Merge pull request #88 from spinnj/spinnj_issue86

 issue 86: add script to sandbox/Vestcor Data Cleaning for review

sandbox/Vestcor Data Cleaning/spinnj_issue86.R

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+# spinnj_issue86.R
+#
+# factorsSPGMI and stocksCRSP do not use official GICS naming conventions in 
+# sector names. In addition, several securities have obvious misspellings in 
+# Sector assignment, resulting in incorrect groupings. This appears to be a 
+# result of human intervention/manual data manipulations after the data
+# were obtained from CRSP and SPGMI.
+#
+
+# load data & create tmp copies
+load("./data/factorsSPGMI.rda")
+load("./data/stocksCRSP.rda")
+factorsSPGMI_tmp <- factorsSPGMI 
+stocksCRSP_tmp <- stocksCRSP
+
+# confirm factorsSPGMI and stocksCRSP have incorrect sectors (misspelled)
+unique(factorsSPGMI_tmp$Sector) # contains 16 sectors with dupes/misspellings
+unique(stocksCRSP_tmp$Sector) # contains 16 sectors with dupes/misspellings
+
+# replacement data as per issue #86 description
+bad_sectors <- unique(factorsSPGMI_tmp$Sector)
+good_sectors <- c("Information Technology","Industrials","Health Care",
+                  "Consumer Staples","Energy","Materials",
+                  "Consumer Discretionary","Communication Services","Utilities",
+                  "Real Estate","Health Care","Financials",
+                  "Consumer Discretionary","Information Technology",
+                  "Consumer Staples","Communication Services")
+sector_table <- data.frame(cbind(bad_sectors,good_sectors))
+colnames(sector_table) <- c("BadSectors","GoodSectors")
+sector_table
+
+# replacements
+factorsSPGMI_tmp$Sector <- sector_table$GoodSectors[match(factorsSPGMI_tmp$Sector,sector_table$BadSectors)]
+stocksCRSP_tmp$Sector <- sector_table$GoodSectors[match(stocksCRSP_tmp$Sector,sector_table$BadSectors)]
+
+# confirm factorsSPGMI and stocksCRSP have correct sectors
+unique(factorsSPGMI_tmp$Sector) # contains 11 sectors with no dupes
+unique(stocksCRSP_tmp$Sector) # contains 11 sectors with no dupes
+
+# save data (not yet run)
+#factorsSPGMI <- factorsSPGMI_tmp
+#stocksCRSP <- stocksCRSP_tmp
+#save(factorsSPGMI,file="./data/factorsSPGMI.rda")
+#save(stocksCRSP,file="./data/stocksCRSP.rda")