file.r

# Import the libraries
library(zoo)
library(dplyr)

Dataset <- Dataset %>% group_by(PermNo)
Dataset <- mutate(Dataset, cumRet = (((Price/lag(Price, n=12, order_by = Month))-1)))

top <- Dataset[Dataset$ME >= Dataset$BP_ME,]
top <- top[!(top$Month<="Dec 1990"),]
bottom <- Dataset[Dataset$ME < Dataset$BP_ME,]

sliceAndDice = function(vec){
  cats <- cut(vec, breaks=c(quantile( vec, probs = seq(0, 1, by = 0.1))), 
              labels=c("0-10","10-20","20-30","30-40","40-50",
                       "50-60","60-70","70-80","80-90","90-100"))
  table(cats)
}

topStocksDist <- aggregate(cumRet ~ Month, top, FUN=sliceAndDice)
bottomStocksDist <- aggregate(cumRet ~ Month, bottom, FUN=sliceAndDice)

head(topStocksDist)
head(bottomStocksDist)