R round to nearest .5 or .1

screechOwl picture screechOwl · Dec 29, 2011 · Viewed 43.1k times · Source

I have a data set of stock prices that have already been rounded to 2 decimal places (1234.56). I am now trying to round to a specific value which is different for each stock. Here are some examples:

Current Stock Price         Minimum Tick Increment       Desired Output
  123.45                            .50                      123.50
  155.03                            .10                      155.00
  138.24                            .50                      138.00
  129.94                            .10                      129.90
   ...                              ...                       ...

I'm not really sure how to do this but am open to suggestions.

Answer

kohske picture kohske · Dec 29, 2011

Probably,

round(a/b)*b

will do the work.

> a <- seq(.1,1,.13)
> b <- c(.1,.1,.1,.2,.3,.3,.7)
> data.frame(a, b, out = round(a/b)*b)
     a   b out
1 0.10 0.1 0.1
2 0.23 0.1 0.2
3 0.36 0.1 0.4
4 0.49 0.2 0.4
5 0.62 0.3 0.6
6 0.75 0.3 0.6
7 0.88 0.7 0.7