I would like to get a vector but I get a data.table :
dt["AAPL", Return]
symbol Return
1: AAPL -0.3499903
2: AAPL 0.6496702
3: AAPL 1.0987923
4: AAPL -0.5235654
5: AAPL -0.2456037
---
2515: AAPL 0.5715199
2516: AAPL 0.4495800
2517: AAPL 4.5469388
2518: AAPL 1.2327416
2519: AAPL 0.3210801
How to get a vector from data.table column with specific rows ?
You can use $ as usual (if you are using a version earlier than version 1.9.3 (thanks @GSee, for the comment).
library(data.table)
DT <- data.table(v1 = c("A", "B"), v2 = 1:10, key = "v1")
DT["A", ]$v2
# [1] 1 3 5 7 9
If you are using the present development version, your approach would work:
## if required...
require(devtools)
install_github("Rdatatable/data.table")
packageVersion("data.table")
# [1] ‘1.9.3’
DT["A", v2]
# [1] 1 3 5 7 9
DT["A", ]$v2. Another possible way is to use [[, something like DT["A"][[2]]