使用 Data.table 的笛卡尔滚动连接

Question

我有两张桌子：

• dat：包含数据

• dates：包含日期表

---

library(data.table)

dates = structure(list(date = structure(c(17562, 17590, 17621, 17651, 
                              17682, 17712, 17743, 17774, 17804, 17835, 17865, 17896), class = "Date")), 
      row.names = c(NA, -12L), class = "data.frame")


dat = structure(list(date = structure(c(17546, 17743, 17778, 17901, 
                              17536, 17806, 17901, 17981, 17532, 17722, 17969, 18234), class = "Date"), 
           country = structure(c(1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 3L, 
                                 3L, 3L, 3L), .Label = c("AAA", "BBB", "CCC"), class = "factor"), 
           state = structure(c(1L, 1L, 2L, 3L, 4L, 1L, 2L, 5L, 6L, 1L, 
                               2L, 2L), .Label = c("S1", "S2", "S3", "S4", "S5", "S6"), class = "factor"), 
           item = structure(c(1L, 2L, 4L, 6L, 3L, 5L, 3L, 2L, 2L, 4L, 
                              5L, 7L), .Label = c("M1", "M2", "M3", "M4", "M5", "M6", "M7"
                              ), class = "factor"), value = c(67L, 10L, 50L, 52L, 93L, 
                                                              50L, 62L, 46L, 6L, 30L, 30L, 14L)), row.names = c(NA, -12L
                                                              ), class = "data.frame")


dates = data.table(dates)
dat = data.table(dat)


setkey(dates, date)
setkey(dat, date)

我追求的结果如下。即对每一行 dat 进行滚动连接，然后组合结果。

rbind(
dat[1,][dates, roll = 90],
dat[2,][dates, roll = 90],
dat[3,][dates, roll = 90],
...
dat[12,][dates, roll = 90]
)

我的实际数据集要大得多，因此列出每一行 dat 是不切实际的。有没有一种简单的方法可以在没有循环的情况下做同样的事情？

Answer 1

这不一定是最好的方法，但您可以简单地在此处编写一个循环来遍历您的数据：

df <- data.frame()

for (i in 1:nrow(dat)){
    df <- rbind(df, dat[i,][dates, roll = 90])
}

head(df)

          date country state item value
  1: 2018-01-31     CCC    S6   M2     6
  2: 2018-02-28     CCC    S6   M2     6
  3: 2018-03-31     CCC    S6   M2     6
  4: 2018-04-30    <NA>  <NA> <NA>    NA
  5: 2018-05-31    <NA>  <NA> <NA>    NA

编辑：刚刚看到你说“没有循环”，这是漫长的一天。这是解决问题的一种方法。

Answer 2

如果我正确理解您的意图，您希望将记录滚动 90 天。 我使用了交叉连接，然后使用翻转条件来设置子集

您的原始表格：

library(data.table)

dates = structure(list(date = structure(c(17562, 17590, 17621, 17651, 
                                          17682, 17712, 17743, 17774, 17804, 17835, 17865, 17896), class = "Date")), 
                  row.names = c(NA, -12L), class = "data.frame")


dat = structure(list(date = structure(c(17546, 17743, 17778, 17901, 
                                        17536, 17806, 17901, 17981, 17532, 17722, 17969, 18234), class = "Date"), 
                     country = structure(c(1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 3L, 
                                           3L, 3L, 3L), .Label = c("AAA", "BBB", "CCC"), class = "factor"), 
                     state = structure(c(1L, 1L, 2L, 3L, 4L, 1L, 2L, 5L, 6L, 1L, 
                                         2L, 2L), .Label = c("S1", "S2", "S3", "S4", "S5", "S6"), class = "factor"), 
                     item = structure(c(1L, 2L, 4L, 6L, 3L, 5L, 3L, 2L, 2L, 4L, 
                                        5L, 7L), .Label = c("M1", "M2", "M3", "M4", "M5", "M6", "M7"
                                        ), class = "factor"), value = c(67L, 10L, 50L, 52L, 93L, 
                                                                        50L, 62L, 46L, 6L, 30L, 30L, 14L)), row.names = c(NA, -12L
                                                                        ), class = "data.frame")


dates = data.table(dates)
dat = data.table(dat)

注意，我没有设置密钥。

我正在使用参考中的交叉连接函数：How to do cross join in R?

CJ.table.1 <- function(X,Y)
  setkey(X[,c(k=1,.SD)],k)[Y[,c(k=1,.SD)],allow.cartesian=TRUE][,k:=NULL]

然后我交叉连接、滚动连接的子集、重命名列和排序

dsn1<-CJ.table.1(dat,dates)[i.date-date<=90 & i.date-date>=0][,.(date=i.date,country, state, item, value)][order(country, state, item, value,date),]