Select the top N values by group

This seems more straightforward using data.table as it performs the sort while setting the key.

So, if I were to get the top 3 records in sort (ascending order), then,

require(data.table)
d <- data.table(mtcars, key="cyl")
d[, head(.SD, 3), by=cyl]

does it.

And if you want the descending order

d[, tail(.SD, 3), by=cyl] # Thanks @MatthewDowle

Edit: To sort out ties using mpg column:

d <- data.table(mtcars, key="cyl")
d.out <- d[, .SD[mpg %in% head(sort(unique(mpg)), 3)], by=cyl]

#     cyl  mpg  disp  hp drat    wt  qsec vs am gear carb rank
#  1:   4 22.8 108.0  93 3.85 2.320 18.61  1  1    4    1   11
#  2:   4 22.8 140.8  95 3.92 3.150 22.90  1  0    4    2    1
#  3:   4 21.5 120.1  97 3.70 2.465 20.01  1  0    3    1    8
#  4:   4 21.4 121.0 109 4.11 2.780 18.60  1  1    4    2    6
#  5:   6 18.1 225.0 105 2.76 3.460 20.22  1  0    3    1    7
#  6:   6 19.2 167.6 123 3.92 3.440 18.30  1  0    4    4    1
#  7:   6 17.8 167.6 123 3.92 3.440 18.90  1  0    4    4    2
#  8:   8 14.3 360.0 245 3.21 3.570 15.84  0  0    3    4    7
#  9:   8 10.4 472.0 205 2.93 5.250 17.98  0  0    3    4   14
# 10:   8 10.4 460.0 215 3.00 5.424 17.82  0  0    3    4    5
# 11:   8 13.3 350.0 245 3.73 3.840 15.41  0  0    3    4    3

# and for last N elements, of course it is straightforward
d.out <- d[, .SD[mpg %in% tail(sort(unique(mpg)), 3)], by=cyl]

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