如何使用 xts 对象列表，如 R 中的 3d 数组？答案

【问题标题】：How to use list of xts objects like a 3d array in R?如何使用 xts 对象列表，如 R 中的 3d 数组？
【发布时间】：2020-03-16 19:14:51
【问题描述】：

我想以可以用作 3d 数组的方式访问 xts 对象列表。

这是示例数据。由于这只是一个示例，因此我在所有对象中保留了相同的数据。

data(sample_matrix)
sample.xts_1 <- as.xts(sample_matrix, descr='Object 1')
sample.xts_2 <- as.xts(sample_matrix, descr='Object 2')
sample.xts_3 <- as.xts(sample_matrix, descr='Object 3')

data_list = list(a = sample.xts_1, b = sample.xts_2, c = sample.xts_3)

这个数据看起来像这样 -

$a
           Open High  Low Close
2007-01-02 50.0 50.1 50.0  50.1
2007-01-03 50.2 50.4 50.2  50.4
$b
           Open High  Low Close
2007-01-02 50.0 50.1 50.0  50.1
2007-01-03 50.2 50.4 50.2  50.4
$c
           Open High  Low Close
2007-01-02 50.0 50.1 50.0  50.1
2007-01-03 50.2 50.4 50.2  50.4

有没有一种简单的方法可以按以下方式访问这些列表元素？

$open
            a    b    c 
2007-01-02 50.0 50.0 50.0 
2007-01-03 50.2 50.2 50.2 
2007-01-04 50.4 50.4 50.4 
2007-01-05 50.4 50.4 50.4 
2007-01-06 50.2 50.2 50.2 
2007-01-07 50.1 50.1 50.1 
2007-01-08 50.0 50.0 50.0 

$high
            a    b    c 
2007-01-02 50.1 50.1 50.1 
2007-01-03 50.4 50.4 50.4 
2007-01-04 50.4 50.4 50.4 
2007-01-05 50.4 50.4 50.4 
2007-01-06 50.2 50.2 50.2 
2007-01-07 50.2 50.2 50.2 
2007-01-08 50.1 50.1 50.1 

$low
            a    b    c 
2007-01-02 50.0 50.0 50.0 
2007-01-03 50.2 50.2 50.2 
2007-01-04 50.3 50.3 50.3 
2007-01-05 50.2 50.2 50.2 
2007-01-06 50.1 50.1 50.1 
2007-01-07 50.0 50.0 50.0 
2007-01-08 50.0 50.0 50.0 


$close
            a    b    c 
2007-01-02 50.1 50.1 50.1 
2007-01-03 50.4 50.4 50.4 
2007-01-04 50.3 50.3 50.3 
2007-01-05 50.3 50.3 50.3 
2007-01-06 50.2 50.2 50.2 
2007-01-07 50.0 50.0 50.0 
2007-01-08 50.0 50.0 50.0

【问题讨论】：

标签： r arrays list 3d xts

【解决方案1】：

一个选项是split 按列，transpose 输出和cbind 它一起

library(purrr)
out <- map(data_list, ~ asplit(.x, 2)) %>%
      transpose %>%
      map(~do.call(cbind, .x))

map(out, head, 3)
#$Open
#                  a        b        c
#2007-01-02 50.03978 50.03978 50.03978
#2007-01-03 50.23050 50.23050 50.23050
#2007-01-04 50.42096 50.42096 50.42096

#$High
#                  a        b        c
#2007-01-02 50.11778 50.11778 50.11778
#2007-01-03 50.42188 50.42188 50.42188
#2007-01-04 50.42096 50.42096 50.42096

#$Low
#                  a        b        c
#2007-01-02 49.95041 49.95041 49.95041
#2007-01-03 50.23050 50.23050 50.23050
#2007-01-04 50.26414 50.26414 50.26414

#$Close
#                  a        b        c
#2007-01-02 50.11778 50.11778 50.11778
#2007-01-03 50.39767 50.39767 50.39767
#2007-01-04 50.33236 50.33236 50.33236

【讨论】：

谢谢阿克伦。结果符合预期。