Prototypes

Prototypes.jl is a placeholder package for some functions that I use in julia frequently.

So far the package provides a couple of functions

1. tabulate some data (tabulate)
2. winsorize some data (winsorize)
3. fill unbalanced panel data (panel_fill)
4. some custom logging function (custom_logger)

Note that as the package grow in different directions, dependencies might become overwhelming. The readme serves as documentation; there might be more examples inside of the test folder.

Installation

Prototypes.jl is a not yet a registered package. You can install it from github via

import Pkg
Pkg.add(url="https://github.com/eloualiche/Prototypes.jl")

Examples

Tabulate data

First import the monthly stock file and the compustat funda file

using DataFrames
using Prototypes
using PalmerPenguins

df = DataFrame(PalmerPenguins.load())

tabulate(df, :island)
tabulate(df, [:island, :species])

# If you are looking for groups by type (detect missing e.g.)
df = DataFrame(x = [1, 2, 2, "NA", missing], y = ["c", "c", "b", "z", "d"])
tabulate(df, [:x, :y], group_type = :type) # only types for all group variables
tabulate(df, [:x, :y], group_type = [:value, :type]) # mix value and types

Winsorize data

using DataFrames
using Prototypes
using PalmerPenguins

df = DataFrame(PalmerPenguins.load())
winsorize(df.flipper_length_mm, probs=(0.05, 0.95)) # skipmissing by default
transform(df, :flipper_length_mm =>
    (x->winsorize(x, probs=(0.05, 0.95), replace_value=missing)), renamecols=false)

Panel Fill

df3 = DataFrame(        # missing t=2 for id=1
    id = ["a","a", "b","b", "c","c","c", "d","d","d","d"],
    t  = [Date(1990, 1, 1), Date(1990, 4, 1), Date(1990, 8, 1), Date(1990, 9, 1),
          Date(1990, 1, 1), Date(1990, 2, 1), Date(1990, 4, 1),
          Date(1999, 11, 10), Date(1999, 12, 21), Date(2000, 2, 5), Date(2000, 4, 1)],
    v1 = [1,1, 1,6, 6,0,0, 1,4,11,13],
    v2 = [1,2,3,6,6,4,5, 1,2,3,4],
    v3 = [1,5,4,6,6,15,12.25, 21,22.5,17.2,1])

panel_fill(df3, :id, :t, [:v1, :v2, :v3],
    gap=Month(1), method=:backwards, uniquecheck=true, flag=true, merge=true)
panel_fill(df3, :id, :t, [:v1, :v2, :v3],
    gap=Month(1), method=:forwards, uniquecheck=true, flag=true, merge=true)
panel_fill(df3, :id, :t, [:v1, :v2, :v3],
    gap=Month(1), method=:linear, uniquecheck=true, flag=true, merge=true)

Custom Logging

Here is an example where you can create a custom logger and redirect logging to different files

custom_logger(
        "./log/logfile-prefix";                                   # where are the files generated (will generate 4 files for different log levels)

        filtered_modules_all=[:HTTP],                             # filtering messages across all loggers from specific modules
        filtered_modules_specific=[:TranscodingStreams],          # filtering messages for stdout and info from specific modules

        create_log_files=true,                                    # if false all logs are written to a single file
        log_date_format="yyyy-mm-dd", log_time_format="HH:MM:SS", # date and time formatting
        displaysize=(50,100),                                     # how much to show
        overwrite=true                                            # overwrite old logs
        );

# if you have run the previous example
@info tabulate(df, :island, out=:string)
@warn tabulate(df, :island, out=:df)
@debug tabulate(df, :island)