result of this, the implementation above gets slightly more straightfoward. We no longer need to worry about unquoting the functions with the !!!. Please see the below reprex:

library(dplyr)
#> Warning: package 'dplyr' was built under R version 3.5.2
#> 
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#> 
#>     filter, lag
#> The following objects are masked from 'package:base':
#> 
#>     intersect, setdiff, setequal, union
library(tidyr)
library(purrr)

# load data
data("mtcars")

# Percentiles used in calculation
p <- c(.25,.5,.75)

p_names <- paste0(p*100, "%")
p_funs <- map(p, ~partial(quantile, probs = .x, na.rm = TRUE)) %>% 
  set_names(nm = p_names)

# dplyr/purrr/rlang solution 
mtcars %>% 
  group_by(cyl) %>% 
  summarize_at(vars(mpg), p_funs)
#> # A tibble: 3 x 4
#>     cyl `25%` `50%` `75%`
#>   <dbl> <dbl> <dbl> <dbl>
#> 1     4  22.8  26    30.4
#> 2     6  18.6  19.7  21  
#> 3     8  14.4  15.2  16.2


#Especially useful if you want to summarize more variables
mtcars %>% 
  group_by(cyl) %>% 
  summarize_at(vars(mpg, drat), p_funs)
#> # A tibble: 3 x 7
#>     cyl `mpg_25%` `drat_25%` `mpg_50%` `drat_50%` `mpg_75%` `drat_75%`
#>   <dbl>     <dbl>      <dbl>     <dbl>      <dbl>     <dbl>      <dbl>
#> 1     4      22.8       3.81      26         4.08      30.4       4.16
#> 2     6      18.6       3.35      19.7       3.9       21         3.91
#> 3     8      14.4       3.07      15.2       3.12      16.2       3.22

Created on 2019-04-17 by the reprex package (v0.2.0).

Here's a fairly readable solution that uses dplyr and purrr to return quantiles in a tidy format:

Code

library(dplyr)
library(purrr)

mtcars %>% 
    group_by(cyl) %>% 
    do({x <- .$mpg
        map_dfr(.x = c(.25, .5, .75),
                .f = ~ data_frame(Quantile = .x,
                                  Value = quantile(x, probs = .x)))
       })

Result

# A tibble: 9 x 3
# Groups:   cyl [3]
    cyl Quantile Value
  <dbl>    <dbl> <dbl>
1     4     0.25 22.80
2     4     0.50 26.00
3     4     0.75 30.40
4     6     0.25 18.65
5     6     0.50 19.70
6     6     0.75 21.00
7     8     0.25 14.40
8     8     0.50 15.20
9     8     0.75 16.25

do() is in fact the correct idiom, since it’s designed for group-wise transformations. Think of it as an lapply() that maps over groups of a data frame. (For such a specialized function, a generic name like “do” is not ideal. But it’s probably too late to change it.)

Morally, within each cyl group, you want to apply quantile() to the mpg column:

library(dplyr)

p <- c(.2, .5, .75)

mtcars %>% 
  group_by(cyl) %>%
  do(quantile(.$mpg, p))

#> Error: Results 1, 2, 3 must be data frames, not numeric

Except that doesn’t work because quantile() doesn’t return a data frame; you must convert its output, explicitly. Since this alteration amounts to wrapping quantile() with a data frame, you can use the gestalt function composition operator %>>>%:

library(gestalt)
library(tibble)

quantile_tbl <- quantile %>>>% enframe("quantile")

mtcars %>% 
  group_by(cyl) %>%
  do(quantile_tbl(.$mpg, p))

#> # A tibble: 9 x 3
#> # Groups:   cyl [3]
#>     cyl quantile value
#>   <dbl> <chr>    <dbl>
#> 1     4 20%       22.8
#> 2     4 50%       26  
#> 3     4 75%       30.4
#> 4     6 20%       18.3
#> 5     6 50%       19.7
#> 6     6 75%       21  
#> 7     8 20%       13.9
#> 8     8 50%       15.2
#> 9     8 75%       16.2

Answered many diffrent ways. dplyr distinct made the difference for what I wanted to do..

mtcars %>%
   select(cyl, mpg) %>%
   group_by(cyl) %>%
   mutate( qnt_0   = quantile(mpg, probs= 0),
           qnt_25  = quantile(mpg, probs= 0.25),
           qnt_50  = quantile(mpg, probs= 0.5),
           qnt_75  = quantile(mpg, probs= 0.75),
           qnt_100 = quantile(mpg, probs= 1),
              mean = mean(mpg),
                sd = sd(mpg)
          ) %>%
   distinct(qnt_0 ,qnt_25 ,qnt_50 ,qnt_75 ,qnt_100 ,mean ,sd)

renders

# A tibble: 3 x 8
# Groups:   cyl [3]
  qnt_0 qnt_25 qnt_50 qnt_75 qnt_100  mean    sd   cyl
  <dbl>  <dbl>  <dbl>  <dbl>   <dbl> <dbl> <dbl> <dbl>
1  17.8   18.6   19.7   21      21.4  19.7  1.45     6
2  21.4   22.8   26     30.4    33.9  26.7  4.51     4
3  10.4   14.4   15.2   16.2    19.2  15.1  2.56     8
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